CitEc
[home]     [Citation data for:  series | authors | papers]      [Maintainers]      [Submit references]      [warning | faq | about]
  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

New York University, Leonard N. Stern School Finance Department Working Paper Seires / BibEc Project

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.

Create citation feed for this series

Missing citations? Add them with our user input service
Incorrect content? Let us know

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
19950.1715000.09
199610.23010811010.030.09
19970.130.2154242314050.090.09
19980.150.225636184130110.20.13
19990.450.29792861104912.2230.290.15
20000.320.414101135434.740.290.15
20010.520.3871069348081.140.18
20020.760.410211600.2
20031.710.44071200.2
20040.460000.2
20050.460000.25
20060.490000.22
20070.420000.19
20080.430000.19
20090.40000.19
20100.330000.16
20110.50000.27
 
 
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
1998The Effects of Bank Mergers and Acquisitions on Small Business Lending
RePEc:fth:nystfi:98-007 [Citation Analysis]		166
1997Economic News and the Yield Curve: Evidence from the U.S. Treasury Market
RePEc:fth:nystfi:98-005 [Citation Analysis]		83
1999The Distribution of Exchange Rate Volatility
RePEc:fth:nystfi:99-059 [Citation Analysis]		81
1996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
RePEc:fth:nystfi:96-34 [Citation Analysis]		54
1997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange
RePEc:fth:nystfi:98-004 [Citation Analysis]		54
1997Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks
RePEc:fth:nystfi:98-022 [Citation Analysis]		51
2000Empirical Pricing Kernels
RePEc:fth:nystfi:99-014 [Citation Analysis]		39
1999The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks
RePEc:fth:nystfi:99-064 [Citation Analysis]		39
1996Affine Models of Currency Pricing
RePEc:fth:nystfi:96-9 [Citation Analysis]		35
1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
RePEc:fth:nystfi:98-081 [Citation Analysis]		34
2000Stretching Firm and Brand Reputation.
RePEc:fth:nystfi:00-07 [Citation Analysis]		32
2001Financial Globalization and Real Regionalization.
RePEc:fth:nystfi:01-11 [Citation Analysis]		31
2001Fixed and Random Effects in Nonlinear Models.
RePEc:fth:nystfi:01-01 [Citation Analysis]		26
1997The Effects of Bank Mergers and Acquisitions on Small Business Lending
RePEc:fth:nystfi:97-1 [Citation Analysis]		24
1999When are Options Overpriced'DONE' The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel
RePEc:fth:nystfi:99-003 [Citation Analysis]		21
2001The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.
RePEc:fth:nystfi:01-07 [Citation Analysis]		19
2001Estimating Econometric Models with Fixed Effects.
RePEc:fth:nystfi:01-10 [Citation Analysis]		17
1998Hedge Funds and the Asian Currency Crisis of 1997
RePEc:fth:nystfi:98-014 [Citation Analysis]		17
1998Do Investors Care About Sentiment?
RePEc:fth:nystfi:98-028 [Citation Analysis]		16
1998The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes
RePEc:fth:nystfi:98-054 [Citation Analysis]		15
1999Unit Root Tests are Useful for Selecting Forecasting Models
RePEc:fth:nystfi:99-063 [Citation Analysis]		14
1999Portfolio Performance and Agency
RePEc:fth:nystfi:99-046 [Citation Analysis]		14
1999Semiparametric Pricing of Multivariate Contingent Claims
RePEc:fth:nystfi:99-028 [Citation Analysis]		13
1998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
RePEc:fth:nystfi:98-063 [Citation Analysis]		12
1999Viability and Equilibrium in Securities Markets with Frictions
RePEc:fth:nystfi:99-036 [Citation Analysis]		11
2001The Microsoft Antitrust Case.
RePEc:fth:nystfi:01-00 [Citation Analysis]		10
1999Trading Fast and Slow: Security Market Events in Real Time
RePEc:fth:nystfi:99-012 [Citation Analysis]		10
1998Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises
RePEc:fth:nystfi:98-038 [Citation Analysis]		10
2000The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves
RePEc:fth:nystfi:99-054 [Citation Analysis]		10
1998Testing the Volatility Term Structure using Option Hedging Criteria
RePEc:fth:nystfi:98-031 [Citation Analysis]		10
1998An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps
RePEc:fth:nystfi:98-068 [Citation Analysis]		9
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered
RePEc:fth:nystfi:98-013 [Citation Analysis]		9
1998How Relevant is Volatility Forecasting for Financial Risk Management'DONE'
RePEc:fth:nystfi:98-080 [Citation Analysis]		9
1999Implied Volatility Functions: A Reprise
RePEc:fth:nystfi:99-027 [Citation Analysis]		8
1998CEO Involvement in the Selection of New Board Members: An Empirical Analysis
RePEc:fth:nystfi:98-059 [Citation Analysis]		8
1996Managerial Entrenchment and Capital Structure Decisions
RePEc:fth:nystfi:96-14 [Citation Analysis]		7
1997Universal Banking: A Shareholder Value Perspective
RePEc:fth:nystfi:96-40 [Citation Analysis]		7
1999Regime Shifts and Bond Returns
RePEc:fth:nystfi:99-010 [Citation Analysis]		7
1999Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses
RePEc:fth:nystfi:99-083 [Citation Analysis]		6
1999On the Formation and Structure of International Exchanges
RePEc:fth:nystfi:99-057 [Citation Analysis]		6
1999Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
RePEc:fth:nystfi:99-077 [Citation Analysis]		6
1999(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation
RePEc:fth:nystfi:99-061 [Citation Analysis]		6
1999A Multifractal Model of Assets Returns
RePEc:fth:nystfi:99-072 [Citation Analysis]		5
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
RePEc:fth:nystfi:99-032 [Citation Analysis]		5
1998Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis
RePEc:fth:nystfi:98-078 [Citation Analysis]		5
2000Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt
RePEc:fth:nystfi:99-048 [Citation Analysis]		5
1995Shareholder Proposals and Corporate Governance
RePEc:fth:nystfi:98-046 [Citation Analysis]		5
1999Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
RePEc:fth:nystfi:99-060 [Citation Analysis]		5
2000Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability
RePEc:fth:nystfi:99-073 [Citation Analysis]		5
1999Continuous Time Equilibrium Pricing of Nonredundant Assets
RePEc:fth:nystfi:99-008 [Citation Analysis]		4

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

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