providing citation data for Economics since 2001
[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]
Raw data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 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:
| Year | Title | Cited |
|---|---|---|
| 2005 | Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen ; Chan, Leunglung ; Elliott, Robert J.. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers || Download paper | 37 |
| 2009 | A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers || Download paper | 31 |
| 2005 | Relative arbitrage in volatility-stabilized markets. (2005). Karatzas, Ioannis ; Fernholz, Robert . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers || Download paper | 23 |
| 2005 | A risk assessment model for banks. (2005). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers || Download paper | 22 |
| 2005 | Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Jin, Hehui ; Kurz, Mordecai . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147. Full description at Econpapers || Download paper | 20 |
| 2005 | On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers || Download paper | 19 |
| 2010 | The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). Rasonyi, Miklos ; Schachermayer, Walter ; Guasoni, Paolo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers || Download paper | 17 |
| 2008 | Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa ; Zapatero, Fernando . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers || Download paper | 15 |
| 2009 | Entrepreneurship and firm heterogeneity with limited enforcement. (2009). Monge-Naranjo, Alexander. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494. Full description at Econpapers || Download paper | 12 |
| 2005 | American options: the EPV pricing model. (2005). Boyarchenko, Svetlana ; Levendorskii, Sergei . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292. Full description at Econpapers || Download paper | 12 |
| 2010 | Irreversible investment and discounting: an arbitrage pricing approach. (2010). Thijssen, Jacco. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315. Full description at Econpapers || Download paper | 10 |
| 2006 | A Time Series Analysis of Financial Fragility in the UK Banking System. (2006). Tsomocos, Dimitrios ; Goodhart, Charles ; Sunirand, Pojanart . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21. Full description at Econpapers || Download paper | 10 |
| 2009 | Entrepreneurship in macroeconomics. (2009). Quadrini, Vincenzo . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311. Full description at Econpapers || Download paper | 9 |
| 2006 | Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia. (2006). Fan, Min. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285. Full description at Econpapers || Download paper | 9 |
| 2010 | Robust consumption and portfolio choice for time varying investment opportunities. (2010). Liu, Hening . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers || Download paper | 9 |
| 2008 | Who controls Allianz?. (2008). Shorish, Jamsheed ; Ritzberger, Klaus ; Lang, Larry ; Dorofeenko, Victor . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103. Full description at Econpapers || Download paper | 8 |
| 2006 | The Discounted Economic Stock of Money with VAR Forecasting. (2006). Keating, John ; Barnett, William ; Chae, Unja. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258. Full description at Econpapers || Download paper | 8 |
| 2010 | A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers || Download paper | 8 |
| 2008 | Short-term relative arbitrage in volatility-stabilized markets. (2008). Banner, Adrian ; Fernholz, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers || Download paper | 7 |
| 2006 | Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers || Download paper | 7 |
| 2007 | An equilibrium approach to financial stability analysis: the Colombian case. (2007). Saade Ospina, AgustÃn ; Estrada, Dairo ; Osorio, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105. Full description at Econpapers || Download paper | 7 |
| 2009 | Small caps in international equity portfolios: the effects of variance risk. (2009). Nicodano, Giovanna ; Guidolin, Massimo. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48. Full description at Econpapers || Download paper | 7 |
| 2006 | Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. (2006). Osterrieder, Jrg ; Rheinlnder, Thorsten. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301. Full description at Econpapers || Download paper | 7 |
| 2005 | On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market. (2005). Plott, Charles R. ; Barner, Martin ; Feri, Francesco . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107. Full description at Econpapers || Download paper | 7 |
| 2007 | Financial distress, bankruptcy law and the business cycle. (2007). Suarez, Javier ; Sussman, Oren . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:5-35. Full description at Econpapers || Download paper | 7 |
| 2008 | Capital market equilibrium without riskless assets: heterogeneous expectations. (2008). Won, D. ; Yannelis, N. ; Hahn, G.. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:2:p:183-195. Full description at Econpapers || Download paper | 7 |
| 2008 | Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. (2008). Bayraktar, Erhan ; Young, Virginia . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429. Full description at Econpapers || Download paper | 7 |
| 2009 | Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers || Download paper | 7 |
| 2007 | Pursuing financial stability under an inflation-targeting regime. (2007). BÃ¥rdsen, Gunnar ; Akram, Qaisar ; Brdsen, Gunnar ; Lindquist, Kjersti-Gro . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153. Full description at Econpapers || Download paper | 6 |
| 2006 | Stochastic equilibria for economies under uncertainty with intertemporal substitution. (2006). Riedel, Frank ; Martins-da-Rocha, V. Filipe. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:101-122. Full description at Econpapers || Download paper | 6 |
| 2012 | Stochastic volatility and stochastic leverage. (2012). Veraart, Almut. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233. Full description at Econpapers || Download paper | 6 |
| 2006 | The modified mixture of distributions model: a revisit. (2006). Fong, Wai ; Wong, Wing. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178. Full description at Econpapers || Download paper | 6 |
| 2009 | Small firms in the SSBF. (2009). Villamil, Anne ; Herranz, Neus ; Krasa, Stefan . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359. Full description at Econpapers || Download paper | 6 |
| 2009 | A conversation with 590 Nascent Entrepreneurs. (2009). De Nardi, Mariacristina ; Campbell, Jeffrey. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340. Full description at Econpapers || Download paper | 6 |
| 2007 | Maximum likelihood estimation of the double exponential jump-diffusion process. (2007). Ramezani, Cyrus ; Zeng, Yong . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:4:p:487-507. Full description at Econpapers || Download paper | 5 |
| 2005 | Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law. (2005). Mayer, Colin ; Fluck, Zsuzsanna . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:349-378. Full description at Econpapers || Download paper | 5 |
| 2007 | Switching to a poor business activity: optimal capital structure, agency costs and covenant rules. (2007). Décamps, Jean-Paul ; DJEMBISSI, Bertrand ; Dcamps, Jean-Paul. In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:3:p:389-409. Full description at Econpapers || Download paper | 5 |
| 2010 | On dividend restrictions and the collapse of the interbank market. (2010). Tsomocos, Dimitrios ; Peiris, Udara ; Vardoulakis, A. ; Goodhart, C.. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473. Full description at Econpapers || Download paper | 5 |
| 2008 | Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation. (2008). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Yang, Xiaoguang . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:3:p:345-367. Full description at Econpapers || Download paper | 5 |
| 2005 | Junior must pay: pricing the implicit put in privatizing Social Security. (2005). Mehra, Rajnish ; Constantinides, George ; Donaldson, J. B.. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34. Full description at Econpapers || Download paper | 4 |
| 2007 | A multicriteria discrimination approach for the credit rating of Asian banks. (2007). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Doumpos, Michael . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367. Full description at Econpapers || Download paper | 4 |
| 2006 | Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von NeumannâGale Model. (2006). Evstigneev, Igor ; Dempster, M. ; Taksar, M.. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:4:p:327-355. Full description at Econpapers || Download paper | 4 |
| 2009 | Self-employment rates and business size: the roles of occupational choice and credit market frictions. (2009). Athreya, Kartik ; Akyol, Ahmet. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:495-519. Full description at Econpapers || Download paper | 4 |
| 2006 | Common Shocks and Relative Compensation. (2006). Quinzii, Martine ; Magill, Michael. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:4:p:407-420. Full description at Econpapers || Download paper | 4 |
| 2007 | Towards a measure of financial fragility. (2007). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, Charles ; Aspachs, Oriol . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:37-74. Full description at Econpapers || Download paper | 4 |
| 2005 | The non-neutrality of debt in investment timing: a new NPV rule. (2005). Sabarwal, Tarun. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:433-445. Full description at Econpapers || Download paper | 4 |
| 2008 | Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration. (2008). Fabozzi, Frank ; Sun, Wei ; Rachev, Svetlozar ; Kalev, Petko . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:2:p:217-241. Full description at Econpapers || Download paper | 4 |
| 2010 | Macroeconomics of bank interest spreads: evidence from Brazil. (2010). Souza-Sobrinho, Nelson. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32. Full description at Econpapers || Download paper | 4 |
| 2010 | The decline of calendar seasonality in the Australian stock exchange, 1958â2005. (2010). Worthington, Andrew. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:421-433. Full description at Econpapers || Download paper | 3 |
| 2013 | Pricing of payment cards, competition, and efficiency: a possible guide for SEPA. (2013). Bolt, Wilko ; Schmiedel, Heiko . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:1:p:5-25. Full description at Econpapers || Download paper | 3 |
Citing documents used to compute impact factor 6:
| Year | Title | See |
|---|---|---|
| 2014 | Continuous-Time Portfolio Optimisation for a Behavioural Investor with
Bounded Utility on Gains. (2014). Mikl'os R'asonyi, ; Rodrigues, Andrea Meireles . In: Papers. RePEc:arx:papers:1309.0362. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Intergenerational Risk-Sharing through Funded Pensions and Public Debt. (2014). Romp, Ward ; Ponds, Eduard ; Beetsma, Roel ; Damiaan H. J. Chen, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4624. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the hedging of options on exploding exchange rates. (2014). Carr, Peter ; Ruf, Johannes ; Fisher, Travis . In: Finance and Stochastics. RePEc:spr:finsto:v:18:y:2014:i:1:p:115-144. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Performance evaluation of optimized portfolio insurance strategies. (2014). Zieling, Daniel ; Balder, Sven ; Mahayni, Antje . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:212-225. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:20-26. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Two price economies in continuous time. (2014). Madan, Dilip ; Schoutens, Wim ; Pistorius, Martijn ; Yor, Marc ; Eberlein, Ernst . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:1:p:71-100. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
| Year | Title | See |
|---|---|---|
| 2013 | Capital distribution and portfolio performance in the mean-field Atlas
model. (2013). Jourdain, Benjamin ; Reygner, Julien . In: Papers. RePEc:arx:papers:1312.5660. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Competition in bank-provided payment services. (2013). Bolt, Wilko ; Humphrey, David . In: Working Paper Series. RePEc:ecb:ecbwps:20131539. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Pricing participating products with Markov-modulated jumpâdiffusion process: An efficient numerical PIDE approach. (2013). Fard, Farzad Alavi ; Siu, Tak Kuen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:712-721. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Competition in bank-provided payment services. (2013). Bolt, Wilko ; Humphrey, David . In: Working Papers. RePEc:fip:fedpwp:13-17. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Capital distribution and portfolio performance in the mean-field Atlas model. (2013). Jourdain, Benjamin ; Reygner, Julien . In: Working Papers. RePEc:hal:wpaper:hal-00921151. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Card versus cash: empirical evidence of the impact of payment card interchange fees on end usersâ choice of payment methods. (2013). Ardizzi, Guerino . In: MPRA Paper. RePEc:pra:mprapa:48088. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | A probabilistic numerical method for optimal multiple switching problem
and application to investments in electricity generation. (2012). Pham, Huyen ; Ren'e A"id, ; Nicolas Langren'e, ; Campi, Luciano . In: Papers. RePEc:arx:papers:1210.8175. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation. (2012). Pham, Huyen ; Aid, Rene ; Langrene, Nicolas ; Campi, Luciano . In: Working Papers. RePEc:hal:wpaper:hal-00747229. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?. (2012). Correia-da-Silva, Joao ; Faria, Gonalo ; João Correia-da-Silva, ; João Correia-da-Silva, . In: FEP Working Papers. RePEc:por:fepwps:472. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Fundamental theorems of asset pricing for piecewise semimartingales of
stochastic dimension. (2011). Strong, Winslow. In: Papers. RePEc:arx:papers:1112.5340. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Introduction to the special issue on ownership, control and regulation. (2011). Bagnoli, Mark ; Watts, Susan . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:4:p:425-427. Full description at Econpapers || Download paper | [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.