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

Finance / EconWPA

[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
19910.08020000.04
19920.09010000.05
19930.13302000.04
19940.1281120.1818300.05
19950.090.16142560.2435111020.140.09
19960.090.192853100.1970222060.210.09
19970.070.23184170.275423050.160.09
19980.140.2129113200.182235982510.030.13
19990.180.2724137370.2720860119.170.290.16
20000.450.3910147520.3528532400.16
20010.350.3726173550.3269341216.740.150.17
20020.250.3858231770.3321536922.290.160.18
20030.30.4111342970.2820384258140.130.19
20040.250.432726142270.376451694318.6930.340.19
20050.230.452578712380.272813838915.7370.140.24
20060.160.4668771900.22195298300.2
20070.110.398771730.202632900.17
20080.418771740.20600.18
20090.378771650.190000.18
20100.338771350.150000.16
20110.458771520.170000.23
20120.468771760.20000.24
 
 
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
1999Toeholds and Takeovers. (1999). Klemperer, Paul ; Bulow, Jeremy ; Huang, Ming . In: Finance. RePEc:wpa:wuwpfi:9903005.

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137
1998Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance . In: Finance. RePEc:wpa:wuwpfi:9803001.

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112
2004Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja ; Braun, Matias. In: Finance. RePEc:wpa:wuwpfi:0403001.

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71
1998Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005.

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55
2002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

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53
2004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016.

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52
2004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017.

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50
2005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011.

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41
2004Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hirshleifer, David ; Hou, Kewei ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001.

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38
2003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001.

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37
2004Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?. (2004). Liberti, Jose. In: Finance. RePEc:wpa:wuwpfi:0404023.

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36
2002An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001.

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28
2001The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno. In: Finance. RePEc:wpa:wuwpfi:0111004.

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26
1996Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002.

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25
2004Does Investor Misvaluation Drive the Takeover Market?. (2004). Teoh, Siew Hong ; Hirshleifer, David ; Dong, Ming ; Richarson, Scott. In: Finance. RePEc:wpa:wuwpfi:0412002.

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25
1997Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Bera, Anil ; Roh, Jae-Sun ; Garcia, Philip . In: Finance. RePEc:wpa:wuwpfi:9712007.

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25
2002Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207014.

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24
2003COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Yildirim, H. Semih ; Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004.

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24
2004A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions. (2004). Subrahmanyam, Avanidhar ; Hirshleifer, David ; DANIEL, KENT D.. In: Finance. RePEc:wpa:wuwpfi:0412006.

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24
2003International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003.

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22
2004Consistent high-precision volatility from high-frequency data. (2004). Dacorogna, Michel ; Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005.

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21
1999Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, Bruno ; Branstetter, Lee . In: Finance. RePEc:wpa:wuwpfi:9902005.

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20
2002Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008.

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19
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment. (2002). Roider, Andreas ; Oechssler, Jörg ; Drehmann, Mathias. In: Finance. RePEc:wpa:wuwpfi:0210005.

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19
2005Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan. In: Finance. RePEc:wpa:wuwpfi:0501003.

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15
1998Recovering Risk Aversion from Option Prices and Realized Returns. (1998). Jackwerth, Jens. In: Finance. RePEc:wpa:wuwpfi:9803002.

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15
2004Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter . In: Finance. RePEc:wpa:wuwpfi:0409015.

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14
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004.

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14
2000A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions. (2000). Iori, Giulia. In: Finance. RePEc:wpa:wuwpfi:0004007.

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14
2004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren. In: Finance. RePEc:wpa:wuwpfi:0401002.

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14
1998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: Finance. RePEc:wpa:wuwpfi:9810003.

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14
2001An Empirical Comparison of Default Swap Pricing Models. (2001). Vorst, Ton ; Houweling, Patrick. In: Finance. RePEc:wpa:wuwpfi:0112003.

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14
2004Fractional calculus and continuous-time finance. (2004). Scalas, Enrico ; Mainardi, Francesco ; Gorenflo, Rudolf . In: Finance. RePEc:wpa:wuwpfi:0411007.

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13
1999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

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13
2002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

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13
2002Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato. In: Finance. RePEc:wpa:wuwpfi:0201003.

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13
2005Econometric Tests of Asset Price Bubbles: Taking Stock. (2005). Gürkaynak, Refet. In: Finance. RePEc:wpa:wuwpfi:0504008.

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13
1995Takeover Bidding with Toeholds: The Case of the Owners Curse.. (1995). Singh, Rajdeep. In: Finance. RePEc:wpa:wuwpfi:9503001.

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13
2003On the Stability of Different Financial Systems. (2003). Fecht, Falko. In: Finance. RePEc:wpa:wuwpfi:0305008.

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12
2005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

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12
2004Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015.

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11
2004Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018.

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11
2004Why Do Firms Smooth Earnings?. (2004). Thakor, Anjan ; Goel, Anand. In: Finance. RePEc:wpa:wuwpfi:0411021.

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11
2004Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades. (2004). Teoh, Siew Hong ; Myers, Linda ; Hirshleifer, David. In: Finance. RePEc:wpa:wuwpfi:0412003.

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11
2002Time-Changed Levy Processes and Option Pricing. (2002). Wu, Liuren ; Carr, Peter . In: Finance. RePEc:wpa:wuwpfi:0207011.

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11
2005Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Kearney, Colm ; Poti, Valerio . In: Finance. RePEc:wpa:wuwpfi:0507008.

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11
1994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

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10
2006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

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10
2003Booms, Busts, and Fraud. (2003). Singh, Rajdeep ; Povel, Paul ; Winton, Andrew . In: Finance. RePEc:wpa:wuwpfi:0312007.

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10
1997Empirical Evidence on the Duration of Bank Relationships. (1997). Ongena, Steven ; Smith, David C.. In: Finance. RePEc:wpa:wuwpfi:9703002.

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10

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.