Science & Finance (CFM) working paper archive

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 2 8 3 0 0.09 1997 0.25 0.18 7 61 4 1 0 4 0.57 0.09 1998 0.56 0.2 8 51 9 5 40 2 0.25 0.12 1999 0.13 0.26 6 15 15 2 0 2 0.33 0.16 2000 0.21 0.36 8 29 14 3 33.3 2 0.25 0.17 2001 0.35 5 5 14 0 0.17 2002 0.23 0.4 7 30 13 3 33.3 1 0.14 0.19 2003 0.17 0.4 5 1 12 2 100 0.2 2004 0.33 0.44 4 7 12 4 25 0.22 2005 0.11 0.46 6 7 9 1 0 0.27 2006 0.3 0.48 1 5 10 3 33.3 0.24 2007 0.57 0.4 0 7 4 0 0.2 2008 0.4 0 1 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:sfi:sfiwpa:500028 Herd behavior and aggregate fluctuations in financial markets (1997).
Cited: 29 times.

(2) RePEc:sfi:sfiwpa:500051 Noise dressing of financial correlation matrices (1998).
Cited: 21 times.

(3) RePEc:sfi:sfiwpa:500026 Wealth condensation in a simple model of economy (2000).
Cited: 19 times.

(4) RePEc:sfi:sfiwpa:500027 A Langevin approach to stock market fluctuations and crashes (1998).
Cited: 18 times.

(5) RePEc:sfi:sfiwpa:0203511 Statistical properties of stock order books: empirical results and models (2002).
Cited: 18 times.

(6) RePEc:sfi:sfiwpa:9705087 Scaling in stock market data: stable laws and beyond (1997).
Cited: 17 times.

(7) RePEc:sfi:sfiwpa:313238 An introduction to statistical finance (2002).
Cited: 9 times.

(8) RePEc:sfi:sfiwpa:500037 Financial markets as adaptative systems (1996).
Cited: 8 times.

(9) RePEc:sfi:sfiwpa:500063 Random walks, liquidity molasses and critical response in financial markets (2004).
Cited: 7 times.

(10) RePEc:sfi:sfiwpa:500042 Elements for a theory of financial risks (1998).
Cited: 7 times.

(11) RePEc:sfi:sfiwpa:500035 Financial modeling and option theory with the truncated Lévy process (1997).
Cited: 7 times.

(12) RePEc:sfi:sfiwpa:500048 Phenomenology of the interest rate curve (1997).
Cited: 6 times.

(13) RePEc:sfi:sfiwpa:500053 Random matrix theory and financial correlations (1999).
Cited: 6 times.

(14) RePEc:sfi:sfiwpa:500067 Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets (2006).
Cited: 5 times.

(15) RePEc:sfi:sfiwpa:500040 The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (1994).
Cited: 5 times.

(16) RePEc:sfi:sfiwpa:500045 Missing information and asset allocation (1997).
Cited: 4 times.

(17) RePEc:sfi:sfiwpa:500023 Power-laws in economics and finance: some ideas from physics (2000).
Cited: 4 times.

(18) RePEc:sfi:sfiwpa:500054 Rational decisions, random matrices and spin glasses (1998).
Cited: 4 times.

(19) RePEc:sfi:sfiwpa:500047 An empirical investigation of the forward interest rate term structure (1999).
Cited: 4 times.

(20) RePEc:sfi:sfiwpa:500052 Random matrix theory (1999).
Cited: 3 times.

(21) RePEc:sfi:sfiwpa:500065 Trend followers lose more often than they gain (2005).
Cited: 3 times.

(22) RePEc:sfi:sfiwpa:500038 Option pricing in the presence of extreme fluctuations (1997).
Cited: 2 times.

(23) RePEc:sfi:sfiwpa:500031 Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (2000).
Cited: 2 times.

(24) RePEc:sfi:sfiwpa:500060 Theory of collective opinion shifts: from smooth trends to abrupt swings (2005).
Cited: 2 times.

(25) RePEc:sfi:sfiwpa:500024 Microscopic models for long ranged volatility correlations (2001).
Cited: 2 times.

(26) RePEc:sfi:sfiwpa:29960 More stylized facts of financial markets: leverage effect and downside correlations (2001).
Cited: 2 times.

(27) RePEc:sfi:sfiwpa:500049 Strings Attached (1998).
Cited: 2 times.

(28) RePEc:sfi:sfiwpa:0204047 The skewed multifractal random walk with applications to option smiles (2002).
Cited: 2 times.

(29) RePEc:sfi:sfiwpa:9906347 Apparent multifractality in financial time series (1999).
Cited: 2 times.

(30) RePEc:sfi:sfiwpa:500039 Real-world options: smile and residual risk (1995).
Cited: 2 times.

(31) RePEc:sfi:sfiwpa:500033 Hedging large risks reduces the transaction costs (2000).
Cited: 2 times.

(32) RePEc:sfi:sfiwpa:0101120 The leverage effect in financial markets: retarded volatility and market panic (2001).
Cited: 1 times.

(33) RePEc:sfi:sfiwpa:500025 Population dynamics in a random environment (2000).
Cited: 1 times.

(34) RePEc:sfi:sfiwpa:500058 Financial Applications of Random Matrix Theory: Old Laces and New Pieces (2005).
Cited: 1 times.

(35) RePEc:sfi:sfiwpa:500066 Large dimension forecasting models and random singular value spectra (2005).
Cited: 1 times.

(36) RePEc:sfi:sfiwpa:500022 Bubbles, crashes and intermittency in agent based market models (2002).
Cited: 1 times.

(37) RePEc:sfi:sfiwpa:500034 Path dependent option pricing: the path integral partial averaging method (2000).
Cited: 1 times.

(38) RePEc:sfi:sfiwpa:500020 Self-referential behaviour, overreaction and conventions in financial markets (2003).
Cited: 1 times.

(39) RePEc:sfi:sfiwpa:9804111 Are financial crashes predictable? (1998).
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.