providing citation data for Economics since 2001
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| 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 |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2004 | Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23. Full description at Econpapers || Download paper | 59 |
| 2004 | On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73. Full description at Econpapers || Download paper | 33 |
| 2004 | Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34. Full description at Econpapers || Download paper | 29 |
| 2004 | Reported and secret interventions in the foreign exchange markets. (2004). Beine, Michel ; LECOURT, Christelle . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225. Full description at Econpapers || Download paper | 22 |
| 2004 | Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89. Full description at Econpapers || Download paper | 22 |
| 2006 | Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132. Full description at Econpapers || Download paper | 18 |
| 2005 | tays as good as cay. (2005). Brennan, Michael J. ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14. Full description at Econpapers || Download paper | 17 |
| 2006 | The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233. Full description at Econpapers || Download paper | 15 |
| 2005 | The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194. Full description at Econpapers || Download paper | 14 |
| 2008 | Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203. Full description at Econpapers || Download paper | 13 |
| 2004 | Institutional trading and stock returns. (2004). Cai, Fang ; Zheng, Lu. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189. Full description at Econpapers || Download paper | 12 |
| 2005 | tays as good as cay: Reply. (2005). Ludvigson, Sydney ; Lettau, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22. Full description at Econpapers || Download paper | 12 |
| 2005 | A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130. Full description at Econpapers || Download paper | 11 |
| 2005 | Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226. Full description at Econpapers || Download paper | 11 |
| 2005 | Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88. Full description at Econpapers || Download paper | 10 |
| 2006 | Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162. Full description at Econpapers || Download paper | 9 |
| 2006 | Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, René ; Semenov, Andrei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193. Full description at Econpapers || Download paper | 9 |
| 2008 | Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). Teräsvirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95. Full description at Econpapers || Download paper | 8 |
| 2006 | On the sequencing of projects, reputation building, and relationship finance. (2006). Ongena, Steven ; Smith, David C. ; Egli, Dominik. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39. Full description at Econpapers || Download paper | 8 |
| 2004 | The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55. Full description at Econpapers || Download paper | 7 |
| 2008 | Modeling loan commitments. (2008). Jarrow, Robert ; Chava, Sudheer . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:11-20. Full description at Econpapers || Download paper | 7 |
| 2005 | Cointegration analysis of the Fed model. (2005). Koivu, Matti ; Ziemba, William T. ; Pennanen, Teemu . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:248-259. Full description at Econpapers || Download paper | 6 |
| 2006 | On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266. Full description at Econpapers || Download paper | 6 |
| 2007 | The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81. Full description at Econpapers || Download paper | 6 |
| 2008 | On measuring concentration in banking systems. (2008). Schaeck, Klaus ; Alegria, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67. Full description at Econpapers || Download paper | 6 |
| 2005 | Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164. Full description at Econpapers || Download paper | 6 |
| 2005 | Hedging the smirk. (2005). Bates, David S.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200. Full description at Econpapers || Download paper | 6 |
| 2004 | Myopic loss aversion and the equity premium puzzle reconsidered. (2004). Tee, Hong Wee ; Durand, Robert B. ; Lloyd, Paul. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177. Full description at Econpapers || Download paper | 6 |
| 2004 | On the consequences of state dependent preferences for the pricing of financial assets. (2004). Giannikos, Christos ; Danthine, Jean-Pierre ; Donaldson, John B. ; Guirguis, Hany . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153. Full description at Econpapers || Download paper | 5 |
| 2007 | S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232. Full description at Econpapers || Download paper | 5 |
| 2006 | Exchange rates and order flow in the long run. (2006). van Norden, Simon ; Boyer, M. Martin. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243. Full description at Econpapers || Download paper | 5 |
| 2004 | How do stock prices respond to fundamental shocks?. (2004). Binswanger, Mathias. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:90-99. Full description at Econpapers || Download paper | 5 |
| 2005 | Industry momentum and common factors. (2005). Du, Ding ; Denning, Karen . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:107-124. Full description at Econpapers || Download paper | 5 |
| 2008 | Patterns in cross market liquidity. (2008). Spiegel, Matthew . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:2-10. Full description at Econpapers || Download paper | 5 |
| 2010 | Martingalized historical approach for option pricing. (2010). Ielpo, Florian ; GUEGAN, Dominique ; Chorro, C.. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:1:p:24-28. Full description at Econpapers || Download paper | 5 |
| 2008 | Option prices as probabilities. (2008). Roynette, B. ; Yor, Marc ; Madan, D.. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:79-87. Full description at Econpapers || Download paper | 5 |
| 2011 | Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers || Download paper | 5 |
| 2008 | Option pricing in a Garch model with tempered stable innovations. (2008). Mercuri, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182. Full description at Econpapers || Download paper | 5 |
| 2010 | Understanding the risk of leveraged ETFs. (2010). Jarrow, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:3:p:135-139. Full description at Econpapers || Download paper | 5 |
| 2005 | Proxy-quality thresholds: Theory and applications. (2005). Whited, Toni ; Erickson, Timothy . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:131-151. Full description at Econpapers || Download paper | 4 |
| 2010 | Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223. Full description at Econpapers || Download paper | 4 |
| 2007 | Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18. Full description at Econpapers || Download paper | 4 |
| 2009 | Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185. Full description at Econpapers || Download paper | 4 |
| 2007 | An analytic approximation formula for pricing zero-coupon bonds. (2007). Wirjanto, Tony ; Choi, Youngsoo. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:116-126. Full description at Econpapers || Download paper | 4 |
| 2006 | Do insiders crowd out analysts?. (2006). Tourani-Rad, Alireza ; Gilbert, Aaron ; Wisniewski, Tomasz Piotr . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:1:p:40-48. Full description at Econpapers || Download paper | 4 |
| 2006 | Tilting safety first and the Sharpe portfolio. (2006). McGee, Kevin M. ; Haley, Ryan M.. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:173-180. Full description at Econpapers || Download paper | 4 |
| 2007 | Why inexperienced investors do not learn: They do not know their past portfolio performance. (2007). Glaser, Markus ; Weber, Martin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216. Full description at Econpapers || Download paper | 4 |
| 2009 | Revisiting stock market index correlations. (2009). Dalkır, Mehmet ; Dalkir, Mehmet . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:23-33. Full description at Econpapers || Download paper | 4 |
| 2012 | Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175. Full description at Econpapers || Download paper | 4 |
| 2005 | The price-dividend relationship in inflationary and deflationary regimes. (2005). Milas, Costas ; Madsen, Jakob. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:260-269. Full description at Econpapers || Download paper | 4 |
Citing documents used to compute impact factor 18:
| Year | Title | See |
|---|---|---|
| 2012 | Endogenizing exogenous default barrier models: The MM algorithm. (2012). Lovreta, Lidija ; Forte, Santiago . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1639-1652. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Robust estimation of covariance and its application to portfolio optimization. (2012). Kim, Tae-Hwan ; Huo, Lijuan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:121-134. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Modeling fat tails in stock returns: a multivariate stable-GARCH approach. (2012). Bonato, Matteo . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:3:p:499-521. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Has gold been a hedge against inflation in France from 1949 to 2011? Empirical evidence of the French specificity.. (2012). Van Hoang, Thi Hong . In: Working Papers. RePEc:afc:wpaper:12-05. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Does Stock Return Predictability Affect ESO Fair Value?. (2012). Vaello-Sebastià , Antoni ; CARMONA, JULIO ; Len, Angel . In: QM&ET Working Papers. RePEc:ris:qmetal:2011_002. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Does stock return predictability affect ESO fair value?. (2012). Vaello-Sebastià , Antoni ; Leon, Angel ; Carmona, Julio ; Vaello-Sebastia, Antoni . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:1:p:188-202. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Option pricing with discrete time jump processes. (2012). Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00611706. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Option pricing with discrete time jump processes.. (2012). Ielpo, Florian ; Lalaharison, Hanjarivo ; Guegan, Dominique . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:11037r. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A partisan effect in the efficiency of the US stock market. (2012). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4923-4932. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Savings for retirement under liquidity constraints: a note. (2012). Spataro, Luca ; Corsini, Lorenzo. In: MPRA Paper. RePEc:pra:mprapa:38668. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The double exponential jump diffusion model for pricing European options under fuzzy environments. (2012). Zhang, Li-Hua ; Xiao, Wei-Lin ; Xu, Wei-Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:780-786. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A new energy model to capture the behavior of energy price processes. (2012). Sun, Qi ; Xiao, Weilin ; Xu, Weijun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1585-1591. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Self-dual continuous processes. (2012). Schmutz, Michael ; Rheinlander, Thorsten . In: Papers. RePEc:arx:papers:1201.6516. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Quasi self-dual exponential L\evy processes. (2012). Schmutz, Michael ; Rheinlander, Thorsten . In: Papers. RePEc:arx:papers:1201.5132. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Foreign bank lending and information asymmetries in China: Empirical evidence from the syndicated loan market. (2012). Weill, Laurent ; Godlewski, Christophe ; Pessarossi, Pierre . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:4:p:423-433. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; Gong, Stephen X.. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:36-47. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | Heterogeneous gain learning and the dynamics of asset prices. (2012). Lebaron, Blake. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:424-445. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On the Investment-Uncertainty Relationship: A Game Theoretic Real Option Approach. (2012). Welling, Andreas ; Lukas, Elmar . In: FEMM Working Papers. RePEc:mag:wpaper:120030. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Portfolio separation properties of the skew-elliptical distributions, with generalizations. (2011). Framstad, N. C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:81:y:2011:i:12:p:1862-1866. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Are Euro exchange rates markets efficient? New evidence from a large panel. (2011). Cheung, Adrian (Wai-Kong) ; Su, Jen-Je ; Choo, Astrophel Kim . In: Discussion Papers in Finance. RePEc:gri:fpaper:finance:201109. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting. (2011). Louzis, Dimitrios ; Refenes, Apostolos P. ; Xanthopoulos-Sisinis, Spyros . In: MPRA Paper. RePEc:pra:mprapa:35252. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
| Year | Title | See |
|---|---|---|
| 2010 | Sovereign Ratings and Migrations: Emerging Markets. (2010). ap Gwilym, Owain ; Alsakka, Rasha . In: Working Papers. RePEc:bng:wpaper:10009. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Risk Assessment for a Structured Product Specific to the CO2 Emission Permits Market. (2010). Guegan, Dominique ; Frunza, Marius-Cristian . In: Post-Print. RePEc:hal:journl:halshs-00504209. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes. (2010). Chorro, Christophe ; Ielpo, Florian ; Guegan, Dominique . In: Post-Print. RePEc:hal:journl:halshs-00523371. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Beta estimates for leveraged ETF. (2010). Bell, Peter N. In: MPRA Paper. RePEc:pra:mprapa:26950. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
| Year | Title | See |
|---|---|---|
| 2009 | Do IPO index portfolios improve the investment opportunities for mean-variance investors?. (2009). Chen, Hsuan-Chi ; Ho, Keng-Yu . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:159-170. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | The C-CAPM without ex post data. (2009). Söderlind, Paul. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:31:y:2009:i:4:p:721-729. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Do small family businesses have a peculiar attitude toward growth? Evidence from French SMEs.. (2009). Hamelin, Anaïs. In: Working Papers CEB. RePEc:sol:wpaper:09-032. Full description at Econpapers || Download paper | [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.