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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Swiss Finance Institute Research Paper Series / Swiss Finance Institute

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Impact Factor

0.44

5-Years IF

10

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.270100 (%)0.15
20000.3611100 (%)0.14
20010.36111 (%)0.17
20020.3712111 (%)0.18
20030.390.5210.5121 (%)0.18
20040.41210.512 (%)0.18
20050.433581.6902 (%)10.330.22
20060.330.450.254045140.311113141 (%)110.280.19
20070.330.380.323075150.26143144414 (%)10.030.17
20080.230.380.2546121230.1978701673181 (1.3%)20.040.17
20090.280.350.3242163480.291037621119381 (1%)90.210.17
20100.310.320.2526189440.2352882716141 (%)20.080.15
20110.40.410.35189730.39682718465 (%)0.2
20120.420.460.34189670.35261114449 (%)0.21
20130.490.16189300.16011418 (%)0.22
20140.560.44189550.2906830 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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26
2009Information Percolation with Equilibrium Search Dynamics. (2009). Duffie, Darrell ; Malamud, Semyon ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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24
2008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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19
2009Health and (other) Asset Holdings. (2009). Pelgrin, Florian ; St-Amour, Pascal ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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15
2007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Cassola, Nuno . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

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15
2007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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14
2006Growth and Volatility. (2006). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

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12
2006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

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11
2009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

11
2007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

10
Capital Supply Uncertainty, Cash Holdings, and Investment. (). Morellec, Erwan ; Malamud, Semyon ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

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9
2010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell G. ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

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9
2006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

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9
2006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

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8
Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Desire ; St-Amour, Pascal . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

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8
2007Forecasting EREIT Returns. (2007). SERRANO, Camilo ; Hoesli, Martin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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8
2009Endogenous completeness of diffusion driven equilibrium markets. (2009). Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

Full description at Econpapers || Download paper

8
2009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

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7
2006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Gagliardini, P.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

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7
2009Bank CEO Incentives and the Credit Crisis. (2009). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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7
On the Timing and Pricing of Dividends. (). van Binsbergen, Jules H. ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

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6
2006Bounded Rationality and Asset Pricing. (2006). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607.

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6
2010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Fecht, Falko ; Nyborg, Kjell G. ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

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6
2008Evolutionary Finance. (2008). Evstigneev, Igor V. ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

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6
2008A review of heuristic optimization methods in econometrics. (2008). Gilli, Manfred . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

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6
The executive turnover risk premium. (2008). Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811.

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6
2010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Low, Angie ; Fahlenbrach, Rudiger ; Stulz, Rene M.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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5
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices. (2010). Kubler, Felix ; Schmedders, Karl . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1021.

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5
2008Global Securitized Real Estate Benchmarks and Performance. (2008). SERRANO, Camilo ; Hoesli, Martin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839.

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5
2005The Overhang Hangover. (2005). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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5
2009Short Selling Regulation after the Financial Crisis – First Principles Revisited. (2009). Weber, Rolf H. ; GRUENEWALD, Seraina . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0928.

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5
2010Information Percolation in Segmented Markets. (2010). Duffie, Darrell ; Malamud, Semyon ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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4
2006Why Do the Swiss Rent?. (2006). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0704.

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4
2008Constant-Quality House Price Indexes for Switzerland. (2008). Scognamiglio, Donato ; BOURASSA, Steven C. ; SORMANI, Philippe ; Hoesli, Martin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810.

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4
2006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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4
2007Why Firms Purchase Property Insurance?. (2007). Aunon-Nerin, Daniel ; Ehling, Paul . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716.

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4
2009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Gagliardini, Patrick ; Chernozhukov, Victor . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

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4
2010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander F. ; Chesney, Marc ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

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4
Collateral Requirements and Asset Prices. (). Kubler, Felix ; Grill, Michael ; Schmedders, Karl ; Brumm, Johannes . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1110.

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3
2008Distributed Optimisation of a Portfolios Omega. (2008). SCHUMANN, Enrico ; Gilli, Manfred . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

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3
2009An Empirical Analysis of Alternative Portfolio Selection Criteria. (2009). SCHUMANN, Enrico ; Gilli, Manfred . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0906.

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3
2005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619.

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3
2009A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, LI. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914.

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3
Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM. (). Sornette, Didier ; Malevergne, Yannick ; NI, Xiaohui ; Woehrmann, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1103.

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3
2008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Franzoni, Francesco ; Adrian, Tobias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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3
2010Three Solutions to the Pricing Kernel Puzzle. (2010). REICHLIN, Christian ; Hens, Thorsten . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1014.

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3
2008Implied Volatility at Expiration. (2008). Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0804.

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3
2008Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820.

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3
2008Frailty Correlated Default. (2008). ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume ; Duffie, Darrell . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844.

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3
2007Asset Pricing, Habit Memory, and the Labor Market. (2007). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0723.

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3

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2009Information Percolation with Equilibrium Search Dynamics. (2009). Duffie, Darrell ; Malamud, Semyon ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

15
2007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

8
2007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

8
2009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

8
2007Forecasting EREIT Returns. (2007). SERRANO, Camilo ; Hoesli, Martin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

Full description at Econpapers || Download paper

5
2009Health and (other) Asset Holdings. (2009). Pelgrin, Florian ; St-Amour, Pascal ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

5
2009Endogenous completeness of diffusion driven equilibrium markets. (2009). Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

Full description at Econpapers || Download paper

5
Capital Supply Uncertainty, Cash Holdings, and Investment. (). Morellec, Erwan ; Malamud, Semyon ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

Full description at Econpapers || Download paper

4
2006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

4
2010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell G. ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

Full description at Econpapers || Download paper

3
2010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Low, Angie ; Fahlenbrach, Rudiger ; Stulz, Rene M.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

Full description at Econpapers || Download paper

3
2009Bank CEO Incentives and the Credit Crisis. (2009). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

Full description at Econpapers || Download paper

3
2010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Fecht, Falko ; Nyborg, Kjell G. ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

Full description at Econpapers || Download paper

3
2006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

2
2006The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market. (2006). Nowak, Eric ; Mahr, Till G. ; Rott, Roland . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0611.

Full description at Econpapers || Download paper

2
2010Information Percolation in Segmented Markets. (2010). Duffie, Darrell ; Malamud, Semyon ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

2
2009Equilibrium Driven by Discounted Dividend Volatility. (2009). . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0934.

Full description at Econpapers || Download paper

2
2010Bank Bailout Menus. (2010). Nyborg, Kjell G. ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024.

Full description at Econpapers || Download paper

2
2008Implied Volatility at Expiration. (2008). Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0804.

Full description at Econpapers || Download paper

2
2007Why Firms Purchase Property Insurance?. (2007). Aunon-Nerin, Daniel ; Ehling, Paul . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716.

Full description at Econpapers || Download paper

2
2008A review of heuristic optimization methods in econometrics. (2008). Gilli, Manfred . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

Full description at Econpapers || Download paper

2
2009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

Full description at Econpapers || Download paper

2
2010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander F. ; Chesney, Marc ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

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.