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

Research Program in Finance Working Papers / University of California at Berkeley

[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
19900.080.08111110.091712100.04
19910.050.08182940.141320100.04
19920.070.0933270.22129200.05
19930.050.1739120.3114211020.290.04
19940.12104910.025171000.05
19950.470.161766200.34617800.09
19960.370.191076220.292227101010.10.09
19970.110.2783350.42239273020.290.09
19980.710.21992500.54198171200.13
19991.250.27496570.594716201010.250.16
20001.150.396102710.741131500.16
20011.60.37102840.820101600.17
20020.170.38102730.7206100.18
20030.4102950.930000.19
20040.431021121.10000.19
20050.45102940.920000.24
20060.46102960.940000.2
20070.39102670.660000.17
20080.41102960.940000.18
20090.371021091.070000.18
20100.33102810.790000.16
20110.45102750.740000.23
20120.46102750.740000.24
 
 
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
1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233.

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242
1994Implied Binomial Trees.. (1994). Rubinstein, Mark . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

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236
1997International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271.

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222
1998Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278.

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159
1979A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85.

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89
1999Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288.

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45
1994Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.. (1994). Lehmann, Bruce N. ; Modest, David M.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-234.

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34
2000How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev.

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32
1998The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282.

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29
1989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-191.

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27
1995Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads.. (1995). Leland, Hayne ; Toft, Klaus Bjerre. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-259.

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23
1976Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1976). Leland, Hayne ; Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:41.

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23
1979The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94.

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19
1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-243.

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15
1996Recovering Risk Aversion from Option Prices and Realized Returns.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-265.

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14
1988The Attributes, Behavior and Performance of U.S. Mutual Funds.. (1988). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:181.

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13
1987Risk and Return in an Equilibrium APT.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:174.

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13
1989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-189.

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11
1986Empirical Assessment of Present Value Relations.. (1986). Meese, Richard ; Mattey, Joe. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:162.

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11
1990Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199.

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10
1987Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173.

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10
1993Tests of Microstructural Hypotheses in the Foreign Exchange Market.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-230.

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9
1997Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-270.

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8
1997Profits and Position Control: A Week of FX Dealing.. (1997). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-273.

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7
1998Search Costs: The Neglected Spread Component.. (1998). Lyons, Richard ; Huisman, Ronald. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-285.

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7
1994Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240.

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6
1982Comments on the Valuation of Derivative Assets.. (1982). Bick, Avi . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:125.

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5
1991Continuously Rebalanced Investment Strategies.. (1991). Rubinstein, Mark . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-205.

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5
1982To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124.

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5
1976The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43.

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5
2000Rational Markets: Yes or No? The Affirmative Case.. (2000). Rubinstein, Mark . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-294.

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5
1975The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets.. (1975). Rubinstein, Mark . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:34.

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4
1996Implied Binomial Trees: Generalizations and Empirical Tests.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-262.

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4
1995Implied Probability Distributions: Empirical Analysis.. (1995). Jackwerth, Jens ; Rubinstein, Mark . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-250.

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4
1978Welfare Aspects of Options and Supershares.. (1978). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:68.

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4
1993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-231.

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4
1983Pricing Deposit Insurance: The Effects of Mismeasurement.. (1983). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:142.

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4
1990Moment Approximation and Estimation of Diffusion Models of Asset Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-193.

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4
1986Dividend Behavior for the Aggregate Stock Market.. (1986). merton, robert ; Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:163.

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4
1981The Stability of UK Risk Measures and the Problem of Thin Trading.. (1981). Dimson, Elroy ; Marsh, Paul. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:120.

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4
1985Aspects of Optimal Multiperiod Life Insurance.. (1985). Babbel, David ; Ohtsuka, Eisaku. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:156.

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3
1989LBOs and Taxes: No One to Blame But Ourselves?. (1989). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-185.

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3
1991Low Margins, Derivative Securities, and Volatility.. (1991). Leland, Hayne ; Gennotte, Gerard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-211.

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3
2000On Adaptive Tail Index Estimation for Financial Return Models.. (2000). Wagner, Niklas ; Marsh, Terry . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-295.

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3
1995A Spatial Model of Housing Returns and Neighborhood Substitutability.. (1995). Goetzmann, William ; Spiegel, Matthew . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-253.

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2
1996Are Investors Reluctant to Realize Their Losses?. (1996). Odean, Terrance . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-269.

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2
1998Valuation and Return Dynamics of New Ventures.. (1998). Jonathan B. Berk Richard C. Green, ; Naik, Vasant. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-284.

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2
1984Dealerships, Trading Externalities, and General Equilibrium.. (1984). Bhattacharya, Sudipto ; Hagerty, Kathleen . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:143.

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2
1994Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication.. (1994). Toft, Klaus Bjerre. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-237.

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2
1972Descriptive Theories of Financial Institutions Under Uncertainty.. (1972). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:9.

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2

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.