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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.45 0.18 19 277 40 18 0 1 0.05 0.08 1997 0.79 0.21 19 241 39 31 0 5 0.26 0.08 1998 0.32 0.22 17 116 38 12 0 2 0.12 0.1 1999 0.44 0.28 20 265 36 16 0 4 0.2 0.13 2000 0.41 0.37 23 353 37 15 0 14 0.61 0.16 2001 0.72 0.37 22 244 43 31 0 16 0.73 0.16 2002 0.98 0.41 24 293 45 44 0 6 0.25 0.19 2003 0.8 0.42 26 128 46 37 0 1 0.04 0.2 2004 1.1 0.47 39 167 50 55 0 15 0.38 0.21 2005 0.6 0.5 81 361 65 39 0 24 0.3 0.23 2006 0.68 0.51 107 328 120 82 0 38 0.36 0.22 2007 0.49 0.4 0 188 93 0 0.18 2008 0.53 0.42 0 107 57 0 0.21 2009 0.43 0 0 0 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:ucp:jnlbus:v:59:y:1986:i:3:p:383-403 Economic Forces and the Stock Market. (1986).
Cited: 300 times.

(2) RePEc:ucp:jnlbus:v:68:y:1995:i:3:p:351-81 Relationship Lending and Lines of Credit in Small Firm Finance. (1995).
Cited: 298 times.

(3) RePEc:ucp:jnlbus:v:36:y:1963:p:394 The Variation of Certain Speculative Prices (1963).
Cited: 249 times.

(4) RePEc:ucp:jnlbus:v:60:y:1987:i:4:p:473-89 Parsimonious Modeling of Yield Curves. (1987).
Cited: 177 times.

(5) RePEc:ucp:jnlbus:v:34:y:1961:p:411 Dividend Policy, Growth, and the Valuation of Shares (1961).
Cited: 143 times.

(6) RePEc:ucp:jnlbus:v:59:y:1986:i:4:p:s251-78 Rational Choice and the Framing of Decisions. (1986).
Cited: 135 times.

(7) RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:197-216 The Hubris Hypothesis of Corporate Takeovers. (1986).
Cited: 135 times.

(8) RePEc:ucp:jnlbus:v:51:y:1978:i:4:p:621-51 Prices of State-contingent Claims Implicit in Option Prices. (1978).
Cited: 121 times.

(9) RePEc:ucp:jnlbus:v:58:y:1985:i:2:p:135-57 Evaluating Natural Resource Investments. (1985).
Cited: 113 times.

(10) RePEc:ucp:jnlbus:v:39:y:1965:p:119 Mutual Fund Performance (1965).
Cited: 113 times.

(11) RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s125-40 The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One. (1990).
Cited: 106 times.

(12) RePEc:ucp:jnlbus:v:72:y:1999:i:3:p:285-318 The Government as Venture Capitalist: The Long-Run Impact of the SBIR Program. (1999).
Cited: 101 times.

(13) RePEc:ucp:jnlbus:v:45:y:1972:i:3:p:444-55 Capital Market Equilibrium with Restricted Borrowing. (1972).
Cited: 98 times.

(14) RePEc:ucp:jnlbus:v:63:y:1990:i:3:p:331-45 The Exchange-Rate Exposure of U.S. Multinationals. (1990).
Cited: 91 times.

(15) RePEc:ucp:jnlbus:v:59:y:1986:i:3:p:405-31 Salaries and Piece Rates. (1986).
Cited: 86 times.

(16) RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:61-65 The Extreme Value Method for Estimating the Variance of the Rate of Return. (1980).
Cited: 84 times.

(17) RePEc:ucp:jnlbus:v:59:y:1986:i:4:p:s285-300 Fairness and the Assumptions of Economics. (1986).
Cited: 84 times.

(18) RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:513-33 On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills. (1981).
Cited: 81 times.

(19) RePEc:ucp:jnlbus:v:73:y:2000:i:3:p:287-329 Managerial Decisions and Long-Term Stock Price Performance. (2000).
Cited: 78 times.

(20) RePEc:ucp:jnlbus:v:70:y:1997:i:2:p:249-79 Business Cycles for G7 and European Countries. (1997).
Cited: 76 times.

(21) RePEc:ucp:jnlbus:v:74:y:2001:i:1:p:101-24 Forecasting Bankruptcy More Accurately: A Simple Hazard Model. (2001).
Cited: 75 times.

(22) RePEc:ucp:jnlbus:v:75:y:2002:i:2:p:305-332 The Fine Structure of Asset Returns: An Empirical Investigation (2002).
Cited: 70 times.

(23) RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:369-91 Scoring the Leading Indicators. (1989).
Cited: 69 times.

(24) RePEc:ucp:jnlbus:v:51:y:1978:i:3:p:413-38 Deposit Insurance and Bank Regulation: A Partial-Equilibrium Exposition. (1978).
Cited: 68 times.

(25) RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:393-416 Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings. (1989).
Cited: 67 times.

(26) RePEc:ucp:jnlbus:v:54:y:1981:i:3:p:435-51 The Speculative Efficiency Hypothesis. (1981).
Cited: 65 times.

(27) RePEc:ucp:jnlbus:v:64:y:1991:i:1:p:1-19 The Survival of Noise Traders in Financial Markets. (1991).
Cited: 63 times.

(28) RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:311-37 Nonlinear Dynamics and Stock Returns. (1989).
Cited: 63 times.

(29) RePEc:ucp:jnlbus:v:72:y:1999:i:1:p:1-33 Earnings Management to Exceed Thresholds. (1999).
Cited: 61 times.

(30) RePEc:ucp:jnlbus:v:56:y:1983:i:4:p:419-52 Measuring the Average Marginal Tax Rate from the Individual Income Tax. (1983).
Cited: 60 times.

(31) RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:39-70 Market Integration and Contagion (2005).
Cited: 60 times.

(32) RePEc:ucp:jnlbus:v:61:y:1988:i:4:p:427-49 Competitive Promotional Strategies. (1988).
Cited: 60 times.

(33) RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:67-78 On the Estimation of Security Price Volatilities from Historical Data. (1980).
Cited: 53 times.

(34) RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:253-67 Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. (1982).
Cited: 52 times.

(35) RePEc:ucp:jnlbus:v:68:y:1995:i:3:p:309-49 Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? (1995).
Cited: 50 times.

(36) RePEc:ucp:jnlbus:v:58:y:1985:i:3:p:259-78 International Portfolio Diversification with Estimation Risk. (1985).
Cited: 49 times.

(37) RePEc:ucp:jnlbus:v:78:y:2005:i:6:p:2203-2228 The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications (2005).
Cited: 49 times.

(38) RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:27-44 A Theory of Self-enforcing Agreements. (1980).
Cited: 49 times.

(39) RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:579-96 Day of the Week Effects and Asset Returns. (1981).
Cited: 48 times.

(40) RePEc:ucp:jnlbus:v:54:y:1981:i:3:p:363-406 On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts. (1981).
Cited: 47 times.

(41) RePEc:ucp:jnlbus:v:69:y:1996:i:3:p:383-408 The Asymptotic Distribution of Extreme Stock Market Returns. (1996).
Cited: 47 times.

(42) RePEc:ucp:jnlbus:v:74:y:2001:i:4:p:483-512 An EBIT-Based Model of Dynamic Capital Structure. (2001).
Cited: 46 times.

(43) RePEc:ucp:jnlbus:v:47:y:1974:i:3:p:410-28 Special Information and Insider Trading. (1974).
Cited: 46 times.

(44) RePEc:ucp:jnlbus:v:44:y:1971:i:1:p:19-31 Measuring the Term Structure of Interest Rates. (1971).
Cited: 46 times.

(45) RePEc:ucp:jnlbus:v:58:y:1985:i:1:p:49-67 Stock Prices and Economic News. (1985).
Cited: 46 times.

(46) RePEc:ucp:jnlbus:v:69:y:1996:i:3:p:279-312 The Determinants of Corporate Debt Maturity Structure. (1996).
Cited: 45 times.

(47) RePEc:ucp:jnlbus:v:64:y:1991:i:2:p:165-87 Why Investors Value Multinationality. (1991).
Cited: 45 times.

(48) RePEc:ucp:jnlbus:v:69:y:1996:i:2:p:133-57 The Persistence of Risk-Adjusted Mutual Fund Performance. (1996).
Cited: 44 times.

(49) RePEc:ucp:jnlbus:v:67:y:1994:i:4:p:539-61 How Good Are Standard Debt Contracts? Stochastic versus Nonstochastic Monitoring in a Costly State Verification Environment. (1994).
Cited: 44 times.

(50) RePEc:ucp:jnlbus:v:67:y:1994:i:3:p:345-70 Retail Pricing and Advertising Strategies. (1994).
Cited: 44 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

(1) RePEc:bbk:bbkefp:0606 Pricing Multiple Interruptible-Swing Contracts (2006). Birkbeck Working Papers in Economics and Finance

(2) RePEc:bfr:banfra:159 Stock exchanges industry consolidation and shock transmission. (2006). Working papers

(3) RePEc:bla:jfinan:v:61:y:2006:i:5:p:2395-2414 Automation versus Intermediation: Evidence from Treasuries Going Off the Run (2006). Journal of Finance

(4) RePEc:cen:wpaper:06-26 Efficiency Implications of Corporate Diversification: Evidence from Micro Data (2006). Working Papers

(5) RePEc:cor:louvco:2006110 Does the open limit order book matter in explaining long run volatility ? (2006). CORE Discussion Papers

(6) RePEc:cpr:ceprdp:5461 The Role of Advertising in Commercial Banking (2006). CEPR Discussion Papers

(7) RePEc:cpr:ceprdp:5527 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (2006). CEPR Discussion Papers

(8) RePEc:cpr:ceprdp:5598 Asymmetric Information in the Stock Market: Economic News and Co-movement (2006). CEPR Discussion Papers

(9) RePEc:cpr:ceprdp:5604 Marketwide Private Information in Stocks: Forecasting Currency Returns (2006). CEPR Discussion Papers

(10) RePEc:cty:dpaper:0607 Merger Clusters during Economic Booms (2006). City University Economics Discussion Papers

(11) RePEc:dgr:kubcen:2006103 Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly (2006). Discussion Paper

(12) RePEc:dgr:kubcen:2006118 The Performance of the European Market for Corporate Control: Evidence from the 5th Takeover Wave (2006). Discussion Paper

(13) RePEc:dgr:vuarem:2006-6 Euro-Area Sovereign Yield Dynamics: the role of order imbalance (2006). Serie Research Memoranda

(14) RePEc:ecl:ohidic:2006-21 The Economics of Conflicts of Interest in Financial Institutions (2006). Working Paper Series

(15) RePEc:ecl:upafin:06-4 The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy? (2006). Working Papers

(16) RePEc:fip:fedawp:2006-18 Home country versus cross-border negative externalities in large banking organization failures and how to avoid them (2006). Working Paper

(17) RePEc:fip:fedkcc:y:2006:i:jul:p:55-85 Does Small Business Administration guaranteed lending improve economic performance in low–income areas? (2006). Proceedings – Community Affairs Dept. Conferences

(18) RePEc:han:dpaper:dp-331 Local Information in Foreign Exchange Markets (2006). Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover

(19) RePEc:iis:dispap:iiisdp132 Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area (2006). The Institute for International Integration Studies Discussion Paper Series

(20) RePEc:iis:dispap:iiisdp139 The Euro and Financial Integration (2006). The Institute for International Integration Studies Discussion Paper Series

(21) RePEc:iwh:dispap:16-06 Excess Volatility in European Equity Style Indices - New Evidence (2006). IWH Discussion Papers

(22) RePEc:jae:japmet:v:21:y:2006:i:8:p:1169-1198 Is there a risk-return trade-off? Evidence from high-frequency data (2006). Journal of Applied Econometrics

(23) RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178 The modified mixture of distributions model: a revisit (2006). Annals of Finance

(24) RePEc:kap:annfin:v:2:y:2006:i:2:p:179-205 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (2006). Annals of Finance

(25) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398 Provincial preferences in private equity (2006). Financial Markets and Portfolio Management

(26) RePEc:kap:sbusec:v:26:y:2006:i:4:p:337-350 Venture Capitalists, Syndication and Governance in Initial Public Offerings (2006). Small Business Economics

(27) RePEc:lmu:muenec:963 Two-Sided Markets with Pecuniary and Participation Externalities (2006). Discussion Papers in Economics

(28) RePEc:mea:meawpa:06110 The EMU and German Cross-Border Portfolio Flows (2006). MEA discussion paper series

(29) RePEc:ner:leuven:urn:hdl:123456789/230209 Non-financial stakeholder relationship costs as determinant of capital structure: Empirical evidence from first-time business start-ups. (2006). Open Access publications from Katholieke Universiteit Leuven

(30) RePEc:pra:mprapa:5245 A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices (2006). MPRA Paper

(31) RePEc:rdg:icmadp:icma-dp2006-08 Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices (2006).

(32) RePEc:rdg:icmadp:icma-dp2006-12 Optimal Hedging with Higher Moments (2006).

(33) RePEc:trf:wpaper:133 Two-Sided Markets with Pecuniary and Participation Externalities (2006). Discussion Papers

(34) RePEc:wsu:wpaper:tgsmith-3 Why are Americans Addicted to Baseball? An Empirical Analysis of Fandom in Korea and the U.S. (2006). Working Papers

(35) RePEc:wzb:wzebiv:spii2006-17 Merger Clusters during Economic Booms (2006). CIG Working Papers

(36) RePEc:xrs:meawpa:06110 The EMU and German Cross-Border Portfolio Flows (2006). MEA discussion paper series

(37) RePEc:zbw:bubdp1:4238 The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread (2006). Discussion Paper Series 1: Economic Studies

(38) RePEc:zbw:sfb475:200651 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps (2006). Technical Reports

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