Research Program in Finance, Working Paper Series

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

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.26 5 35 0 0 1 0.2 0.16 2000 1.6 0.36 5 3 5 8 0 0.17 2001 0.9 0.35 0 10 9 0 0.17 2002 0.4 0 5 0 0.19 2003 0.4 3 4 0 0 0.2 2004 0.67 0.44 0 3 2 0 0.22 2005 0.33 0.46 0 3 1 0 0.27 2006 0.48 0 0 0 0.24 2007 0.4 0 0 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:rpfina:280 Order Flow and Exchange Rate Dynamics (1999).
Cited: 33 times.

(2) RePEc:cdl:rpfina:4941 An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? (2003).
Cited: 3 times.

(3) RePEc:cdl:rpfina:279 The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises (1999).
Cited: 1 times.

(4) RePEc:cdl:rpfina:285 Return-Volume Dependence and Extremes in International Equity Markets (2003).
Cited: 1 times.

(5) RePEc:cdl:rpfina:283 Corporate Diversification and Agency (2000).
Cited: 1 times.

(6) RePEc:cdl:rpfina:282 Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes (1999).
Cited: 1 times.

(7) RePEc:cdl:rpfina:287 On Adaptive Tail Index Estimation for Financial Return Models (2000).
Cited: 1 times.

(8) RePEc:cdl:rpfina:286 Rational Markets: Yes or No? The Affirmative Case (2000).
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

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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