Columbia - Center for Futures Markets

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 0.09 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.26 0 0 0 0.16 2000 0.36 0 0 0 0.17 2001 0.35 0 0 0 0.17 2002 0.4 0 0 0 0.19 2003 0.4 0 0 0 0.2 2004 0.44 0 0 0 0.22 2005 0.46 0 0 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:fth:colufu:t12 WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX. (1989).
Cited: 33 times.

(2) RePEc:fth:colufu:t2 USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING. (1989).
Cited: 17 times.

(3) RePEc:fth:colufu:t10 PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES. (1989).
Cited: 12 times.

(4) RePEc:fth:colufu:172 DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS. (1988).
Cited: 10 times.

(5) RePEc:fth:colufu:t7 VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS. (1989).
Cited: 7 times.

(6) RePEc:fth:colufu:177 LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS. (1988).
Cited: 5 times.

(7) RePEc:fth:colufu:t4 STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES. (1989).
Cited: 3 times.

(8) RePEc:fth:colufu:169 TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS. (1988).
Cited: 2 times.

(9) RePEc:fth:colufu:188 FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY. (1989).
Cited: 2 times.

(10) RePEc:fth:colufu:t6 MARGIN REQUIREMENTS AND STOCK VOLATILITY. (1989).
Cited: 2 times.

(11) RePEc:fth:colufu:t9 COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS. (1989).
Cited: 2 times.

(12) RePEc:fth:colufu:t8 COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS. (1989).
Cited: 2 times.

(13) RePEc:fth:colufu:t3 COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING. (1989).
Cited: 1 times.

(14) RePEc:fth:colufu:214 Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets (1991).
Cited: 1 times.

(15) RePEc:fth:colufu:t5 COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY. (1989).
Cited: 1 times.

(16) RePEc:fth:colufu:216 The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals. (1991).
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.