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

Rodney L. White Center for Financial Research Working Papers / Wharton School Rodney L. White Center for Financial Research

[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
19900.060.093333160.486231056030.090.04
19910.060.094275180.24183855010.020.05
19920.050.0934109150.14188754010.030.06
19930.080.127136420.3166766020.070.05
19940.110.1235171370.224161700.05
19950.110.1629200840.42491627090.310.09
19960.450.2232231390.624156429010.040.09
19970.630.2212441360.5641523300.08
19980.340.22362801460.522634415050.140.12
19990.190.27373171760.56148571118.290.240.15
20000.480.37223392650.7836733522.920.090.14
20010.410.38293682640.72495924010.030.17
20020.120.39283962330.5912516010.040.19
20030.040.423962430.61057200.19
20040.070.433963160.8028200.19
20050.453963380.850000.23
20060.463962800.710000.2
20070.43962670.670000.17
20080.43962560.650000.18
20090.373962240.570000.18
20100.333962220.560000.16
20110.453962200.560000.22
20120.483962300.580000.24
20130.543962330.590000.26
20140.23396970.240000.17
 
 
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
1990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90.

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536
1995Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95.

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402
1995Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95.

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362
1996Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96.

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266
1996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96.

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164
1991A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-91.

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100
1989Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89.

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100
1989Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89.

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90
1998The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98.

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87
1998The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98.

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87
1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67.

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86
1998Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69.

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69
1990The Origins of Banking Panics: Models, Facts, and Bank Regulation. (1990). Gorton, Gary ; Calomiris, Charles. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-90.

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64
1985The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85.

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63
1985The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85.

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61
1996Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96.

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52
1983Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83.

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49
1987Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87.

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49
1996Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95.

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48
1983The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83.

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47
1983The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83.

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47
1987Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-87.

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45
1989Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89.

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45
1991Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-91.

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41
1998The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98.

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41
1992A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too Big-to-Fail Doctrine.. (1992). Mester, Loretta ; Hughes, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:25-92.

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39
1988Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model. (1988). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-88.

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39
1998The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98.

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38
1995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95.

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38
1998The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68.

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38
1992Stock Markets and Resource Allocation.. (1992). Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-92.

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38
1988Portfolio Performance Evaluation: Old Issues and New Insights. (1988). Titman, Sheridan ; Grinblatt, Mark. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-88.

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37
1996General Properties of Option Prices.. (1996). Wiener, Zvi ; Grundy, B. D. ; Bergman, Yaacov Z.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-96.

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37
1991Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013). (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-91.

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35
1999Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation. (1999). Wachter, Jessica ; Metrick, Andrew ; Baks, Klaas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:18-99.

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35
1992What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92.

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35
1985Investment Banking, Reputation and the Underpricing of Initial Public Offerings. (1985). Ritter, Jay ; Beatty, Randolph P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-85.

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33
2001The High Volume Return Premium. (2001). Gervais, Simon ; Mingelgrin, Dan ; KANIEL, RON . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99.

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32
1995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95.

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31
1997Learning To Be Overconfident.. (1997). Gervais, Simon ; Odean, Terrance . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-97.

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25
1980On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80.

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22
1981Private Discrimination and Social Intervention in Competitive Labor Markets. (1981). Startz, Richard ; Lundberg, Shelly. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:19-81.

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21
1992On the Predictability of Common Stock Returns: World-Wide Evidence (Revised: 22-94). (1992). Keim, Donald ; hawawini, gabriel ; Kein, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:23-92.

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21
1993A Unified Model of Investment Under Uncertainty.. (1993). Eberly, Janice ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-93.

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19
1992Finite Bubbles with Short Sale Constraints and Asymmetric Information. (1992). Postlewaite, Andrew ; Morris, Stephen ; Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:16-92.

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19
1987Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87.

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19
1998A Theory of Dividends Based on Tax Clienteles. (1998). welch, ivo ; Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-98.

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18
1985Dividend Yields and Stock Returns: Implications of Abnormal January Returns. (1985). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-85.

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17
1988Adverse Risk Incentives and the Design of Performance-Based Contracts. (1988). Titman, Sheridan ; Grinblatt, Mark. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:21-88.

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17
Optimal Dealer Pricing Under Transactions and Return Uncertainty. (). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:27-79.

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17

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.