Most cited documents in this series:

Year	Title	Cited
2004	A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales RePEc:sbs:wpsefe:2004fe21 [Citation Analysis]	31
2001	Ownership and Control of German Corporations RePEc:sbs:wpsefe:2001fe11 [Citation Analysis]	20
2003	Equilibrium Analysis, Banking and Financial Instability RePEc:sbs:wpsefe:2003fe08 [Citation Analysis]	20
2004	A Model to Analyse Financial Fragility: Applications RePEc:sbs:wpsefe:2004fe05 [Citation Analysis]	18
2003	A Model to Analyse Financial Fragility RePEc:sbs:wpsefe:2003fe13 [Citation Analysis]	15
2008	Copula-Based Models for Financial Time Series RePEc:sbs:wpsefe:2008fe21 [Citation Analysis]	14
2004	Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise RePEc:sbs:wpsefe:2004fe20 [Citation Analysis]	13
1999	Finance, Investment and Growth RePEc:sbs:wpsefe:1999fe09 [Citation Analysis]	12
1999	How Do Financial Systems Affect Economic Performance? RePEc:sbs:wpsefe:1999fe08 [Citation Analysis]	11
2006	Evaluation of macroeconomic models for financial stability analysis RePEc:sbs:wpsefe:2006fe01 [Citation Analysis]	11
2007	A Note on the Central Limit Theorem for Bipower Variation of General Functions RePEc:sbs:wpsefe:2007fe03 [Citation Analysis]	11
2000	Credit Derivatives, Disintermediation and Investment Decisions RePEc:sbs:wpsefe:2001fe01 [Citation Analysis]	11
2004	Likelihood-based estimation of latent generalised ARCH structures RePEc:sbs:wpsefe:2004fe02 [Citation Analysis]	10
2008	Evaluating Volatility and Correlation Forecasts RePEc:sbs:wpsefe:2008fe22 [Citation Analysis]	10
2008	Returns to Shareholder Activism RePEc:sbs:wpsefe:2008fe07 [Citation Analysis]	9
2002	IPO Pricing in the Dot-com Bubble RePEc:sbs:wpsefe:2002fe07 [Citation Analysis]	8
2005	Estimating quadratic variation when quoted prices jump by a constant increment RePEc:sbs:wpsefe:2005fe05 [Citation Analysis]	8
2006	Searching for a Metric for Financial Stability RePEc:sbs:wpsefe:2006fe09 [Citation Analysis]	7
2003	Ownership: Evolution and Regulation RePEc:sbs:wpsefe:2003fe14 [Citation Analysis]	7
2008	Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading RePEc:sbs:wpsefe:2008fe29 [Citation Analysis]	7
2005	Why are Securitization Issues Tranched? RePEc:sbs:wpsefe:2005fe04 [Citation Analysis]	6
2006	Subsampling realised kernels RePEc:sbs:wpsefe:2006fe06 [Citation Analysis]	6
2004	A Time Series Analysis of Financial Fragility in the UK Banking System RePEc:sbs:wpsefe:2004fe18 [Citation Analysis]	6
2004	A Risk Assessment Model for Banks RePEc:sbs:wpsefe:2004fe11 [Citation Analysis]	6
2008	Leverage and Pricing in Buyouts: An Empirical Analysis RePEc:sbs:wpsefe:2008fe20 [Citation Analysis]	6
2003	Equilibrium Analysis, Banking, Contagion and Financial Fragility RePEc:sbs:wpsefe:2003fe03 [Citation Analysis]	5
2004	The Demise of Investment-Banking Partnerships: Theory and Evidence. RePEc:sbs:wpsefe:2004fe14 [Citation Analysis]	5
2002	Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models RePEc:sbs:wpsefe:2002mf05 [Citation Analysis]	5
2003	Spending Less Time with the Family: The Decline of Family Ownership in the UK RePEc:sbs:wpsefe:2003fe15 [Citation Analysis]	5
2006	Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise RePEc:sbs:wpsefe:2006fe05 [Citation Analysis]	5
2004	Financial Liberalisation and Capital Regulation in Open Economies RePEc:sbs:wpsefe:2004fe10 [Citation Analysis]	4
2003	Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects RePEc:sbs:wpsefe:2003fe11 [Citation Analysis]	4
2003	Partnership Firms, Reputation and Human Capital RePEc:sbs:wpsefe:2003fe02 [Citation Analysis]	4
2003	Procyclicality and the new Basel Accord - Banks choice of loan rating system RePEc:sbs:wpsefe:2003fe06 [Citation Analysis]	4
2002	Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing RePEc:sbs:wpsefe:2002mf04 [Citation Analysis]	4
2001	A Theory of the Syndicate: Form Follows Function RePEc:sbs:wpsefe:2001fe05 [Citation Analysis]	4
2005	Commitment to Overinvest and Price Informativeness RePEc:sbs:wpsefe:2005fe18 [Citation Analysis]	3
2008	Board structures around the world: An experimental investigation RePEc:sbs:wpsefe:2008fe15 [Citation Analysis]	3
2001	Business Groups and Risk Sharing around the World RePEc:sbs:wpsefe:2001fe02 [Citation Analysis]	3
2008	An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models RePEc:sbs:wpsefe:2008fe25 [Citation Analysis]	3
2000	Non-Gaussian OU based models and some of their uses in financial economics RePEc:sbs:wpsefe:2000mf01 [Citation Analysis]	2
2001	Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK RePEc:sbs:wpsefe:2001fe15 [Citation Analysis]	2
1999	IPO Underpricing, Wealth Losses and the Curious Role of Venture Capitalists in the Creation of Public Companies RePEc:sbs:wpsefe:1999fe04 [Citation Analysis]	2
2004	Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It? RePEc:sbs:wpsefe:2004fe08 [Citation Analysis]	2
1999	Optimal Hedging of Options with Small but Arbitrary Transaction Cost Structure RePEc:sbs:wpsefe:1999mf09 [Citation Analysis]	2
2007	Analysis of Financial Stability RePEc:sbs:wpsefe:2007fe04 [Citation Analysis]	2
1999	Who Disciplines Management in Poorly Performing Companies? RePEc:sbs:wpsefe:1999fe01 [Citation Analysis]	2
2000	Has the introduction of bookbuilding increased the efficiency of international IPOs? RePEc:sbs:wpsefe:2000fe04 [Citation Analysis]	2
2004	Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange RePEc:sbs:wpsefe:2004fe19 [Citation Analysis]	2
2002	Evidence of Information Spillovers in the Production of Investment Banking Services RePEc:sbs:wpsefe:2002fe06 [Citation Analysis]	2

Citing documents used to compute impact factor 8:

Year	Title	See
2010	Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection RePEc:arx:papers:1004.4956	[Citation Analysis]
2010	On dividend restrictions and the collapse of the interbank market RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473	[Citation Analysis]
2010	Graded Children – Evidence of Longrun Consequences of School Grades from a Nationwide Reform RePEc:hhs:iuiwop:0839	[Citation Analysis]
2010	Issuer Quality and Corporate Bond Returns RePEc:hbs:wpaper:11-065	[Citation Analysis]
2010	Ownership Efficiency and Tax Advantages: The Case of Private Equity Buyouts RePEc:hhs:iuiwop:0841	[Citation Analysis]
2010	What drives leverage in leveraged buyouts? An analysis of European LBOS capital structure RePEc:vlg:vlgwps:2009-31	[Citation Analysis]
2010	Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns RePEc:aah:create:2010-35	[Citation Analysis]
2010	Ranking multivariate GARCH models by problem dimension RePEc:dgr:eureir:1765019447	[Citation Analysis]

Cites in year: CiY