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

Algorithmic Finance / IOS Press

[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
19990.27000000.15
20000.37000000.14
20010.38000000.17
20020.39000000.19
20030.42000000.19
20040.43000000.19
20050.45000000.23
20060.46000000.2
20070.4000000.17
20080.4000000.18
20090.37000000.18
20100.33000000.16
20110.455520.450020.40.22
20120.20.48510.205100.24
20130.40.5461140.36552020.330.26
20140.50.2351630.1906300.17
 
 
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
20134
2011Forecasting prices from level-I quotes in the presence of hidden liquidity. (2011). Avellaneda, Marco ; Stoikov, Sasha ; Reed, Josh . In: Algorithmic Finance. RePEc:ris:iosalg:0004.

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3
2011Binomial options pricing has no closed-form solution. (2011). Georgiadis, Evangelos . In: Algorithmic Finance. RePEc:ris:iosalg:0002.

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1
20131
2011Efficient greek estimation in generic swap-rate market models. (2011). Joshi, Mark ; Yang, Chao . In: Algorithmic Finance. RePEc:ris:iosalg:0003.

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1

Citing documents used to compute impact factor 3:

YearTitleSee
2014Do Google Trend data contain more predictability than price returns?. (2014). Challet, Damien ; Ahmed Bel Hadj Ayed, . In: Papers. RePEc:arx:papers:1403.1715.

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[Citation Analysis]
2014VPIN and the Flash Crash: A rejoinder. (2014). Easley, David ; Lopez de Prado, Marcos M., ; O'Hara, Maureen . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:47-52.

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[Citation Analysis]
2014Reflecting on the VPIN dispute. (2014). Andersen, Torben ; Bondarenko, Oleg . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:53-64.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Reflecting on the VPN Dispute. (2013). Andersen, Torben ; Bondarenko, Oleg . In: CREATES Research Papers. RePEc:aah:create:2013-42.

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[Citation Analysis]
2013Assessing Measures of Order Flow Toxicity via Perfect Trade Classification. (2013). Andersen, Torben ; Bondarenko, Oleg . In: CREATES Research Papers. RePEc:aah:create:2013-43.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance. (2011). Homescu, Cristian . In: Papers. RePEc:arx:papers:1107.1831.

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[Citation Analysis]
2011Order book dynamics in liquid markets: limit theorems and diffusion approximations. (2011). De Larrard, Adrien ; Cont, Rama . In: Working Papers. RePEc:hal:wpaper:hal-00672274.

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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.