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

Working Papers / University of Pennsylvania, Wharton School, Weiss Center

[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
20000.394420.529000.16
20011.250.374870.8818452010.250.17
20020.630.381980.8914850330.18
20030.80.431290.75105400.19
20040.50.43416100.6384200.19
20050.710.45521221.0529752040.80.24
20060.670.46425200.8179616.7410.2
20070.330.39328110.393093020.670.17
20081.290.41533290.882079040.80.18
20091.50.37235200.57381200.18
201010.332358240.415877050.220.16
20110.840.4558290.50252100.23
20120.780.4658250.430231800.24
 
 
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
2010Financial Connections and Systemic Risk. (2010). Allen, Franklin ; Babus, Ana ; Carletti, Elena . In: Working Papers. RePEc:ecl:upafin:10-20.

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26
2008Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Stromberg, Per ; Jenkinson, Tim ; Axelson, Ulf . In: Working Papers. RePEc:ecl:upafin:08-1.

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16
2006The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Carrieri, Francesca ; Errunza, Vihang . In: Working Papers. RePEc:ecl:upafin:06-4.

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15
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G.. In: Working Papers. RePEc:ecl:upafin:02-1.

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14
2007Do Foreigners Invest Less in Poorly Governed Firms?. (2007). Leuz, Christian ; Warnock, Francis E. ; Lins, Karl V.. In: Working Papers. RePEc:ecl:upafin:07-2.

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14
2005Cost of Capital and Cash Flow Effects of U.S. Cross Listings. (2005). Leuz, Christian ; Hail, Luzi . In: Working Papers. RePEc:ecl:upafin:05-2.

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13
2005International Stock Return Comovements. (2005). Hodrick, Robert ; Bekaert, Geert ; Zhang, Xiaoyan . In: Working Papers. RePEc:ecl:upafin:06-3.

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12
2000Using Asset Prices to Measure the Cost of Business Cycles. (2000). Jermann, Urban ; Alvarez, Fernando. In: Working Papers. RePEc:ecl:upafin:00-1.

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11
2001The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir . In: Working Papers. RePEc:ecl:upafin:01-1.

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10
2000Pass-through and Exposure. (2000). Bodnar, Gordon ; Dumas, Bernard ; Marston, Richard C.. In: Working Papers. RePEc:ecl:upafin:00-4.

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10
2007The Corporate Governance Role of the Media: Evidence from Russia. (2007). Zingales, Luigi ; Volchkova, Natalya ; Dyck, Alexander . In: Working Papers. RePEc:ecl:upafin:07-1.

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9
2007Law and the Market: The Impact of Enforcement. (2007). Coffee, John C.. In: Working Papers. RePEc:ecl:upafin:07-3.

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8
2003Cross-Border Valuation: The International Cost of Equity Capital. (2003). Bodnar, Gordon ; Dumas, Bernard ; Marston, Richard. In: Working Papers. RePEc:ecl:upafin:03-3.

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7
2010Transmission of Bank Liquidity Shocks in Loan and Deposit Markets: The Role of Interbank Borrowing and Market Monitoring. (2010). Kowalewski, Oskar ; Hryckiewicz, Aneta ; Allen, Franklin ; Tumer-Alkan, Gunseli . In: Working Papers. RePEc:ecl:upafin:10-28.

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7
2010Living Wills as a Catalyst for Action. (2010). Schoenmaker, Dirk ; Avgouleas, Emilios ; Goodhart, Charles . In: Working Papers. RePEc:ecl:upafin:10-09.

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6
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre. In: Working Papers. RePEc:ecl:upafin:00-2.

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6
2004Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection. (2004). Sarkissian, Sergei ; Schill, Michael J.. In: Working Papers. RePEc:ecl:upafin:05-4.

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6
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth). (2001). Cochrane, John ; Brandt, Michael W. ; Santa-Clara, Pedro . In: Working Papers. RePEc:ecl:upafin:01-2.

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5
2008Securitization, Transparency and Liquidity. (2008). Pagano, Marco ; Volpin, Paolo . In: Working Papers. RePEc:ecl:upafin:09-1.

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4
2005Earnings Management and Cross Listing: Are Reconciled Earnings Comparable to US Earnings?. (2005). Raedy, Jana Smith ; Wilson, Wendy ; Lang, Mark . In: Working Papers. RePEc:ecl:upafin:05-3.

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3
2010Dynamic Incentive Accounts. (2010). Gabaix, Xavier ; Edmans, Alex ; Sannikov, Yuliy ; Sadzik, Tomasz . In: Working Papers. RePEc:ecl:upafin:10-19.

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3
2003The Limits to Dividend Arbitrage: Implications for Cross-Border Investment. (2003). Reed, Adam ; Christoffersen, Susan ; MUSTO, DAVID K. ; Geczy, Christopher C.. In: Working Papers. RePEc:ecl:upafin:03-2.

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3
2010Behavioral Biases of Mutual Fund Investors. (2010). Bailey, Warren ; Ng, David ; Kumar, Alok . In: Working Papers. RePEc:ecl:upafin:10-23.

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3
2010The African Financial Development Gap. (2010). Cull, Robert ; Allen, Franklin ; Senbet, Lemma ; Qian, Jun ; Carletti, Elena . In: Working Papers. RePEc:ecl:upafin:10-18.

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3
2010Wind-Down Plans As an Alternative to Bailouts: The Cross-Border Challenges. (2010). Herring, Richard J.. In: Working Papers. RePEc:ecl:upafin:10-08.

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3
2000A Simple Model of Foreign Exchange Exposure. (2000). Bodnar, Gordon ; Marston, Richard C.. In: Working Papers. RePEc:ecl:upafin:00-3.

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3
2010The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008. (2010). Manconi, Alberto ; Yasuda, Ayako ; Massa, Massimo . In: Working Papers. RePEc:ecl:upafin:10-22.

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3
2001The Size of the Permanent Component of Asset Pricing Kernels. (2001). Jermann, Urban ; Alvarez, Fernando. In: Working Papers. RePEc:ecl:upafin:01-4.

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3
2009Transparency, Liquidity, and Valuation: International Evidence. (2009). Lins, Karl V. ; Maffett, Mark ; Lang, Mark . In: Working Papers. RePEc:ecl:upafin:09-3.

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3
2006Mean-Variance Convergence around the World. (2006). Eun, Cheol S. ; Lee, Jinsoo . In: Working Papers. RePEc:ecl:upafin:06-1.

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2
2004Illiquidity and Closed-End Country Fund Discounts. (2004). Wu, Matthew Qianli ; Xia, Yihong ; Jain, Ravi. In: Working Papers. RePEc:ecl:upafin:04-3.

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2
2010The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance. (2010). Lang, William W. ; Jagtiani, Julapa . In: Working Papers. RePEc:ecl:upafin:10-12.

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2
1
2010African Financial Systems: A Review. (2010). Allen, Franklin ; Otchere, Isaac ; Senbet, Lemma W.. In: Working Papers. RePEc:ecl:upafin:10-11.

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1
2010Private Equity Fund Returns: Do Managers Actually Leave Money on the Table?. (2010). Marquez, Robert ; Yavuz, Deniz M. ; Nanda, Vikram . In: Working Papers. RePEc:ecl:upafin:10-24.

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1
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision. (2005). Stulz, René ; Karolyi, G. ; Lins, Karl V. ; Miller, Darius ; Doidge, Craig . In: Working Papers. RePEc:ecl:upafin:05-1.

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1
2010Risk and CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?. (2010). Gabaix, Xavier ; Edmans, Alex . In: Working Papers. RePEc:ecl:upafin:10-17.

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1
2010Institutional Ownership, Analyst Following and Share Prices. (2010). Fernando, Chitru S. ; Spindt, Paul A. ; Gatchev, Vladimir A.. In: Working Papers. RePEc:ecl:upafin:10-07.

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1

Citing documents used to compute impact factor 18:

YearTitleSee
2012Financial crisis, structure and reform. (2012). Kowalewski, Oskar ; Allen, Franklin ; Gu, Xian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2960-2973.

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[Citation Analysis]
2012Banks Liability Structure and Mortgage Lending During the Financial Crisis. (2012). Dagher, Jihad ; Kazimov, Kazim . In: IMF Working Papers. RePEc:imf:imfwpa:12/155.

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[Citation Analysis]
2012Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

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[Citation Analysis]
2012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; VEREDAS, David . In: Working Papers. RePEc:tas:wpaper:15473.

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[Citation Analysis]
2012A Model of Shadow Banking. (2012). Gennaioli, Nicola. In: 2012 Meeting Papers. RePEc:red:sed012:89.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). VEREDAS, David ; Luciani, Matteo ; Dungey, Mardi . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012115.

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[Citation Analysis]
2012Default cascades: When does risk diversification increase stability?. (2012). Stiglitz, Joseph ; Gallegati, Mauro ; battiston, stefano ; Greenwald, Bruce ; JosephE. Stiglitz, ; Gatti, Domenico Delli . In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:3:p:138-149.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; VEREDAS, David . In: CAMA Working Papers. RePEc:een:camaaa:2012-47.

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[Citation Analysis]
2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: IMF Working Papers. RePEc:imf:imfwpa:12/46.

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[Citation Analysis]
2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Faculty Working Papers. RePEc:una:unccee:wp0212.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120115.

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[Citation Analysis]
2012Bank/sovereign risk spillovers in the European debt crisis. (2012). Vander Vennet, Rudi ; Schepens, Glenn ; DE BRUYCKERE, V. ; GERHARDT, M.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/828.

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[Citation Analysis]
2012Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading. (2012). Ellul, Andrew ; Wang, Yihui ; Lundblad, Christian T. ; Jotikasthira, Chotibhak . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp701.

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[Citation Analysis]
2012GLOBALISATION AND THE UNPREDICTABILITY OF CRISIS EPISODES: AN EMPIRICAL ANALYSIS OF COUNTRY RISK INDEXES / LA IMPREVISIBILIDAD DE LOS EPISODIOS DE CRISIS: UN ANÁLISIS SOBRE LOS ÍNDICES DE RIESGO P. (2012). Rodriguez-Castellanos, Arturo ; San-Martin-Albizuri, Nerea, . In: Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE). RePEc:idi:jiedee:v:18:y:2012:i:2:p:148-155.

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2012Investors’ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1291-1303.

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[Citation Analysis]
2012Reprint of Investors’ distraction and strategic repricing decisions. (2012). Navone, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2729-2741.

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[Citation Analysis]
2012The Big Five personality traits, material values, and financial well-being of self-described money managers. (2012). Donnelly, Grant ; Howell, Ryan T. ; Iyer, Ravi . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:33:y:2012:i:6:p:1129-1142.

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[Citation Analysis]
2012Does Foreign Direct Investment Reduce Poverty in Africa and are There Regional Differences?. (2012). Gohou, Gaston ; Soumare, Issouf . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:1:p:75-95.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010The changing role of central banks. (2010). Goodhart, Charles . In: BIS Working Papers. RePEc:bis:biswps:326.

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[Citation Analysis]
2010Investors horizons and the Amplification of Market Shocks. (2010). Giannetti, Mariassunta ; Ellul, Andrew ; Cella, Cristina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8083.

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[Citation Analysis]
2010The African Financial Development Gap. (2010). Cull, Robert ; Allen, Franklin ; Carletti, Elena ; Senbet, Lemma ; Qian, Jun QJ . In: Economics Working Papers. RePEc:eui:euiwps:eco2010/24.

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[Citation Analysis]
2010Redefining and Containing Systemic Risk. (2010). Kane, Edward. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:38:y:2010:i:3:p:251-264.

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[Citation Analysis]
2010How Financial Oversight Failed & What it May Portend for the Future of Regulation. (2010). Herring, Richard . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:38:y:2010:i:3:p:265-282.

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[Citation Analysis]

Recent citations received in: 2009

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.