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

Science & Finance (CFM) working paper archive / Science & Finance, Capital Fund Management

[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
19940.1211013000.05
19950.162302100.09
19960.22520.493010.50.09
19970.250.271250.426941040.570.08
19980.560.22820110.5578954020.250.12
19990.130.2762670.2726152020.330.15
20000.210.37834100.294914333.320.250.14
20010.38539180.462514010.20.17
20020.310.39746130.28961345010.140.19
20030.330.42551220.439124500.19
20040.580.43455280.511012714.30.19
20050.110.45661270.44199100.23
20060.30.46162290.47810333.30.2
20070.570.462300.4807400.17
200820.462290.4701200.18
20090.3762290.470000.18
20100.3362360.580000.16
20110.4562480.770000.22
20120.4862330.530000.24
20130.5462240.390000.26
20140.2362190.310000.17
 
 
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
2002Statistical properties of stock order books: empirical results and models. (2002). Potters, Marc ; Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0203511.

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50
2000Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500026.

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38
1998A Langevin approach to stock market fluctuations and crashes. (1998). Bouchaud, Jean-Philippe ; Cont, Rama . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500027.

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31
1997Herd behavior and aggregate fluctuations in financial markets. (1997). Bouchaud, Jean-Philippe ; Cont, Rama . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500028.

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29
2002More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0210710.

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27
1998Noise dressing of financial correlation matrices. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500051.

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25
1997Scaling in stock market data: stable laws and beyond. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9705087.

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23
2002An introduction to statistical finance. (2002). Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:313238.

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19
1998Rational decisions, random matrices and spin glasses. (1998). Potters, Marc ; Galluccio, Stefano ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500054.

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14
1994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes. (1994). Sornette, Didier ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500040.

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13
2001The leverage effect in financial markets: retarded volatility and market panic. (2001). Potters, Marc ; Matacz, Andrew ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0101120.

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11
2004Random walks, liquidity molasses and critical response in financial markets. (2004). Potters, Marc ; Bouchaud, Jean-Philippe ; Kockelkoren, Julien . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500063.

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10
1999Apparent multifractality in financial time series. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Meyer, Martin . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9906347.

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10
2001Microscopic models for long ranged volatility correlations. (2001). Giardina, Irene ; Mezard, Marc ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500024.

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9
2001More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:29960.

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9
2003Fluctuations and response in financial markets: the subtle nature of `random price changes. (2003). Potters, Marc ; Bouchaud, Jean-Philippe ; Gefen, Yuval ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0307332.

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8
1999Random matrix theory and financial correlations. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500053.

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8
2006Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets. (2006). Potters, Marc ; Bouchaud, Jean-Philippe ; Vettorazzo, Michele ; Wyart, Matthieu ; Kockelkoren, Julien . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500067.

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8
2005Financial Applications of Random Matrix Theory: Old Laces and New Pieces. (2005). Potters, Marc ; Bouchaud, Jean-Philippe ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500058.

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8
1996Financial markets as adaptative systems. (1996). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500037.

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8
1998Elements for a theory of financial risks. (1998). Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500042.

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8
1997Phenomenology of the interest rate curve. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; El-Karoui, Nicole ; SAGNA, Nicolas. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500048.

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7
2005Theory of collective opinion shifts: from smooth trends to abrupt swings. (2005). Bouchaud, Jean-Philippe ; Michard, Quentin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500060.

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7
1997Financial modeling and option theory with the truncated Lévy process. (1997). Matacz, Andrew. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500035.

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6
2002The skewed multifractal random walk with applications to option smiles. (2002). Pochard, Benoit ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0204047.

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5
2000Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500023.

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4
1999An empirical investigation of the forward interest rate term structure. (1999). Matacz, Andrew ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500047.

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4
1999Random matrix theory. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500052.

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4
1997Missing information and asset allocation. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Aguilar, Jean-Pierre. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500045.

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4
2005Trend followers lose more often than they gain. (2005). Potters, Marc ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500065.

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3
2000Hedged Monte-Carlo: low variance derivative pricing with objective probabilities. (2000). Potters, Marc ; Sestovic, Dragan ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500031.

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3
1998Are financial crashes predictable?. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; Laloux, Laurent ; Aguilar, Jean-Pierre. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9804111.

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2
2002Bubbles, crashes and intermittency in agent based market models. (2002). Giardina, Irene ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500022.

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2
1995Real-world options: smile and residual risk. (1995). Iori, Giulia ; Sornette, Didier ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500039.

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2
2000Hedging large risks reduces the transaction costs. (2000). Selmi, Farhat ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500033.

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2
1997Option pricing in the presence of extreme fluctuations. (1997). Potters, Marc ; Sornette, Didier ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500038.

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2
1998Strings Attached. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; El-Karoui, Nicole ; SAGNA, Nicolas. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500049.

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2
2005Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Miceli, Augusta M. ; Laloux, Laurent ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500066.

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2
2000Path dependent option pricing: the path integral partial averaging method. (2000). Matacz, Andrew. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500034.

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1
2003Self-referential behaviour, overreaction and conventions in financial markets. (2003). Bouchaud, Jean-Philippe ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500020.

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1
1996Comment on Turbulent cascades in foreign exchange markets. (1996). Potters, Marc ; Arneodo, Alain ; Cont, Rama ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois ; Sornette, Didier . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9607120.

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1
2000Population dynamics in a random environment. (2000). Giardina, Irene ; Mezard, Marc ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500025.

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1
1999Worst fluctuation method for fast value-at-risk estimates. (1999). Potters, Marc ; Bouchaud, Jean-Philippe . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9909245.

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1
1997Universality classes for extreme value statistics. (1997). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500043.

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1

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.