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

CRSP working papers / Center for Research in Security Prices, Graduate School of Business, University of Chicago

[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
19900.08010000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12110213000.05
199540.1614401400.09
199640.1914401400.09
19970.278121.5900010.140.09
19980.290.211220231.1541672070.580.13
19991.210.271030531.771311923060.60.16
20002.450.3911411222.9824622547.470.640.16
20012.10.372431683.916121440210.17
20023.310.38431984.60134300.18
200350.4431874.35021000.19
20040.43432255.230000.19
20050.45432646.140000.24
20060.46432265.260000.2
20070.394317240000.17
20080.41431754.070000.18
20090.37431844.280000.18
20100.3343912.120000.16
20110.454317240000.23
20120.4643751.740000.24
 
 
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
1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1994). Cochrane, John ; Campbell, John. In: CRSP working papers. RePEc:wop:chispw:412.

Full description at Econpapers || Download paper

213
A Theory of Bank Capital. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:363.

Full description at Econpapers || Download paper

166
The Cost of Diversity: The Diversification Discount and Inefficient Investment.. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:463.

Full description at Econpapers || Download paper

159
The Cost of Diversity: The Diversification Discount and Inefficient Investment. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:357.

Full description at Econpapers || Download paper

158
1998The Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

Full description at Econpapers || Download paper

130
1998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

Full description at Econpapers || Download paper

112
2000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

Full description at Econpapers || Download paper

85
Financial Dependence and Growth. (). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:344.

Full description at Econpapers || Download paper

79
1997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

Full description at Econpapers || Download paper

77
2000Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts. (2000). Stromberg, Per ; Kaplan, Steven. In: CRSP working papers. RePEc:wop:chispw:513.

Full description at Econpapers || Download paper

76
1998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

Full description at Econpapers || Download paper

75
What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna. In: CRSP working papers. RePEc:wop:chispw:496.

Full description at Econpapers || Download paper

68
1999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

Full description at Econpapers || Download paper

67
1998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

Full description at Econpapers || Download paper

59
Forecasting Profitability and Earnings.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:456.

Full description at Econpapers || Download paper

51
Forecasting Profitability and Earnings. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:358.

Full description at Econpapers || Download paper

51
Information Acquisition in Financial Markets. (). Barlevy, Gadi ; Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:360.

Full description at Econpapers || Download paper

40
How Does Information Quality Affect Stock Returns?. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:361.

Full description at Econpapers || Download paper

37
2001The Great Reversals: The Politics of Financial Development in the 20th Century. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:526.

Full description at Econpapers || Download paper

37
2000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

Full description at Econpapers || Download paper

36
How Does Information Quality Affect Stock Returns?.. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:462.

Full description at Econpapers || Download paper

36
Legal Determinants of External Finance,. (). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: CRSP working papers. RePEc:wop:chispw:324.

Full description at Econpapers || Download paper

36
Characteristics, Covariances, and Average Returns: 1929 to 1997. (). French, Kenneth ; Fama, Eugene ; Davis, James L.. In: CRSP working papers. RePEc:wop:chispw:359.

Full description at Econpapers || Download paper

33
Portfolio Selection and Asset Pricing Models.. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:498.

Full description at Econpapers || Download paper

32
Portfolio Selection and Asset Pricing Models. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:356.

Full description at Econpapers || Download paper

31
Investment Plans and Stock Returns.. (). Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:488.

Full description at Econpapers || Download paper

31
Information Acquisition in Financial Markets.. (). Barlevy, Gadi ; Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:484.

Full description at Econpapers || Download paper

31
1999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

Full description at Econpapers || Download paper

25
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:478.

Full description at Econpapers || Download paper

25
2000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul . In: CRSP working papers. RePEc:wop:chispw:523.

Full description at Econpapers || Download paper

24
2001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

Full description at Econpapers || Download paper

24
1998The Governance of the New Enterprise. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:487.

Full description at Econpapers || Download paper

23
Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests. (). Stromberg, Per. In: CRSP working papers. RePEc:wop:chispw:459.

Full description at Econpapers || Download paper

23
Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications.. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:518.

Full description at Econpapers || Download paper

22
Liquidity Risk and Expected Stock Returns. (). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:531.

Full description at Econpapers || Download paper

17
The Diversification Discount: Cash Flows vs. Returns.. (). Polk, Christopher ; Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:504.

Full description at Econpapers || Download paper

17
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:510.

Full description at Econpapers || Download paper

15
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:362.

Full description at Econpapers || Download paper

15
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C.. In: CRSP working papers. RePEc:wop:chispw:505.

Full description at Econpapers || Download paper

14
Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act. (). Rajan, Raghuram ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:325.

Full description at Econpapers || Download paper

13
Characteristics, Covariances, and Average Returns: 1929-1997.. (). French, Kenneth ; Fama, Eugene ; Davis, James . In: CRSP working papers. RePEc:wop:chispw:471.

Full description at Econpapers || Download paper

12
2000Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms. (2000). Strahan, Philip E. ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:512.

Full description at Econpapers || Download paper

11
1997Managerial Decisions and Long-Term Stock Price Performance. (1997). Stafford, Erik ; Mitchell, Mark L.. In: CRSP working papers. RePEc:wop:chispw:453.

Full description at Econpapers || Download paper

9
Prospect Theory and Asset Prices.. (). Huang, Ming ; Santos, Tano ; Barberis, Nicholas . In: CRSP working papers. RePEc:wop:chispw:494.

Full description at Econpapers || Download paper

9
The Equity Premium.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:522.

Full description at Econpapers || Download paper

8
1999Organization Design. (1999). Harris, Milton ; Raviv, Artur . In: CRSP working papers. RePEc:wop:chispw:499.

Full description at Econpapers || Download paper

8
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:509.

Full description at Econpapers || Download paper

8
2000Rational Panics and Stock Market Crashes. (2000). Barlevy, Gadi ; Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:483.

Full description at Econpapers || Download paper

6
1999Comparing Asset Pricing Models: An Investment Perspective. (1999). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:497.

Full description at Econpapers || Download paper

6
1998Bureaucracy as a Mechanism to Generate Information. (1998). Zingales, Luigi ; Novaes, Walter. In: CRSP working papers. RePEc:wop:chispw:477.

Full description at Econpapers || Download paper

5

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.