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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 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 (2011), 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
19910.10000.05
19920.090000.05
19930.10000.05
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.290000.15
20000.411000.15
20010.380100.18
20020.4111100.2
20030.440100.2
20040.460100.2
20050.460000.25
20060.4921000.22
20070.42144200.19
20080.43463316010.020.19
20090.20.423226012050.220.19
20100.230.3326246916020.080.16
20110.350.50491700.27
 
 
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
II: 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:rp0609 [Citation Analysis]
11

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

RePEc:chf:rpseri:rp0636 [Citation Analysis]
9
2008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing
RePEc:chf:rpseri:rp0802 [Citation Analysis]
9

RePEc:chf:rpseri:rp0722 [Citation Analysis]
9
2009Information Percolation with Equilibrium Search Dynamics
RePEc:chf:rpseri:rp0902 [Citation Analysis]
8
2008Evolutionary Finance
RePEc:chf:rpseri:rp0814 [Citation Analysis]
6
2010Money and Liquidity in Financial Markets
RePEc:chf:rpseri:rp1025 [Citation Analysis]
4

RePEc:chf:rpseri:rp0608 [Citation Analysis]
4

RePEc:chf:rpseri:rp0607 [Citation Analysis]
4
2009Health and (other) Asset Holdings
RePEc:chf:rpseri:rp0918 [Citation Analysis]
4
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
2010Why Ratings Matter: Evidence from Lehmans Index Rating Rule Change
RePEc:chf:rpseri:rp1030 [Citation Analysis]
3

RePEc:chf:rpseri:rp0940 [Citation Analysis]
3
2008Frailty Correlated Default
RePEc:chf:rpseri:rp0844 [Citation Analysis]
3
2009An Empirical Analysis of Alternative Portfolio Selection Criteria
RePEc:chf:rpseri:rp0906 [Citation Analysis]
3
2010The Price of Liquidity: Bank Characteristics and Market Conditions
RePEc:chf:rpseri:rp1020 [Citation Analysis]
3
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]
2

RePEc:chf:rpseri:0635 [Citation Analysis]
2
2010Is the Price Kernel Monotone?
RePEc:chf:rpseri:rp1003 [Citation Analysis]
2
2008A review of heuristic optimization methods in econometrics
RePEc:chf:rpseri:rp0812 [Citation Analysis]
2

RePEc:chf:rpseri:rp0932 [Citation Analysis]
2
2010Self-Fulfilling Risk Panics
RePEc:chf:rpseri:rp1032 [Citation Analysis]
2

RePEc:chf:rpseri:rp0941 [Citation Analysis]
2

RePEc:chf:rpseri:rp0928 [Citation Analysis]
2
2007Forecasting EREIT Returns
RePEc:chf:rpseri:rp0735 [Citation Analysis]
2

RePEc:chf:rpseri:rp0622 [Citation Analysis]
2
2008Constant-Quality House Price Indexes for Switzerland
RePEc:chf:rpseri:rp0810 [Citation Analysis]
2

RePEc:chf:rpseri:rp0630 [Citation Analysis]
2
2007Asset Pricing, Habit Memory, and the Labor Market
RePEc:chf:rpseri:rp0723 [Citation Analysis]
2
2010Three Solutions to the Pricing Kernel Puzzle
RePEc:chf:rpseri:rp1014 [Citation Analysis]
2
2008Distributed Optimisation of a Portfolios Omega
RePEc:chf:rpseri:rp0817 [Citation Analysis]
2

RePEc:chf:rpseri:rp0628 [Citation Analysis]
2
2010Information Percolation in Segmented Markets
RePEc:chf:rpseri:rp1009 [Citation Analysis]
2

RePEc:chf:rpseri:rp0637 [Citation Analysis]
1

RePEc:chf:rpseri:rp0933 [Citation Analysis]
1
0000Collateral Requirements and Asset Prices
RePEc:chf:rpseri:rp1110 [Citation Analysis]
1

RePEc:chf:rpseri:rp0626 [Citation Analysis]
1
2009Variance Covariance Orders and Median Preserving
RePEc:chf:rpseri:rp0913 [Citation Analysis]
1

RePEc:chf:rpseri:rp0721 [Citation Analysis]
1
2009Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry
RePEc:chf:rpseri:rp0904 [Citation Analysis]
1
2010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?
RePEc:chf:rpseri:rp1017 [Citation Analysis]
1
2008Ambiguity Aversion and the Term Structure of Interest Rates
RePEc:chf:rpseri:rp0819 [Citation Analysis]
1

repec:chf:rpseri:rp0625 [Citation Analysis]
1
2009Efficiency in Large Dynamic Panel Models with Common Factor
RePEc:chf:rpseri:rp0912 [Citation Analysis]
1

RePEc:chf:rpseri:rp0712 [Citation Analysis]
1
2010Bank Bailout Menus
RePEc:chf:rpseri:rp1024 [Citation Analysis]
1

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

Citing documents used to compute impact factor 17:
YearTitleSee
2011Information Percolation in Segmented Markets
RePEc:nbr:nberwo:17295
[Citation Analysis]
2011An Empirical Test of Pricing Kernel Monotonicity
RePEc:cdl:ucsdec:qt5572n8pc
[Citation Analysis]
2011Measure preserving derivatives and the pricing kernel puzzle
RePEc:eee:mateco:v:47:y:2011:i:6:p:689-697
[Citation Analysis]
2011Corporate governance and banks: what have we learned from the financial crisis?
RePEc:fip:fednsr:502
[Citation Analysis]
2011Board independence and competence
RePEc:eee:jfinin:v:20:y:2011:i:1:p:71-93
[Citation Analysis]
2011Innovation as a social bubble: The example of the Human Genome Project
RePEc:eee:respol:v:40:y:2011:i:10:p:1412-1425
[Citation Analysis]
2011Complementing Bagehot: Illiquidity and insolvency resolution
RePEc:cpr:ceprdp:8603
[Citation Analysis]
2011The price of liquidity: the effects of market conditions and bank characteristics
RePEc:ecb:ecbwps:20111376
[Citation Analysis]
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
RePEc:gla:glaewp:2011_22
[Citation Analysis]
2011The price of liquidity: The effects of market conditions and bank characteristics
RePEc:eee:jfinec:v:102:y:2011:i:2:p:344-362
[Citation Analysis]
2011Bargaining Power in the Repo Market
RePEc:snb:snbwpa:2011-14
[Citation Analysis]
2011Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs
RePEc:geo:guwopa:gueconwpa~11-11-01
[Citation Analysis]
2011How did increased competition affect credit ratings?
RePEc:eee:jfinec:v:101:y:2011:i:3:p:493-514
[Citation Analysis]
2011Regulatory pressure and fire sales in the corporate bond market
RePEc:eee:jfinec:v:101:y:2011:i:3:p:596-620
[Citation Analysis]
2011Capital Mobility and Asset Pricing
RePEc:nbr:nberwo:17296
[Citation Analysis]
2011Financial amplification of foreign exchange risk premia
RePEc:eee:eecrev:v:55:y:2011:i:3:p:354-370
[Citation Analysis]
2011Information Percolation in Segmented Markets
RePEc:nbr:nberwo:17295
[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]
2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
RePEc:nbr:nberwo:15307
[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]

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.

Hosted by Valencian Economic Research Institute ©2013 Jose Manuel Barrueco | mail: barrueco@uv.es