Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Swiss Finance Institute Research Paper Series / Swiss Finance Institute

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.391101000.16
20010.37100100.17
20020.381201100.18
20030.4210.50100.19
20040.43200100.19
20050.45200000.24
20060.462402000.2
20070.39141808200.17
20080.41466440.065716010.020.18
20090.220.372387190.22346013060.260.18
20100.280.3326113220.193269195.320.080.16
20110.390.45113420.370491900.23
20120.310.46113340.3026800.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:

YearTitleCited
14
2009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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12
11
2008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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11
11
10
9
2009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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8
The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811.

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6
6
2008Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; Serrano, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839.

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6
6
2008Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

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6
2010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; OSTBERG, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

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6
2008Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

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5
0000On the Timing and Pricing of Dividends. (0000). koijen, ralph ; van Binsbergen, Jules H. ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

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5
5
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices. (2010). Schmedders, Karl ; Kubler, Felix. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1021.

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4
4
2010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

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4
2009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Chernozhukov, Victor ; Gagliardini, Patrick . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

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4
2008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

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4
4
2010Why Ratings Matter: Evidence from Lehmans Index Rating Rule Change. (2010). Schuerhoff, Norman ; Lookman, Aziz A. ; Chen, Zhihua ; Schurhoff, Norman ; SEPPI, Duane J.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1030.

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3
3
2007Why Firms Purchase Property Insurance?. (2007). Ehling, Paul ; Aunon-Nerin, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716.

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3
2008Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810.

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3
0000Collateral Requirements and Asset Prices. (0000). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1110.

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3
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; FRANZONI, FRANCESCO . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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3
2009An Empirical Analysis of Alternative Portfolio Selection Criteria. (2009). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0906.

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3
2007Asset Pricing, Habit Memory, and the Labor Market. (2007). Jaccard, Ivan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0723.

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3
2008Frailty Correlated Default. (2008). Duffie, Darrell ; ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844.

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3
2008Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820.

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3
2010The value of the liability insurance for Credit Suisse and UBS. (2010). Tille, Cedric ; Bacchetta, Philippe ; JUTTNER, Matthias P. ; HAEFELI, Mario ; van Wincoop, Eric . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1032.

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3
2
2
2007Forecasting EREIT Returns. (2007). Hoesli, Martin ; Serrano, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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2
2010Three Solutions to the Pricing Kernel Puzzle. (2010). REICHLIN, Christian ; Hens, Thorsten . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1014.

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2
2008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

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2
2010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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2
2
2010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Chesney, Marc ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

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2
2010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Fahlenbrach, Ruediger ; Low, Angie ; Stulz, Rene M.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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2
2009A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, Li. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914.

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2
2010Is the Price Kernel Monotone?. (2010). BARONE-ADESI, Giovanni ; Hakim DALL'O, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1003.

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2
2
2
2010Bubbles Everywhere in Human Affairs. (2010). Sornette, Didier ; GISLER, Monika . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1016.

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1
2009Variance Covariance Orders and Median Preserving. (2009). Trojani, Fabio ; Malamud, Semyon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0913.

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1
2008False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas. (2008). Scaillet, Olivier ; BARRAS, Laurent ; Wermers, Russ . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0818.

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1

Citing documents used to compute impact factor 8:

YearTitleSee
2012Transact taxes in a price maker/taker market. (2012). Rosenthal, Dale ; Rosenthal, Dale W. R., ; Thomas, Nordia Diana Marie, . In: MPRA Paper. RePEc:pra:mprapa:40556.

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[Citation Analysis]
2012How (not) to pay non-executive directors. (2012). Dilger, Alexander. In: Discussion Papers of the Institute for Organisational Economics. RePEc:zbw:umiodp:92012.

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[Citation Analysis]
2012Asymmetric learning from financial information. (2012). Kuhnen, Camelia. In: MPRA Paper. RePEc:pra:mprapa:39412.

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[Citation Analysis]
2012Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp707.

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[Citation Analysis]
2012The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). . In: Working Paper Series in Economics. RePEc:zbw:kitwps:45.

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[Citation Analysis]
2012Speculation and Risk Sharing with New Financial Assets. (2012). Simsek, Alp . In: 2012 Meeting Papers. RePEc:red:sed012:71.

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[Citation Analysis]
2012Trading Volume in General Equilibrium with Complete Markets. (2012). Aldrich, Eric. In: 2012 Meeting Papers. RePEc:red:sed012:36.

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[Citation Analysis]
2012Sudden Spikes in Global Risk. (2012). van Wincoop, Eric ; Bacchetta, Philippe. In: Working Papers. RePEc:hkm:wpaper:062012.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7794.

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[Citation Analysis]
2010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; stberg, Per . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7905.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Life-Cycle Finance and the Design of Pension Plans. (2009). Rindisbacher, Marcel ; Bodie, Zvi ; Jérôme Detemple, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:249-286.

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[Citation Analysis]
2009Optimal enough?. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:010.

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[Citation Analysis]
2009Robust regression with optimisation heuristics. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:011.

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[Citation Analysis]
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Research Papers. RePEc:ecl:stabus:2023.

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[Citation Analysis]
2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets. (2009). Yogo, Motohiro. In: NBER Working Papers. RePEc:nbr:nberwo:15307.

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[Citation Analysis]
2009Decentralized Trading with Private Information. (2009). Tsyvinski, Aleh ; Lorenzoni, Guido ; Golosov, Mikhail. In: NBER Working Papers. RePEc:nbr:nberwo:15513.

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[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.