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

New York University, Leonard N. Stern School Finance Department Working Paper Seires / New York University, Leonard N. Stern School of Business-

[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
19950.161133600110.09
199610.2303120.0614211010.030.09
19970.190.25485110.13254316050.090.08
19980.20.2256141280.240384170110.20.12
19990.330.2779220770.353761103616.7230.290.15
20000.30.3714234760.32109135414.930.210.14
20010.540.3872411140.471399350060.860.17
20020.760.392411170.490211600.19
20032.430.422411230.51071700.19
20040.432411260.520000.19
20050.452411230.510000.23
20060.462411320.550000.2
20070.4241900.370000.17
20080.42411030.430000.18
20090.37241620.260000.18
20100.33241520.220000.16
20110.45241710.290000.22
20120.48241390.160000.24
20130.54241360.150000.26
20140.23241150.060000.17
 
 
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
1998The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007.

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190
1996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks. (1996). Madhavan, Ananth ; Roomans, Mark ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-34.

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86
1999Does Option Compensation Increase Managerial Risk Appetite?. (1999). Carpenter, Jennifer. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-076.

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80
1999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-059.

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78
1997Economic News and the Yield Curve: Evidence from the U.S. Treasury Market. (1997). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-005.

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77
1997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Lauterbach, Beni ; Amihud, Yakov ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004.

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67
2001Financial Globalization and Real Regionalization.. (2001). Perri, Fabrizio ; Heathcote, Jonathan. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-11.

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45
2000Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07.

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39
1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081.

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39
2000Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-014.

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38
1997Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks. (1997). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-022.

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38
1996Affine Models of Currency Pricing. (1996). Telmer, Chris ; Backus, David ; Foresi, Silverio . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-9.

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34
2001Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01.

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34
1999The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks. (1999). Lozano-Vivas, Ana ; Lovell, C. ; Kumbhakar, Subal ; HASAN, IFTEKHAR ; C. A. Knox Lovell, ; C. A. Knox Lovell, ; C. A. Knox Lovell, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-064.

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31
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003.

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24
1998Do Investors Care About Sentiment?. (1998). Elton, Edwin J. ; Gruber, Martin J. ; Busse, Jeffrey A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028.

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21
2001Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10.

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21
1999Portfolio Performance and Agency. (1999). Dybvig, Philip ; Carpenter, Jennifer ; Farnsworth, Heber K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-046.

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21
1998Hedge Funds and the Asian Currency Crisis of 1997. (1998). Goetzmann, William ; Brown, Stephen ; Park, James M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-014.

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20
1997The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1997). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-1.

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18
2001The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00.

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17
2001The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07.

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17
1999Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-028.

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15
1999Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-063.

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14
1998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063.

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14
1998The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes. (1998). Ravid, Abraham S. ; Sundgren, S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-054.

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14
1999Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; Kallal, Hedi ; hedi, Hachani. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-036.

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14
1998Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises. (1998). Rosen, Harvey ; Holtz-Eakin, Douglas ; Fluck, Zsuzsanna . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-038.

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13
2000The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Ofek, Eli ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054.

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10
1999Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012.

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10
1998Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-031.

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10
1998How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis ; Christoffersen, Peter. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-080.

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9
1998An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps. (1998). Gupta, Anurag ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-068.

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9
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013.

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9
1997Time-Varying Sharpe Ratios and Market Timing. (1997). Whitelaw, Robert F.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-074.

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8
1999(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-061.

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8
1998CEO Involvement in the Selection of New Board Members: An Empirical Analysis. (1998). Yermack, David ; Shivdasani, Anil . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-059.

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7
1999Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027.

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7
1999Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs. (1999). Brown, Stephen. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-077.

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7
1999Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Kambhu, John ; Bennett, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-083.

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7
1999Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-060.

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7
1996Managerial Entrenchment and Capital Structure Decisions. (1996). Yermack, David ; Ofek, Eli ; Berger, Philip E.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-14.

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7
1997Universal Banking: A Shareholder Value Perspective. (1997). Walter, Ingo . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-40.

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7
1999Regime Shifts and Bond Returns. (1999). Boudoukh, Jacob ; Smith, Tom ; Whitelaw, Robert ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-010.

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7
1999On the Formation and Structure of International Exchanges. (1999). Jorgensen, Bjorn ; Kavajecz, Kenneth A. ; Clayton, Matthew J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-057.

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6
1995Shareholder Proposals and Corporate Governance. (1995). John, Kose ; Klein, April . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-046.

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6
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices. (1999). Basak, Suleyman ; Shapiro, Alexander . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-032.

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6
2001Optimal Brand Umbrella Size.. (2001). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-06.

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6
1997Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3.

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5
2000Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt. (2000). Huang, Jikun ; Acharya, Viral ; SUNDARAM, R. ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-048.

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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.