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

CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)

[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
20000.39000000.16
20010.37000000.17
20020.38000000.18
20030.4000000.19
20040.437710.1470010.140.19
20050.140.45152260.271971040.270.24
20060.180.46103250.163224250.2
20070.160.39154760.13212542510.070.17
20080.080.41105760.1114252010.10.18
20090.160.37288560.073225400.18
20100.110.3321106120.1124384040.190.16
20110.350.4525131310.246491711.830.120.23
20120.150.4620151280.19146700.24
 
 
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
2007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

Full description at Econpapers || Download paper

10
2010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav . In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

Full description at Econpapers || Download paper

8
2009Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

Full description at Econpapers || Download paper

6
2005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis. (2005). Timmermann, Allan ; Wermers, Russ ; Kosowski, Robert ; White, Hal . In: CFR Working Papers. RePEc:zbw:cfrwps:0514.

Full description at Econpapers || Download paper

5
2008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, He ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

Full description at Econpapers || Download paper

5
2007On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:0711.

Full description at Econpapers || Download paper

4
2009The impact of iceberg orders in limit order books. (2009). Sands, Patrik ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

Full description at Econpapers || Download paper

4
2004Tournaments in mutual fund families. (2004). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0402.

Full description at Econpapers || Download paper

3
2009Time-varying credit risk and liquidity premia in bond and CDS markets. (2009). Trapp, Monika ; Buhler, Wolfgang . In: CFR Working Papers. RePEc:zbw:cfrwps:0913.

Full description at Econpapers || Download paper

3
2009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

Full description at Econpapers || Download paper

3
2010The impact of investor sentiment on the German stock market. (2010). Ruenzi, Stefan ; Niessen-Ruenzi, Alexandra ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1003.

Full description at Econpapers || Download paper

3
2010The cross-Section of German stock returns: New data and new evidence. (2010). Theissen, Erik ; Kempf, Alexander ; Koch, Stefan ; Artmann, Sabine ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1012.

Full description at Econpapers || Download paper

3
2004Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms. (2004). Naik, Narayan Y. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0406.

Full description at Econpapers || Download paper

3
2007The effect of socially responsible investing on portfolio performance. (2007). Kempf, Alexander ; Osthoff, Peer . In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

Full description at Econpapers || Download paper

3
Price adjustment to news with uncertain precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0804.

Full description at Econpapers || Download paper

3
2010Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Jiang, Wei ; Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1009.

Full description at Econpapers || Download paper

3
2005Determinanten der Mittelzuflüsse bei deutschen Aktienfonds. (2005). Ruenzi, Stefan ; Kempf, Alexander ; Ber, Silke . In: CFR Working Papers. RePEc:zbw:cfrwps:0511.

Full description at Econpapers || Download paper

3
2009Trading the bond-CDS basis: The role of credit risk and liquidity. (2009). Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0916.

Full description at Econpapers || Download paper

3
2011Market response to investor sentiment. (2011). Theissen, Erik ; Westheide, Christian ; Hengelbrock, Jordis . In: CFR Working Papers. RePEc:zbw:cfrwps:1101.

Full description at Econpapers || Download paper

3
2010Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2010). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1019.

Full description at Econpapers || Download paper

2
2009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop . In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

Full description at Econpapers || Download paper

2
2009Overconfidence among professional investors: Evidence from mutual fund managers. (2009). Ruenzi, Stefan ; Putz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0808.

Full description at Econpapers || Download paper

2
2010Sturm und Drang in money market funds: When money market funds cease to be narrow. (2010). Wedow, Michael ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1016.

Full description at Econpapers || Download paper

2
2007The impact of work group diversity on performance: Large sample evidence from the mutual fund industry. (2007). Ruenzi, Stefan ; Niessen, Alexandra ; Bar, Michaela . In: CFR Working Papers. RePEc:zbw:cfrwps:0716.

Full description at Econpapers || Download paper

2
2009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Carline, Nicholas F. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

Full description at Econpapers || Download paper

2
2007CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern. (2007). Kempf, Alexander ; Hagemeister, Meike . In: CFR Working Papers. RePEc:zbw:cfrwps:0701.

Full description at Econpapers || Download paper

2
2008Sooner or later: delays in trade reporting by corporate insiders. (2008). Theissen, Erik ; Betzer, Andre . In: CFR Working Papers. RePEc:zbw:cfrwps:0806.

Full description at Econpapers || Download paper

2
2005Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry. (2005). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0507.

Full description at Econpapers || Download paper

2
2009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

Full description at Econpapers || Download paper

2
2005Understanding the limit order book: Conditioning on trade informativeness. (2005). Menkveld, Albert ; Grammig, Joachim ; BELTRAN, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0505.

Full description at Econpapers || Download paper

2
2010Public opinion and executive compensation. (2010). Kuhnen, Camelia ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0809r.

Full description at Econpapers || Download paper

2
2005Liquidity supply and adverse selection in a pure limit order book market. (2005). Grammig, Joachim ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0501.

Full description at Econpapers || Download paper

2
2005An analysis of private investors stock market return forecasts. (2005). Theissen, Erik. In: CFR Working Papers. RePEc:zbw:cfrwps:0516.

Full description at Econpapers || Download paper

2
Is Executive Compensation Shaped by Public Attitudes?. (2008). Kuhnen, Camelia ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0809.

Full description at Econpapers || Download paper

1
2005Is a team different from the sum of its parts? Evidence from mutual fund managers. (2005). Ruenzi, Stefan ; Kempf, Alexander ; Bar, Michaela . In: CFR Working Papers. RePEc:zbw:cfrwps:0510.

Full description at Econpapers || Download paper

1
2006Liquidity commonality beyond best prices. (2006). Kempf, Alexander ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:0604.

Full description at Econpapers || Download paper

1
2008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?. (2008). Theissen, Erik ; Andres, Christian . In: CFR Working Papers. RePEc:zbw:cfrwps:0801.

Full description at Econpapers || Download paper

1
2004Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery. (2004). Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0410.

Full description at Econpapers || Download paper

1
2005Does anonymity matter in electronic limit order markets?. (2005). Theissen, Erik ; Moinas, Sophie ; foucault, thierry. In: CFR Working Papers. RePEc:zbw:cfrwps:0515.

Full description at Econpapers || Download paper

1
2008Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry. (2008). Ruenzi, Stefan ; Kempf, Alexander ; Thiele, Tanja . In: CFR Working Papers. RePEc:zbw:cfrwps:0702.

Full description at Econpapers || Download paper

1
2011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

Full description at Econpapers || Download paper

1
2005Mutual fund growth in standard an specialist market segments. (2005). Ruenzi, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:0508.

Full description at Econpapers || Download paper

1
2009Cross-sectional analysis of risk-neutral skewness. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0911.

Full description at Econpapers || Download paper

1
2006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

Full description at Econpapers || Download paper

1
2009Long-horizon consumption risk and the cross-section of returns: New tests and international evidence. (2009). Schrimpf, Andreas ; Grammig, Joachim ; Schuppli, Michael . In: CFR Working Papers. RePEc:zbw:cfrwps:0902.

Full description at Econpapers || Download paper

1
2011Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions. (2011). Homburg, Carsten ; Sievers, Soenke ; Heinrichs, Nicolas ; Lorenz, Michael ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1111.

Full description at Econpapers || Download paper

1
2009Naked short selling: The emperor`s new clothes?. (2009). Yadav, Pradeep ; Raman, Vikas ; Fotak, Veljko . In: CFR Working Papers. RePEc:zbw:cfrwps:0909.

Full description at Econpapers || Download paper

1
2009False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; BARRAS, Laurent ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0602.

Full description at Econpapers || Download paper

1
2008International price discovery in the presence of market microstructure effects. (2008). Grammig, Joachim ; Peter, Franziska J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0810.

Full description at Econpapers || Download paper

1
2005Investing in mutual funds when returns are predictable. (2005). Avramov, Doron ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0513.

Full description at Econpapers || Download paper

1

Citing documents used to compute impact factor 7:

YearTitleSee
2012Published stock recommendations as institutional investor sentiment in the near-term stock market. (2012). Singer, Nico ; Dreher, Frank ; Laser, Saskia . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:121.

Full description at Econpapers || Download paper

[Citation Analysis]
2012WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (II). (2012). TIU, Cristian I. ; Cao, Yang ; Ogden, Joseph P.. In: Business Excellence and Management. RePEc:rom:bemann:v:2:y:2012:i:1:p:5-20.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?. (2012). Auer, Benjamin R.. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:232:y:2012:i:5:p:518-544.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices. (2012). Witmer, Jonathan. In: Working Papers. RePEc:bca:bocawp:12-25.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Caglayan, Mustafa Onur ; Bali, Turan G.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:114-131.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation. (2012). Veld, Chris ; Verwijmeren, Patrick ; Dutordoir, Marie ; Duca, Eric . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2884-2899.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Agency Problem II and Convergence in CEO Pay. (2012). Doucouliagos, Chris ; Haman, Janto ; Graham, Michael . In: Economics Series. RePEc:dkn:econwp:eco_2012_5.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Co-movement of revenue: structural changes in the business cycle. (2011). Heinrichs, Nicolas ; Erdorf, Stefan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:4:p:411-433.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Published stock recommendations as investor sentiment in the near-term stock market. (2011). Dreher, Frank ; Laser, Saskia ; Singer, Nico . In: Thuenen-Series of Applied Economic Theory. RePEc:ros:wpaper:121.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Sentiment dynamics and stock returns: the case of the German stock market. (2011). Lux, Thomas . In: Empirical Economics. RePEc:spr:empeco:v:41:y:2011:i:3:p:663-679.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010The cross section of money market fund risks and financial crises. (2010). McCabe, Patrick E.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2010-51.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav . In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

Full description at Econpapers || Download paper

[Citation Analysis]
2010Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Jiang, Wei ; Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1009.

Full description at Econpapers || Download paper

[Citation Analysis]
2010The cross-Section of German stock returns: New data and new evidence. (2010). Theissen, Erik ; Kempf, Alexander ; Koch, Stefan ; Artmann, Sabine ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1012.

Full description at Econpapers || Download paper

[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.