Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Annual Review of Financial Economics / Annual Reviews

[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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1010000.05
19940.11030000.05
19950.2020000.08
19960.24020000.1
19970.3060000.11
19980.29020000.11
19990.34040000.15
20000.42030000.16
20010.44040000.17
20020.45050000.2
20030.470130000.2
20040.53050000.22
20050.56000000.23
20060.55070000.22
20070.47050000.19
20080.5090000.21
20090.511616140.8823400140.880.21
20101.560.471430311.03721625440.290.17
20111.40.552252480.926730422.440.180.22
20120.810.671971670.946036290110.580.26
20131.370.9214851211.420415600.34
20140.610.6885740.870332000.24
 
 
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
The Term Structure of Interest Rates. (2009). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:69-96.

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71
2009Financial Crises: Theory and Evidence. (2009). Babus, Ana ; Allen, Franklin ; Carletti, Elena . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:97-116.

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47
2009Credit Risk Models. (2009). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:37-68.

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30
2012A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Valavanis, Stavros ; Flood, Mark ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296.

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27
2010CEO Compensation. (2010). Jenter, Dirk ; Frydman, Carola. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:75-102.

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23
2009Finance and Inequality: Theory and Evidence. (2009). Levine, Ross ; Demirguc-Kunt, Asli ; Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318.

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21
2009Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381.

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17
2011The Consequences of Financial Innovation: A Counterfactual Research Agenda. (2011). Lerner, Josh ; Tufano, Peter . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:41-85.

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16
2010Ambiguity and Asset Markets. (2010). Epstein, Larry ; Schneider, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346.

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15
2009Volatility Derivatives. (2009). Carr, Peter ; Lee, Roger . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:319-339.

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14
2011A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345.

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10
2011Carry Trade and Momentum in Currency Markets. (2011). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535.

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9
2009Capital Market-Driven Corporate Finance. (2009). Baker, Malcolm. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:181-205.

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9
2012Shadow Banking Regulation. (2012). Ashcraft, Adam ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:99-140.

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9
2010Shareholder Voting and Corporate Governance. (2010). Yermack, David . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125.

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7
The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360.

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7
2009Financial Contracting: A Survey of Empirical Research and Future Directions. (2009). Sufi, Amir ; Roberts, Michael. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:207-226.

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6
2010Asset Allocation. (2010). Wachter, Jessica. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:175-206.

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6
2009Modeling Financial Crises and Sovereign Risks. (2009). Gray, Dale F.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:117-144.

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5
2009Consumer Finance. (2009). Tufano, Peter . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:227-248.

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5
2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). BORIO, Claudio. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117.

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4
2010Investment Performance Evaluation. (2010). Ferson, Wayne E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:207-234.

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4
2012Commodity Investing. (2012). Tang, Ke ; Rouwenhorst, K.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:447-467.

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4
2011Financial Intermediary Balance Sheet Management. (2011). Adrian, Tobias ; Shin, Hyun Song . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307.

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4
2010Limits of Arbitrage. (2010). Vayanos, Dimitri ; Gromb, Denis. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275.

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4
2009What Decision Neuroscience Teaches Us About Financial Decision Making. (2009). Bossaerts, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:383-404.

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4
2009Life-Cycle Finance and the Design of Pension Plans. (2009). Rindisbacher, Marcel ; Bodie, Zvi ; Jérôme Detemple, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:249-286.

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4
2012Economic Activity of Firms and Asset Prices. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:361-384.

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4
2011Banking Crises: A Review. (2011). Laeven, Luc. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:17-40.

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4
2010Portfolio Theory: As I Still See It. (2010). Markowitz, Harry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:1-23.

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4
Inflation-Indexed Bonds and the Expectations Hypothesis. (2011). Viceira, Luis ; Pflueger, Carolin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:139-158.

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3
2012Regime Changes and Financial Markets. (2012). Ang, Andrew ; Timmermann, Allan . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337.

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3
2011The Economics of Credit Default Swaps. (2011). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:235-257.

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3
2010Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:25-47.

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3
2011Predictability of Returns and Cash Flows. (2011). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491.

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3
2012Corporate Finance and Financial Institutions. (2012). Flannery, Mark. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:233-253.

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3
2011Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts. (2011). Wermers, Russ . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:537-574.

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2
2011Microfinance and Social Investment. (2011). Morduch, Jonathan ; Conning, Jonathan . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:407-434.

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2
2012Consumption-Based Asset Pricing Models. (2012). Mehra, Rajnish. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:385-409.

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2
2011The Origins and Evolution of the Market for Mortgage-Backed Securities. (2011). McConnell, John J. ; Buser, Stephen A.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:173-192.

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2
2010Martingale Pricing. (2010). Back, Kerry . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:235-250.

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2
2011Global Asset Pricing. (2011). Lewis, Karen K.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:435-466.

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2
2010Risk Management. (2010). Jorion, Philippe. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:347-365.

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2
2012Closed-End Funds: A Survey. (2012). Cherkes, Martin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:431-445.

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1
2011Money Markets. (2011). Goodfriend, Marvin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:119-137.

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1
2009An Enjoyable Life Puzzling Over Modern Finance Theory. (2009). Samuelson, Paul. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:19-35.

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1
2012Sovereign and Financial-Sector Risk: Measurement and Interactions. (2012). Malone, Samuel ; Gray, Dale F.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:297-312.

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1
2010Privatization and Finance. (2010). Megginson, William . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:145-174.

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1
2011Finance and Governance in Developing Economies. (2011). Morck, Randall. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:375-406.

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1
2010Cross-Sectional Asset Pricing Tests. (2010). Zhou, Guofu ; Schaumburg, Ernst ; Jagannathan, Ravi. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:49-74.

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1

Citing documents used to compute impact factor 20:

YearTitleSee
2014Determinants of financial distress in u.s. large bank holding companies. (2014). Zhang, Zhichao ; Lu, Xiangyun ; Xie, Li. In: MPRA Paper. RePEc:pra:mprapa:53545.

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[Citation Analysis]
2014Learning from peers stock prices and corporate investment. (2014). foucault, thierry ; Fresard, Laurent . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:554-577.

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[Citation Analysis]
2014Real Effects of Investment Banking Relationships: Evidence from the Financial Crisis. (2014). Oesch, David ; Walter, Ingo ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:05.

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[Citation Analysis]
2014Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities. (2014). Zhou, Yinggang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:216-228.

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[Citation Analysis]
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand. (2014). Yang, Lu ; Hamori, Shigeyuki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:145-155.

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[Citation Analysis]
2014Extreme-quantile tracking for financial time series. (2014). Chavez-Demoulin, V. ; Sardy, S. ; Embrechts, P.. In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:44-52.

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[Citation Analysis]
2014Partial correlation analysis: Applications for financial markets. (2014). Vodenska, Irena ; Huang, Xuqing ; Kenett, Dror Y. ; Stanley, Eugene H. ; Havlin, Shlomo . In: Papers. RePEc:arx:papers:1402.1405.

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[Citation Analysis]
2014Mapping systemic risk: critical degree and failures distribution in financial networks. (2014). Magdanz, James S. ; Gupta, Agam ; Stoll, Brady ; Smerlak, Matteo . In: Papers. RePEc:arx:papers:1402.4783.

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[Citation Analysis]
2014An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Bravo-Benitez, Bernardo ; Alexandrova-Kabadjova, Biliana . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:40:y:2014:i:c:p:242-265.

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[Citation Analysis]
2014Systemic importance of financial institutions: regulations, research, open issues, proposals. (2014). Bonollo, Michele ; Riccaboni, Massimo ; Pammolli, Fabio ; Flori, Andrea ; Crimaldi, Irene . In: Working Papers. RePEc:ial:wpaper:2/2014.

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[Citation Analysis]
2014Macroprudential oversight, risk communication and visualization. (2014). Sarlin, Peter . In: Papers. RePEc:arx:papers:1404.4550.

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[Citation Analysis]
2014Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties. (2014). Menkveld, Albert J.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140065.

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[Citation Analysis]
2014Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710.

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[Citation Analysis]
2014Fertility Choice in a Life Cycle Model with Idiosyncratic Uninsurable Earnings Risk. (2014). Sommer, Kamila . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-32.

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[Citation Analysis]
2014Machines vs. Machines: High Frequency Trading and Hard Information. (2014). Huh, Yesol . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-33.

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[Citation Analysis]
2014Model Risk of Risk Models. (2014). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-34.

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[Citation Analysis]
2014Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Gungor, Sermin ; Sierra, Jesus . In: Working Papers. RePEc:bca:bocawp:14-3.

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[Citation Analysis]
2014On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings. (2014). Schumacher, Ingmar. In: Working Papers. RePEc:ipg:wpaper:2014-051.

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[Citation Analysis]
2014On the self-fulfilling prophecy of changes in sovereign ratings. (2014). Schumacher, Ingmar. In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:351-356.

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[Citation Analysis]
2014Automated Liquidity Provision. (2014). Michayluk, David ; Gerig, Austin . In: Research Paper Series. RePEc:uts:rpaper:345.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Implications of the Dodd-Frank Act. (2012). Richardson, Matthew ; Acharya, Viral V.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:1-38.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012115.

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[Citation Analysis]
2012Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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[Citation Analysis]
2012Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: CAMA Working Papers. RePEc:een:camaaa:2012-47.

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[Citation Analysis]
2012Shadow banking: a review of the literature. (2012). Ashcraft, Adam ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:580.

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[Citation Analysis]
2012A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: NBER Working Papers. RePEc:nbr:nberwo:17975.

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[Citation Analysis]
2012Who Ran on Repo?. (2012). Metrick, Andrew ; Gorton, Gary B.. In: NBER Working Papers. RePEc:nbr:nberwo:18455.

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[Citation Analysis]
2012Sold below value? Why some targets accept very low and even negative takeover premiums.. (2012). Weitzel, Utz ; Kling, Gerhard. In: MPRA Paper. RePEc:pra:mprapa:42832.

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[Citation Analysis]
2012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: Working Papers. RePEc:tas:wpaper:15473.

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[Citation Analysis]
2012.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Federal policy responses to the 2007-2009 credit crunch in the US. (2011). Goczek, ukasz . In: Equilibrium. RePEc:cpn:umkequ:2011:v3:2.

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[Citation Analysis]
2011Leaning Against the Wind and the Timing of Monetary Pollicy. (2011). Demertzis, Maria ; Agur, Itai. In: DNB Working Papers. RePEc:dnb:dnbwpp:303.

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[Citation Analysis]
2011The New Economics of Capital Controls Imposed for Prudential Reasons*. (2011). Korinek, Anton. In: IMF Working Papers. RePEc:imf:imfwpa:11/298.

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[Citation Analysis]
2011European Financial Supervision: The Long Road to Reform. (2011). Wolner-Rolhuber, Katharina ; Pointner, Wolfgang . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2011:i:3:b:4.

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[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.