University of California at Los Angeles, Anderson Graduate School of Management

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.25 0.18 4 0 8 2 0 0.09 1997 0.1 0.18 8 8 10 1 0 0.09 1998 0.08 0.2 12 13 12 1 0 1 0.08 0.12 1999 0.1 0.26 13 3 20 2 0 0.16 2000 0.12 0.36 27 40 25 3 0 0.17 2001 0.1 0.35 19 110 40 4 0 3 0.16 0.17 2002 0.3 0.4 15 13 46 14 0 1 0.07 0.19 2003 0.29 0.4 13 17 34 10 0 1 0.08 0.2 2004 0.18 0.44 21 44 28 5 0 4 0.19 0.22 2005 0.29 0.46 18 5 34 10 0 1 0.06 0.27 2006 0.28 0.48 0 39 11 0 0.24 2007 0.4 0 18 0 0.2 2008 0.4 0 0 0 0.2 2009 0.36 0 0 0 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:cdl:anderf:71173 Valuing American Options by Simulation: A Simple Least-Squares Approach (2001).
Cited: 73 times.

(2) RePEc:cdl:anderf:4687 Agency and Asset Pricing (1993).
Cited: 19 times.

(3) RePEc:cdl:anderf:4852 The MIDAS Touch: Mixed Data Sampling Regression Models (2004).
Cited: 18 times.

(4) RePEc:cdl:anderf:2304 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors (2001).
Cited: 16 times.

(5) RePEc:cdl:anderf:4684 An Analytic Solution for Interest Rate Swap Spreads (1995).
Cited: 15 times.

(6) RePEc:cdl:anderf:2211 An Econometric Model of the Yield Curve With Macroeconomic Jump Effects (2001).
Cited: 12 times.

(7) RePEc:cdl:anderf:5436 Price Volatility, International Market Links and their Implications for Regulatory Policies (1989).
Cited: 11 times.

(8) RePEc:cdl:anderf:6386 Facilitation of Competing Bids and the Price of a Takeover Target (1989).
Cited: 10 times.

(9) RePEc:cdl:anderf:3343 Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults (1998).
Cited: 9 times.

(10) RePEc:cdl:anderf:2887 Stochastic Correlation Across International Stock Markets (2000).
Cited: 8 times.

(11) RePEc:cdl:anderf:2900 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000).
Cited: 8 times.

(12) RePEc:cdl:anderf:3404 Bond Pricing with Default Risk (1997).
Cited: 7 times.

(13) RePEc:cdl:anderf:4681 Regime Shifts in Short Term Riskless Interest Rates (1995).
Cited: 7 times.

(14) RePEc:cdl:anderf:3339 Relative Pricing of Options with Stochastic Volatility (2002).
Cited: 6 times.

(15) RePEc:cdl:anderf:10277 How Did It Happen? (2004).
Cited: 5 times.

(16) RePEc:cdl:anderf:2213 Dynamic Portfolio Selection by Augmenting the Asset Space (2004).
Cited: 5 times.

(17) RePEc:cdl:anderf:13188 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations (2004).
Cited: 5 times.

(18) RePEc:cdl:anderf:2297 The Disposition Effect and Momentum (2001).
Cited: 5 times.

(19) RePEc:cdl:anderf:2291 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001).
Cited: 4 times.

(20) RePEc:cdl:anderf:19658 Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2000).
Cited: 4 times.

(21) RePEc:cdl:anderf:2864 The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think (2000).
Cited: 4 times.

(22) RePEc:cdl:anderf:3394 Resolution of a Financial Puzzle (1998).
Cited: 4 times.

(23) RePEc:cdl:anderf:19666 The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence (2000).
Cited: 3 times.

(24) RePEc:cdl:anderf:2620 Empirical TIPs (2003).
Cited: 3 times.

(25) RePEc:cdl:anderf:2243 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2003).
Cited: 3 times.

(26) RePEc:cdl:anderf:2863 Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2000).
Cited: 3 times.

(27) RePEc:cdl:anderf:11136 European M&A Regulation is Protectionist (2004).
Cited: 3 times.

(28) RePEc:cdl:anderf:2702 A Unifying Theory of Value Based Management (2003).
Cited: 3 times.

(29) RePEc:cdl:anderf:2867 Electricity prices and power derivatives: Evidence from the Nordic Power Exchange (2000).
Cited: 2 times.

(30) RePEc:cdl:anderf:13185 THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS (2004).
Cited: 2 times.

(31) RePEc:cdl:anderf:2729 Electricity Forward Prices: A High-Frequency Empirical Analysis (2002).
Cited: 2 times.

(32) RePEc:cdl:anderf:55039 Homeownership as a Constraint on Asset Allocation (2005).
Cited: 2 times.

(33) RePEc:cdl:anderf:19654 ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis (2002).
Cited: 2 times.

(34) RePEc:cdl:anderf:3329 Organization Capital and Intrafirm Communication (2003).
Cited: 2 times.

(35) RePEc:cdl:anderf:4682 Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms? (1995).
Cited: 2 times.

(36) RePEc:cdl:anderf:2910 Boundaries of Predictability: Noisy Predictive Regressions (2000).
Cited: 2 times.

(37) RePEc:cdl:anderf:9458 Bond Pricing with Default Risk (2003).
Cited: 2 times.

(38) RePEc:cdl:anderf:2868 Transactions Costs in the Foreign Exchange Market (2000).
Cited: 2 times.

(39) RePEc:cdl:anderf:55054 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options (2004).
Cited: 2 times.

(40) RePEc:cdl:anderf:13186 Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions (2004).
Cited: 2 times.

(41) RePEc:cdl:anderf:3124 The Term Structure with Highly Persistent Interest Rates (1999).
Cited: 2 times.

(42) RePEc:cdl:anderf:2898 Political Cycles and the Stock Market (2000).
Cited: 1 times.

(43) RePEc:cdl:anderf:2701 Changing Motives for Share Repurchases (2003).
Cited: 1 times.

(44) RePEc:cdl:anderf:55048 Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns (2005).
Cited: 1 times.

(45) RePEc:cdl:anderf:2912 Demographics and the Equity Premium (2000).
Cited: 1 times.

(46) RePEc:cdl:anderf:48570 Using Option Pricing Theory to Infer About Historical Equity Premiums (2005).
Cited: 1 times.

(47) RePEc:cdl:anderf:2894 East Asia and Europe During the 1997 Asian Collapse: A Clinical Study of a Financial Crisis (2002).
Cited: 1 times.

(48) RePEc:cdl:anderf:6416 The Information Conveyed by a Takeover Bid (1984).
Cited: 1 times.

(49) RePEc:cdl:anderf:3330 Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data (2003).
Cited: 1 times.

(50) RePEc:cdl:anderf:11259 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements (2004).
Cited: 1 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

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Source data used to compute the impact factor of RePEc series.