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

Swiss Finance Institute Research Paper Series / Swiss Finance Institute

[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
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27010000.15
20000.371101000.14
20010.38100100.17
20020.391201100.19
20030.42210.50100.19
20040.43210.50100.19
20050.453581.670010.330.23
20060.330.464045130.2990310100.250.2
20070.30.43075140.19394313010.030.17
20080.210.446121210.17697015010.020.18
20090.240.3742163390.24747618090.210.18
20100.310.3326189430.233888273.720.080.16
20110.380.45189710.380682600.22
20120.310.48189600.32026800.24
20130.54189350.190000.26
20140.23189150.080000.17
 
 
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
2006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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20
2008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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17
2009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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15
2007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

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15
2006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

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12
2006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

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11
2009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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9
2006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

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9
2008Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

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8
2010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; OSTBERG, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

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8
2009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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8
On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

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6
2006Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607.

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6
2008Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

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6
2009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Hugonnier, Julien ; Trubowitz, Eugene . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

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6
2008Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839.

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6
The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811.

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6
2007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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6
2009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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6
2010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

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5
2009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Pisarenko, V. ; Sornette, D.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

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5
2005The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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5
2009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Chernozhukov, Victor ; GAGLIARDINI, Patrick . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

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4
2008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

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4
2006Why Do the Swiss Rent?. (2006). Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0704.

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4
2009Short Selling Regulation after the Financial Crisis – First Principles Revisited. (2009). Wagner, Alexander ; GRUENEWALD, Seraina ; Weber, Rolf H.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0928.

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4
2006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, P.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

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4
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices. (2010). Schmedders, Karl ; Kubler, Felix. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1021.

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4
2007Asset Pricing, Habit Memory, and the Labor Market. (2007). Jaccard, Ivan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0723.

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3
2007Why Firms Purchase Property Insurance?. (2007). Ehling, Paul ; Aunon-Nerin, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716.

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3
Collateral Requirements and Asset Prices. (). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1110.

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3
2007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Bossaerts, Peter ; Plott, Charles . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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3
2009An Empirical Analysis of Alternative Portfolio Selection Criteria. (2009). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0906.

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3
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; FRANZONI, FRANCESCO . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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3
2010Self-Fulfilling Risk Panics. (2010). Tille, Cedric ; Bacchetta, Philippe ; JUTTNER, Matthias P. ; HAEFELI, Mario ; van Wincoop, Eric . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1032.

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3
2007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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3
2008Frailty Correlated Default. (2008). Duffie, Darrell ; ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844.

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3
2006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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3
2008Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810.

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3
2010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Fahlenbrach, Ruediger ; Low, Angie ; Stulz, Rene M.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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3
2010Why Ratings Matter: Evidence from Lehmans Index Rating Rule Change. (2010). Schuerhoff, Norman ; Lookman, Aziz A. ; Chen, Zhihua ; Schurhoff, Norman ; SEPPI, Duane J.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1030.

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3
2008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

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3
2006The Economic Value of Distributional Timing. (2006). Rockinger, Michael ; Jondeau, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:0635.

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2
2008Implied Volatility at Expiration. (2008). Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0804.

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2
2006House Prices, Real Estate Returns and the Business Cycle. (2006). Jaccard, Ivan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0637.

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2
2009Survival and Evolutionary Stability of the Kelly Rule. (2009). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0932.

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2
2008Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820.

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2
2010Three Solutions to the Pricing Kernel Puzzle. (2010). REICHLIN, Christian ; Hens, Thorsten . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1014.

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2
2010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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2
2009A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, Li. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914.

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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.