[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]
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  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 |
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Most cited documents in this series:
Year | Title | Cited |
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1963 | The Variation of Certain Speculative Prices. (1963). Mandelbrot, Benoît. In: The Journal of Business. RePEc:ucp:jnlbus:v:36:y:1963:p:394. Full description at Econpapers || Download paper | 709 |
1986 | Economic Forces and the Stock Market.. (1986). Roll, Richard ; Chen, Nai-fu ; Ross, Stephen A. In: The Journal of Business. RePEc:ucp:jnlbus:v:59:y:1986:i:3:p:383-403. Full description at Econpapers || Download paper | 694 |
1995 | Relationship Lending and Lines of Credit in Small Firm Finance.. (1995). Udell, Gregory ; Berger, Allen. In: The Journal of Business. RePEc:ucp:jnlbus:v:68:y:1995:i:3:p:351-81. Full description at Econpapers || Download paper | 545 |
1987 | Parsimonious Modeling of Yield Curves.. (1987). Nelson, Charles ; Siegel, Andrew F. In: The Journal of Business. RePEc:ucp:jnlbus:v:60:y:1987:i:4:p:473-89. Full description at Econpapers || Download paper | 382 |
1961 | Dividend Policy, Growth, and the Valuation of Shares. (1961). Modigliani, Franco ; Miller, Merton. In: The Journal of Business. RePEc:ucp:jnlbus:v:34:y:1961:p:411. Full description at Econpapers || Download paper | 377 |
1986 | The Hubris Hypothesis of Corporate Takeovers.. (1986). Roll, Richard. In: The Journal of Business. RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:197-216. Full description at Econpapers || Download paper | 340 |
1986 | Rational Choice and the Framing of Decisions.. (1986). Kahneman, Daniel ; Tversky, Amos . In: The Journal of Business. RePEc:ucp:jnlbus:v:59:y:1986:i:4:p:s251-78. Full description at Econpapers || Download paper | 325 |
1985 | Evaluating Natural Resource Investments.. (1985). Schwartz, Eduardo S ; Brennan, Michael J. In: The Journal of Business. RePEc:ucp:jnlbus:v:58:y:1985:i:2:p:135-57. Full description at Econpapers || Download paper | 307 |
1978 | Prices of State-contingent Claims Implicit in Option Prices.. (1978). Breeden, Douglas T ; Litzenberger, Robert H. In: The Journal of Business. RePEc:ucp:jnlbus:v:51:y:1978:i:4:p:621-51. Full description at Econpapers || Download paper | 302 |
1972 | Capital Market Equilibrium with Restricted Borrowing.. (1972). Black, Fischer . In: The Journal of Business. RePEc:ucp:jnlbus:v:45:y:1972:i:3:p:444-55. Full description at Econpapers || Download paper | 281 |
1990 | The Exchange-Rate Exposure of U.S. Multinationals.. (1990). Jorion, Philippe. In: The Journal of Business. RePEc:ucp:jnlbus:v:63:y:1990:i:3:p:331-45. Full description at Econpapers || Download paper | 233 |
1980 | The Extreme Value Method for Estimating the Variance of the Rate of Return.. (1980). Parkinson, Michael. In: The Journal of Business. RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:61-65. Full description at Econpapers || Download paper | 232 |
2001 | Forecasting Bankruptcy More Accurately: A Simple Hazard Model.. (2001). Shumway, Tyler . In: The Journal of Business. RePEc:ucp:jnlbus:v:74:y:2001:i:1:p:101-24. Full description at Econpapers || Download paper | 226 |
1986 | Fairness and the Assumptions of Economics.. (1986). Thaler, Richard ; Knetsch, Jack ; Kahneman, Daniel. In: The Journal of Business. RePEc:ucp:jnlbus:v:59:y:1986:i:4:p:s285-300. Full description at Econpapers || Download paper | 223 |
2000 | Managerial Decisions and Long-Term Stock Price Performance.. (2000). Stafford, Erik ; Mitchell, Mark L. In: The Journal of Business. RePEc:ucp:jnlbus:v:73:y:2000:i:3:p:287-329. Full description at Econpapers || Download paper | 211 |
1981 | On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills.. (1981). merton, robert ; Henriksson, Roy D. In: The Journal of Business. RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:513-33. Full description at Econpapers || Download paper | 199 |
2005 | Market Integration and Contagion. (2005). Harvey, Campbell ; Bekaert, Geert ; Ng, Angela. In: The Journal of Business. RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:39-70. Full description at Econpapers || Download paper | 198 |
1999 | Earnings Management to Exceed Thresholds.. (1999). Zeckhauser, Richard ; Degeorge, Francois ; Patel, Jayendu. In: The Journal of Business. RePEc:ucp:jnlbus:v:72:y:1999:i:1:p:1-33. Full description at Econpapers || Download paper | 189 |
1990 | The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One.. (1990). Startz, Richard ; Nelson, Charles. In: The Journal of Business. RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s125-40. Full description at Econpapers || Download paper | 169 |
1989 | Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings.. (1989). Titman, Sheridan ; Grinblatt, Mark. In: The Journal of Business. RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:393-416. Full description at Econpapers || Download paper | 156 |
2002 | The Fine Structure of Asset Returns: An Empirical Investigation. (2002). Geman, Helyette ; Carr, Peter . In: The Journal of Business. RePEc:ucp:jnlbus:v:75:y:2002:i:2:p:305-332. Full description at Econpapers || Download paper | 150 |
1999 | The Government as Venture Capitalist: The Long-Run Impact of the SBIR Program.. (1999). Lerner, Josh. In: The Journal of Business. RePEc:ucp:jnlbus:v:72:y:1999:i:3:p:285-318. Full description at Econpapers || Download paper | 148 |
1991 | The Survival of Noise Traders in Financial Markets.. (1991). Waldmann, Robert ; Shleifer, Andrei ; DeLong, James. In: The Journal of Business. RePEc:ucp:jnlbus:v:64:y:1991:i:1:p:1-19. Full description at Econpapers || Download paper | 147 |
1986 | Salaries and Piece Rates.. (1986). Lazear, Edward. In: The Journal of Business. RePEc:ucp:jnlbus:v:59:y:1986:i:3:p:405-31. Full description at Econpapers || Download paper | 147 |
1980 | On the Estimation of Security Price Volatilities from Historical Data.. (1980). Garman, Mark B ; Klass, Michael J. In: The Journal of Business. RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:67-78. Full description at Econpapers || Download paper | 145 |
1965 | Mutual Fund Performance. (1965). Sharpe, William. In: The Journal of Business. RePEc:ucp:jnlbus:v:39:y:1965:p:119. Full description at Econpapers || Download paper | 139 |
1987 | Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage.. (1987). French, Kenneth ; Fama, Eugene. In: The Journal of Business. RePEc:ucp:jnlbus:v:60:y:1987:i:1:p:55-73. Full description at Econpapers || Download paper | 136 |
1981 | The Speculative Efficiency Hypothesis.. (1981). Bilson, John ; Bilson, John F O, . In: The Journal of Business. RePEc:ucp:jnlbus:v:54:y:1981:i:3:p:435-51. Full description at Econpapers || Download paper | 132 |
1981 | Day of the Week Effects and Asset Returns.. (1981). Gibbons, Michael R ; Hess, Patrick. In: The Journal of Business. RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:579-96. Full description at Econpapers || Download paper | 131 |
1991 | Why Investors Value Multinationality.. (1991). Morck, Randall ; Yeung, Bernard . In: The Journal of Business. RePEc:ucp:jnlbus:v:64:y:1991:i:2:p:165-87. Full description at Econpapers || Download paper | 130 |
2001 | An EBIT-Based Model of Dynamic Capital Structure.. (2001). Leland, Hayne ; Ju, Nengjiu ; Goldstein, Robert . In: The Journal of Business. RePEc:ucp:jnlbus:v:74:y:2001:i:4:p:483-512. Full description at Econpapers || Download paper | 129 |
1974 | Special Information and Insider Trading.. (1974). Jaffe, Jeffrey F. In: The Journal of Business. RePEc:ucp:jnlbus:v:47:y:1974:i:3:p:410-28. Full description at Econpapers || Download paper | 128 |
1989 | Nonlinear Dynamics and Stock Returns.. (1989). Scheinkman, Jose ; Lebaron, Blake. In: The Journal of Business. RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:311-37. Full description at Econpapers || Download paper | 128 |
2006 | EMU and European Stock Market Integration. (2006). priestley, richard ; Malliaropulos, Dimitrios ; HARDOUVELIS, GIKAS. In: The Journal of Business. RePEc:ucp:jnlbus:v:79:y:2006:i:1:p:365-392. Full description at Econpapers || Download paper | 121 |
1989 | Scoring the Leading Indicators.. (1989). Rudebusch, Glenn ; Diebold, Francis. In: The Journal of Business. RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:369-91. Full description at Econpapers || Download paper | 120 |
2000 | Stock Market Openings: Experience of Emerging Economies.. (2000). Kim, Han E ; Singal, Vijay . In: The Journal of Business. RePEc:ucp:jnlbus:v:73:y:2000:i:1:p:25-66. Full description at Econpapers || Download paper | 118 |
2005 | The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications. (2005). Sironi, Andrea ; Resti, Andrea ; Altman, Edward I. ; Brady, Brooks. In: The Journal of Business. RePEc:ucp:jnlbus:v:78:y:2005:i:6:p:2203-2228. Full description at Econpapers || Download paper | 109 |
1989 | Testing for Nonlinear Dependence in Daily Foreign Exchange Rates.. (1989). Hsieh, David A. In: The Journal of Business. RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:339-68. Full description at Econpapers || Download paper | 107 |
Does Arbitrage Flatten Demand Curves for Stocks?. (2002). Zhuravskaya, Ekaterina ; Wurgler, Jeffrey. In: The Journal of Business. RePEc:ucp:jnlbus:v:75:y:2002:i:4:p:583-608. Full description at Econpapers || Download paper | 106 | |
1996 | The Persistence of Risk-Adjusted Mutual Fund Performance.. (1996). Blake, Christopher R ; Gruber, Martin J ; Elton, Edwin J. In: The Journal of Business. RePEc:ucp:jnlbus:v:69:y:1996:i:2:p:133-57. Full description at Econpapers || Download paper | 104 |
1980 | A Theory of Self-enforcing Agreements.. (1980). Telser, L G. In: The Journal of Business. RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:27-44. Full description at Econpapers || Download paper | 102 |
1989 | Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts.. (1989). Akgiray, Vedat . In: The Journal of Business. RePEc:ucp:jnlbus:v:62:y:1989:i:1:p:55-80. Full description at Econpapers || Download paper | 102 |
1985 | Stock Prices and Economic News.. (1985). Pearce, Douglas ; Roley, Vance V. In: The Journal of Business. RePEc:ucp:jnlbus:v:58:y:1985:i:1:p:49-67. Full description at Econpapers || Download paper | 101 |
1997 | Business Cycles for G7 and European Countries.. (1997). Osborn, Denise ; Kontolemis, Zenon ; artis, michael. In: The Journal of Business. RePEc:ucp:jnlbus:v:70:y:1997:i:2:p:249-79. Full description at Econpapers || Download paper | 101 |
1985 | International Portfolio Diversification with Estimation Risk.. (1985). Jorion, Philippe. In: The Journal of Business. RePEc:ucp:jnlbus:v:58:y:1985:i:3:p:259-78. Full description at Econpapers || Download paper | 101 |
1974 | A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices.. (1974). Gonedes, Nicholas J ; Blattberg, Robert C. In: The Journal of Business. RePEc:ucp:jnlbus:v:47:y:1974:i:2:p:244-80. Full description at Econpapers || Download paper | 100 |
1990 | The Variance Gamma (V.G.) Model for Share Market Returns.. (1990). Madan, Dilip B ; Seneta, Eugene . In: The Journal of Business. RePEc:ucp:jnlbus:v:63:y:1990:i:4:p:511-24. Full description at Econpapers || Download paper | 99 |
1978 | Deposit Insurance and Bank Regulation: A Partial-Equilibrium Exposition.. (1978). Wallace, Neil ; Kareken, John H. In: The Journal of Business. RePEc:ucp:jnlbus:v:51:y:1978:i:3:p:413-38. Full description at Econpapers || Download paper | 98 |
1989 | Insider Trading, Liquidity, and the Role of the Monopolist Specialist.. (1989). Glosten, Lawrence R. In: The Journal of Business. RePEc:ucp:jnlbus:v:62:y:1989:i:2:p:211-35. Full description at Econpapers || Download paper | 97 |
1993 | Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns.. (1993). Titman, Sheridan ; Grinblatt, Mark. In: The Journal of Business. RePEc:ucp:jnlbus:v:66:y:1993:i:1:p:47-68. Full description at Econpapers || Download paper | 96 |
Citing documents used to compute impact factor 0:
Year | Title | See |
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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.