Finance Research Letters

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 0.18 0 0 0 0.08 1997 0.21 0 0 0 0.08 1998 0.22 0 0 0 0.1 1999 0.28 0 0 0 0.13 2000 0.37 0 0 0 0.16 2001 0.37 0 0 0 0.16 2002 0.41 0 0 0 0.19 2003 0.42 0 0 0 0.2 2004 0.47 27 115 0 0 5 0.19 0.21 2005 0.7 0.5 25 42 27 19 0 1 0.04 0.23 2006 0.38 0.51 28 34 52 20 0 5 0.18 0.22 2007 0.13 0.4 29 16 53 7 0 0.18 2008 0.18 0.42 26 17 57 10 0 6 0.23 0.21 2009 0.2 0.43 26 6 55 11 0 1 0.04 0.19
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:eee:finlet:v:1:y:2004:i:1:p:11-23 Asymmetric information, bank lending and implicit contracts: the winners curse (2004).
Cited: 35 times.

(2) RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34 Limited stock market participation and the equity premium (2004).
Cited: 19 times.

(3) RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225 Reported and secret interventions in the foreign exchange markets (2004).
Cited: 17 times.

(4) RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89 Maximizing the expected net future value as an alternative strategy to gamma discounting (2004).
Cited: 15 times.

(5) RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73 On more robust estimation of skewness and kurtosis (2004).
Cited: 11 times.

(6) RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194 The long-run equity risk premium (2005).
Cited: 9 times.

(7) RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233 The interaction between technical currency trading and exchange rate fluctuations (2006).
Cited: 7 times.

(8) RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14 tays as good as cay (2005).
Cited: 6 times.

(9) RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226 Solving models with external habit (2005).
Cited: 6 times.

(10) RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55 The effect of market conditions on capital structure adjustment (2004).
Cited: 6 times.

(11) RePEc:eee:finlet:v:5:y:2008:i:2:p:79-87 Option prices as probabilities (2008).
Cited: 4 times.

(12) RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88 Another look at the relationship between cross-market correlation and volatility (2005).
Cited: 4 times.

(13) RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162 Explosive bubbles in the cointegrated VAR model (2006).
Cited: 4 times.

(14) RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130 A note on sufficient conditions for no arbitrage (2005).
Cited: 4 times.

(15) RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203 Time-series predictability in the disaster model (2008).
Cited: 3 times.

(16) RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81 The navigation of an iceberg: The optimal use of hidden orders (2007).
Cited: 3 times.

(17) RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101 Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006).
Cited: 3 times.

(18) RePEc:eee:finlet:v:3:y:2006:i:1:p:40-48 Do insiders crowd out analysts? (2006).
Cited: 3 times.

(19) RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39 On the sequencing of projects, reputation building, and relationship finance (2006).
Cited: 3 times.

(20) RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153 On the consequences of state dependent preferences for the pricing of financial assets (2004).
Cited: 3 times.

(21) RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132 Modeling dynamic conditional correlations in WTI oil forward and futures returns (2006).
Cited: 3 times.

(22) RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243 Exchange rates and order flow in the long run (2006).
Cited: 3 times.

(23) RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22 tays as good as cay: Reply (2005).
Cited: 3 times.

(24) RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189 Institutional trading and stock returns (2004).
Cited: 2 times.

(25) RePEc:eee:finlet:v:7:y:2010:i:1:p:24-28 Martingalized historical approach for option pricing (2010).
Cited: 2 times.

(26) RePEc:eee:finlet:v:4:y:2007:i:3:p:146-154 The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders (2007).
Cited: 2 times.

(27) RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177 Myopic loss aversion and the equity premium puzzle reconsidered (2004).
Cited: 2 times.

(28) RePEc:eee:finlet:v:4:y:2007:i:3:p:137-145 Optimality of the RiskMetrics VaR model (2007).
Cited: 2 times.

(29) RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200 Hedging the smirk (2005).
Cited: 2 times.

(30) RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67 On measuring concentration in banking systems (2008).
Cited: 2 times.

(31) RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235 Optimal investment with fixed financing costs (2004).
Cited: 2 times.

(32) RePEc:eee:finlet:v:2:y:2005:i:4:p:260-269 The price-dividend relationship in inflationary and deflationary regimes (2005).
Cited: 2 times.

(33) RePEc:eee:finlet:v:4:y:2007:i:1:p:2-9 Pitfalls in static superhedging of barrier options (2007).
Cited: 2 times.

(34) RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95 Positivity constraints on the conditional variances in the family of conditional correlation GARCH models (2008).
Cited: 2 times.

(35) RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216 Why inexperienced investors do not learn: They do not know their past portfolio performance (2007).
Cited: 2 times.

(36) RePEc:eee:finlet:v:3:y:2006:i:1:p:49-56 Moments of the estimated Sharpe ratio when the observations are not IID (2006).
Cited: 1 times.

(37) RePEc:eee:finlet:v:3:y:2006:i:3:p:207-211 A note on a barrier exchange option: The worlds simplest option formula? (2006).
Cited: 1 times.

(38) RePEc:eee:finlet:v:2:y:2005:i:3:p:107-124 Industry momentum and common factors (2005).
Cited: 1 times.

(39) RePEc:eee:finlet:v:2:y:2005:i:4:p:227-233 Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis (2005).
Cited: 1 times.

(40) RePEc:eee:finlet:v:6:y:2009:i:1:p:47-53 Analysis of ultra-high-frequency financial data using advanced Fourier transforms (2009).
Cited: 1 times.

(41) RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289 Quadratic term structure models in discrete time (2006).
Cited: 1 times.

(42) RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76 Financial volatility forecasting with range-based autoregressive volatility model (2011).
Cited: 1 times.

(43) RePEc:eee:finlet:v:2:y:2005:i:3:p:165-172 A theory of loan syndication (2005).
Cited: 1 times.

(44) RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182 Option pricing in a Garch model with tempered stable innovations (2008).
Cited: 1 times.

(45) RePEc:eee:finlet:v:3:y:2006:i:3:p:194-206 Expanding the frontier one asset at a time (2006).
Cited: 1 times.

(46) RePEc:eee:finlet:v:7:y:2010:i:1:p:14-23 A simulation-based algorithm for American executive stock option valuation (2010).
Cited: 1 times.

(47) RePEc:eee:finlet:v:4:y:2007:i:2:p:116-126 An analytic approximation formula for pricing zero-coupon bonds (2007).
Cited: 1 times.

(48) RePEc:eee:finlet:v:5:y:2008:i:2:p:118-127 Robustness of the risk-return relationship in the U.S. stock market (2008).
Cited: 1 times.

(49) RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46 Time-inconsistency of VaR and time-consistent alternatives (2009).
Cited: 1 times.

(50) RePEc:eee:finlet:v:1:y:2004:i:4:p:236-240 Allen and Gale on risk-taking and competition in banking (2004).
Cited: 1 times.

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

Recent citations received in: 2009

(1) RePEc:sol:wpaper:09-032 Do small family businesses have a peculiar attitude toward growth? Evidence from French SMEs. (2009). Working Papers CEB

Recent citations received in: 2008

(1) RePEc:arx:papers:0806.0239 From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon (2008). Quantitative Finance Papers

(2) RePEc:awi:wpaper:0475 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model (2008). Working Papers

(3) RePEc:kap:apfinm:v:15:y:2008:i:2:p:97-115 Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon (2008). Asia-Pacific Financial Markets

(4) RePEc:nbr:nberwo:14386 Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2008). NBER Working Papers

(5) RePEc:uts:rpaper:229 On Honest Times in Financial Modeling (2008). Research Paper Series

(6) RePEc:wbk:wbrwps:4696 Bank competition and financial stability (2008). Policy Research Working Paper Series

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:han:dpaper:dp-352 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2006). Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover

(2) RePEc:wrk:warwec:769 The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis (2006). The Warwick Economics Research Paper Series (TWERPS)

(3) RePEc:yor:yorken:06/12 Equity Valuation Under Stochastic Interest Rates (2006). Discussion Papers

(4) RePEc:zbw:euvgra:20064 Multiple Priors And No-Transaction Region (2006). Working Paper Series

(5) RePEc:zbw:euvgra:20067 Allocative efficiency measurement revisited: Do we really need input prices? (2006). Working Paper Series

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.