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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Swiss Finance Institute Research Paper Series / Swiss Finance Institute Research Paper Series Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.130000.05
19950.140000.09
19960.170000.09
19970.180000.09
19980.210000.14
19990.270000.16
20000.3711000.15
20010.350100.18
20020.3910100.19
20030.420100.21
20040.450100.21
20050.450000.26
20060.4820000.22
20070.41144200.19
20080.41462216010.020.19
20090.20.3723116012040.170.19
20100.140.2826126910020.080.16
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited

RePEc:chf:rpseri:rp0616 [Citation Analysis]		11

RePEc:chf:rpseri:rp0609 [Citation Analysis]		11

RePEc:chf:rpseri:rp0722 [Citation Analysis]		9
2008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing
RePEc:chf:rpseri:rp0802 [Citation Analysis]		6

RePEc:chf:rpseri:rp0636 [Citation Analysis]		6

RePEc:chf:rpseri:rp0607 [Citation Analysis]		4

RePEc:chf:rpseri:rp0608 [Citation Analysis]		4
2009Information Percolation with Equilibrium Search Dynamics
RePEc:chf:rpseri:rp0902 [Citation Analysis]		4
2008Frailty Correlated Default
RePEc:chf:rpseri:rp0844 [Citation Analysis]		3
2010Money and Liquidity in Financial Markets
RePEc:chf:rpseri:rp1025 [Citation Analysis]		3
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM
RePEc:chf:rpseri:rp0836 [Citation Analysis]		3
2008The executive turnover risk premium
RePEc:chf:rpseri:rp0811 [Citation Analysis]		3
2009An Empirical Analysis of Alternative Portfolio Selection Criteria
RePEc:chf:rpseri:rp0906 [Citation Analysis]		3

RePEc:chf:rpseri:rp0928 [Citation Analysis]		2

RePEc:chf:rpseri:rp0940 [Citation Analysis]		2
2008A review of heuristic optimization methods in econometrics
RePEc:chf:rpseri:rp0812 [Citation Analysis]		2
2010Three Solutions to the Pricing Kernel Puzzle
RePEc:chf:rpseri:rp1014 [Citation Analysis]		2

RePEc:chf:rpseri:rp0630 [Citation Analysis]		2
2007Forecasting EREIT Returns
RePEc:chf:rpseri:rp0735 [Citation Analysis]		2

RePEc:chf:rpseri:0635 [Citation Analysis]		2

RePEc:chf:rpseri:rp0628 [Citation Analysis]		2
2007Asset Pricing, Habit Memory, and the Labor Market
RePEc:chf:rpseri:rp0723 [Citation Analysis]		2
2010Is the Price Kernel Monotone?
RePEc:chf:rpseri:rp1003 [Citation Analysis]		2
2008Distributed Optimisation of a Portfolios Omega
RePEc:chf:rpseri:rp0817 [Citation Analysis]		2
2010The Price of Liquidity: Bank Characteristics and Market Conditions
RePEc:chf:rpseri:rp1020 [Citation Analysis]		2
2009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
RePEc:chf:rpseri:rp0803 [Citation Analysis]		2
2010Risk-taking Incentives, Governance,and Losses in the Financial Crisis
RePEc:chf:rpseri:rp1018 [Citation Analysis]		1

RePEc:chf:rpseri:rp0633 [Citation Analysis]		1

RePEc:chf:rpseri:rp0619 [Citation Analysis]		1

RePEc:chf:rpseri:rp0712 [Citation Analysis]		1

RePEc:chf:rpseri:rp0603 [Citation Analysis]		1
2009Efficiency in Large Dynamic Panel Models with Common Factor
RePEc:chf:rpseri:rp0912 [Citation Analysis]		1

RePEc:chf:rpseri:rp0934 [Citation Analysis]		1
2010Bank Bailout Menus
RePEc:chf:rpseri:rp1024 [Citation Analysis]		1

RePEc:chf:rpseri:rp0701 [Citation Analysis]		1
2010Information Percolation in Segmented Markets
RePEc:chf:rpseri:rp1009 [Citation Analysis]		1
2008False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
RePEc:chf:rpseri:rp0818 [Citation Analysis]		1

RePEc:chf:rpseri:rp0933 [Citation Analysis]		1
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
RePEc:chf:rpseri:rp1021 [Citation Analysis]		1

RePEc:chf:rpseri:rp0637 [Citation Analysis]		1
2008Implied Volatility at Expiration
RePEc:chf:rpseri:rp0804 [Citation Analysis]		1
2009Non-parametric counterfactual analysis in dynamic general equilibrium
RePEc:chf:rpseri:rp0905 [Citation Analysis]		1

RePEc:chf:rpseri:rp0626 [Citation Analysis]		1
2000Do fixed income securities also show asymmetric effects in conditional second moments?
RePEc:chf:rpseri:rp12 [Citation Analysis]		1

RePEc:chf:rpseri:rp0932 [Citation Analysis]		1

RePEc:chf:rpseri:rp0622 [Citation Analysis]		1

RePEc:chf:rpseri:rp0941 [Citation Analysis]		1
2010Self-Fulfilling Risk Panics
RePEc:chf:rpseri:rp1032 [Citation Analysis]		1

RePEc:chf:rpseri:rp0721 [Citation Analysis]		1
2008Evolutionary Finance
RePEc:chf:rpseri:rp0814 [Citation Analysis]		1

Citing documents used to compute impact factor 10:
YearTitleSee
2010Heuristic Strategies in Finance – An Overview
RePEc:com:wpaper:045		[Citation Analysis]
2010The testable implications of competitive equilibrium in economies with externalities
RePEc:spr:joecth:v:45:y:2010:i:1:p:349-378		[Citation Analysis]
2010Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators
RePEc:usg:dp2010:2010-09		[Citation Analysis]
2010Awards at work
RePEc:zur:iewwpx:411		[Citation Analysis]
2010CEO turnover in a competitive assignment framework
RePEc:pra:mprapa:22367		[Citation Analysis]
2010Asset Allocation under Hierarchical Clustering
RePEc:com:wpaper:036		[Citation Analysis]
2010From discrete to continuous time evolutionary finance models
RePEc:eee:dyncon:v:34:y:2010:i:5:p:913-931		[Citation Analysis]
2010Heuristic Strategies in Finance – An Overview
RePEc:com:wpaper:045		[Citation Analysis]
2010New and old market-based instruments for climate change policy
RePEc:spr:envpol:v:12:y:2010:i:1:p:1-30		[Citation Analysis]
2010Time-Varying Beta: A Boundedly Rational Equilibrium Approach
RePEc:uts:rpaper:275		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010The Price of Liquidity: Bank Characteristics and Market Conditions
RePEc:cpr:ceprdp:7794		[Citation Analysis]
2010Money and Liquidity in Financial Markets
RePEc:cpr:ceprdp:7905		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Optimal enough?
RePEc:com:wpaper:010		[Citation Analysis]
2009Robust regression with optimisation heuristics
RePEc:com:wpaper:011		[Citation Analysis]
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
RePEc:ecl:stabus:2023		[Citation Analysis]
2009Decentralized Trading with Private Information
RePEc:nbr:nberwo:15513		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude
RePEc:spr:inrvec:v:55:y:2008:i:4:p:315-350		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee

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.
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