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

Working Papers / University of Pennsylvania, Wharton School, Weiss Center

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Impact Factor

0.38

5-Years IF

11

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
19990.27000 (%)0.15
20000.364430001 (3.3%)0.14
20011.250.361.254870.88204545 (%)10.250.17
20020.630.370.631980.89148585 (%)330.18
20030.80.391.22312110.921254911 (%)0.18
20040.50.410.83416110.6984212101 (12.5%)0.18
20050.710.431521211317516163 (9.7%)30.60.22
20060.670.450.71425200.8219617123 (14.3%)410.19
20070.440.380.47328130.463894178 (%)310.17
20081.290.381.21533290.8819791923 (%)40.80.17
20091.250.350.81235210.648102117 (%)0.17
201010.320.892863270.43947719171 (1.1%)70.250.15
20110.80.410.7463330.5230244231 (%)0.2
20120.820.460.8263330.5228233831 (%)0.21
20130.490.51265220.34103518 (%)0.22
20140.560.381984220.261223212 (%)20.110.3
 
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
2010Financial Connections and Systemic Risk. (2010). Babus, Ana ; Carletti, Elena . In: Working Papers. RePEc:ecl:upafin:10-20.

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34
2010Transmission of Bank Liquidity Shocks in Loan and Deposit Markets: The Role of Interbank Borrowing and Market Monitoring. (2010). Hryckiewicz, Aneta ; Kowalewski, Oskar ; Tumer-Alkan, Gunseli . In: Working Papers. RePEc:ecl:upafin:10-28.

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18
2008Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Axelson, Ulf . In: Working Papers. RePEc:ecl:upafin:08-1.

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15
2006The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Carrieri, Francesca ; Errunza, Vihang . In: Working Papers. RePEc:ecl:upafin:06-4.

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15
2005International Stock Return Comovements. (2005). Zhang, Xiaoyan . In: Working Papers. RePEc:ecl:upafin:06-3.

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15
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Diebold, Francis X. ; Anderson, Torben G.. In: Working Papers. RePEc:ecl:upafin:02-1.

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14
2007Law and the Market: The Impact of Enforcement. (2007). Coffee, John C.. In: Working Papers. RePEc:ecl:upafin:07-3.

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13
2007Do Foreigners Invest Less in Poorly Governed Firms?. (2007). Warnock, Francis E. ; Lins, Karl V.. In: Working Papers. RePEc:ecl:upafin:07-2.

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13
2007The Corporate Governance Role of the Media: Evidence from Russia. (2007). Dyck, Alexander ; Zingales, Luigi . In: Working Papers. RePEc:ecl:upafin:07-1.

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13
2001The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). YARON, AMIR . In: Working Papers. RePEc:ecl:upafin:01-1.

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12
2005Cost of Capital and Cash Flow Effects of U.S. Cross Listings. (2005). Hail, Luzi . In: Working Papers. RePEc:ecl:upafin:05-2.

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12
2000Using Asset Prices to Measure the Cost of Business Cycles. (2000). Alvarez, Fernando ; Jermann, Urban J.. In: Working Papers. RePEc:ecl:upafin:00-1.

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10
2000Pass-through and Exposure. (2000). Dumas, Bernard ; Marston, Richard C. ; Bodnar, Gordon M.. In: Working Papers. RePEc:ecl:upafin:00-4.

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10
2003Cross-Border Valuation: The International Cost of Equity Capital. (2003). Dumas, Bernard ; Marston, Richard ; Bodnar, Gordon. In: Working Papers. RePEc:ecl:upafin:03-3.

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9
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Dumas, Bernard ; Ruiz, Pierre. In: Working Papers. RePEc:ecl:upafin:00-2.

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8
2010Living Wills as a Catalyst for Action. (2010). Goodhart, Charles ; Avgouleas, Emilios ; Schoenmaker, Dirk . In: Working Papers. RePEc:ecl:upafin:10-09.

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7
2010Do Macro-economic Fundamentals Price Sovereign CDS Spreads of Emerging Economies?. (2010). Plank, Thomas J.. In: Working Papers. RePEc:ecl:upafin:10-5.

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6
2004Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection. (2004). Schill, Michael J.. In: Working Papers. RePEc:ecl:upafin:05-4.

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6
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth). (2001). Brandt, Michael W. ; Santa-Clara, Pedro . In: Working Papers. RePEc:ecl:upafin:01-2.

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5
2010Behavioral Biases of Mutual Fund Investors. (2010). Kumar, Alok ; Bailey, Warren ; Ng, David . In: Working Papers. RePEc:ecl:upafin:10-23.

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4
2014Deposits and Bank Capital Structure. (2014). Allen, Franklin ; Marquez, Robert ; Carletti, Elena . In: Working Papers. RePEc:ecl:upafin:14-08.

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4
2010Dynamic Incentive Accounts. (2010). Edmans, Alex ; Sannikov, Yuliy ; Gabaix, Xavier ; Sadzik, Tomasz . In: Working Papers. RePEc:ecl:upafin:10-19.

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4
2009Transparency, Liquidity, and Valuation: International Evidence. (2009). Lins, Karl V. ; Maffett, Mark ; Lang, Mark . In: Working Papers. RePEc:ecl:upafin:09-3.

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4
2010The African Financial Development Gap. (2010). Carletti, Elena ; Senbet, Lemma ; Qian, Jun . In: Working Papers. RePEc:ecl:upafin:10-18.

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4
2008Securitization, Transparency and Liquidity. (2008). Pagano, Marco ; Volpin, Paolo . In: Working Papers. RePEc:ecl:upafin:09-1.

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4
2005Earnings Management and Cross Listing: Are Reconciled Earnings Comparable to US Earnings?. (2005). Raedy, Jana Smith ; Wilson, Wendy ; Lang, Mark . In: Working Papers. RePEc:ecl:upafin:05-3.

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3
2003The Limits to Dividend Arbitrage: Implications for Cross-Border Investment. (2003). Reed, Adam V. ; Musto, David K. ; Geczy, Christopher C.. In: Working Papers. RePEc:ecl:upafin:03-2.

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3
2010The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008. (2010). Manconi, Alberto ; Massa, Massimo ; Yasuda, Ayako . In: Working Papers. RePEc:ecl:upafin:10-22.

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3
2000A Simple Model of Foreign Exchange Exposure. (2000). Bodnar, Gordan M. ; Marston, Richard C.. In: Working Papers. RePEc:ecl:upafin:00-3.

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3
2001The Size of the Permanent Component of Asset Pricing Kernels. (2001). Alvarez, Fernando ; Jermann, Urban J.. In: Working Papers. RePEc:ecl:upafin:01-4.

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3
2014Credit Access after Consumer Bankruptcy Filing: New Evidence. (2014). Jagtiani, Julapa ; Li, Wenli . In: Working Papers. RePEc:ecl:upafin:14-13.

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3
2010Wind-Down Plans As an Alternative to Bailouts: The Cross-Border Challenges. (2010). Herring, Richard J.. In: Working Papers. RePEc:ecl:upafin:10-08.

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3
2010The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance. (2010). Jagtiani, Julapa ; Lang, William W.. In: Working Papers. RePEc:ecl:upafin:10-12.

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2
2010Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach. (2010). Babbel, David F. ; Dutta, Kabir K.. In: Working Papers. RePEc:ecl:upafin:10-10.

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2
2006International Diversification in the Euro-Zone: The Increasing Riskiness of Industry Portfolios. (2006). Gerard, Bruno ; de Roon, Frans ; Eiling, Esther . In: Working Papers. RePEc:ecl:upafin:06-2.

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2
2014Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support. (2014). Berger, Allen N ; Schaeck, Klaus ; Kick, Thomas . In: Working Papers. RePEc:ecl:upafin:14-07.

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2
2010Diversifying Credit Risk with International Corporate Bonds. (2010). . In: Working Papers. RePEc:ecl:upafin:10-4.

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2
2006Mean-Variance Convergence around the World. (2006). Eun, Cheol S. ; Lee, Jinsoo . In: Working Papers. RePEc:ecl:upafin:06-1.

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2
2004Illiquidity and Closed-End Country Fund Discounts. (2004). Wu, Matthew Qianli ; Xia, Yihong ; JaiN, Ravi . In: Working Papers. RePEc:ecl:upafin:04-3.

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2
2006Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen K.. In: Working Papers. RePEc:ecl:upafin:06-6.

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2
2010Private Equity Fund Returns: Do Managers Actually Leave Money on the Table?. (2010). Yavuz, Deniz M. ; Nanda, Vikram ; Marquez, Robert . In: Working Papers. RePEc:ecl:upafin:10-24.

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1
2014Governance, Risk Management, and Risk-Taking in Banks. (2014). Stulz, Rene M. In: Working Papers. RePEc:ecl:upafin:14-09.

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1
2010Institutional Ownership, Analyst Following and Share Prices. (2010). Fernando, Chitru S. ; Gatchev, Vladimir A. ; Spindt, Paul A.. In: Working Papers. RePEc:ecl:upafin:10-07.

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1
2010Investment and Financing under Reverse Asset Substitution. (2010). . In: Working Papers. RePEc:ecl:upafin:10-2.

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1
2013A Probability-Based Stress Test of Federal Reserve Assets and Income. (2013). Lopez, Jose A. In: Working Papers. RePEc:ecl:upafin:14-01.

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1
2010African Financial Systems: A Review. (2010). Otchere, Isaac ; Senbet, Lemma W.. In: Working Papers. RePEc:ecl:upafin:10-11.

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1
2010In Defense of Much, but Not All, Financial Innovation. (2010). . In: Working Papers. RePEc:ecl:upafin:10-06.

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1
2005Private Benefits of Control, Ownership, and the Cross-Listing Decision. (2005). Karolyi, Andrew G. ; Stulz, Rene M. ; Lins, Karl V. ; Miller, Darius ; Doidge, Craig . In: Working Papers. RePEc:ecl:upafin:05-1.

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1
2015Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry. (2015). Adam, Tim R ; Salas, Jesus M ; Fernando, Chitru S. In: Working Papers. RePEc:ecl:upafin:15-07.

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1
2010How Important Are Foreign Ownership Linkages for International Stock Returns?. (2010). Ng, David ; Bartram, Sohnke M. ; Griffin, John . In: Working Papers. RePEc:ecl:upafin:10-21.

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1

50 most relevant documents in this series:

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

YearTitleCited
2010Financial Connections and Systemic Risk. (2010). Babus, Ana ; Carletti, Elena . In: Working Papers. RePEc:ecl:upafin:10-20.

Full description at Econpapers || Download paper

14
2010Transmission of Bank Liquidity Shocks in Loan and Deposit Markets: The Role of Interbank Borrowing and Market Monitoring. (2010). Hryckiewicz, Aneta ; Kowalewski, Oskar ; Tumer-Alkan, Gunseli . In: Working Papers. RePEc:ecl:upafin:10-28.

Full description at Econpapers || Download paper

13
2014Deposits and Bank Capital Structure. (2014). Allen, Franklin ; Marquez, Robert ; Carletti, Elena . In: Working Papers. RePEc:ecl:upafin:14-08.

Full description at Econpapers || Download paper

4
2003Cross-Border Valuation: The International Cost of Equity Capital. (2003). Dumas, Bernard ; Marston, Richard ; Bodnar, Gordon. In: Working Papers. RePEc:ecl:upafin:03-3.

Full description at Econpapers || Download paper

3
2014Credit Access after Consumer Bankruptcy Filing: New Evidence. (2014). Jagtiani, Julapa ; Li, Wenli . In: Working Papers. RePEc:ecl:upafin:14-13.

Full description at Econpapers || Download paper

3
2010Do Macro-economic Fundamentals Price Sovereign CDS Spreads of Emerging Economies?. (2010). Plank, Thomas J.. In: Working Papers. RePEc:ecl:upafin:10-5.

Full description at Econpapers || Download paper

3
2007Law and the Market: The Impact of Enforcement. (2007). Coffee, John C.. In: Working Papers. RePEc:ecl:upafin:07-3.

Full description at Econpapers || Download paper

3
2001The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). YARON, AMIR . In: Working Papers. RePEc:ecl:upafin:01-1.

Full description at Econpapers || Download paper

3
2010The African Financial Development Gap. (2010). Carletti, Elena ; Senbet, Lemma ; Qian, Jun . In: Working Papers. RePEc:ecl:upafin:10-18.

Full description at Econpapers || Download paper

2
2010Living Wills as a Catalyst for Action. (2010). Goodhart, Charles ; Avgouleas, Emilios ; Schoenmaker, Dirk . In: Working Papers. RePEc:ecl:upafin:10-09.

Full description at Econpapers || Download paper

2
2010Behavioral Biases of Mutual Fund Investors. (2010). Kumar, Alok ; Bailey, Warren ; Ng, David . In: Working Papers. RePEc:ecl:upafin:10-23.

Full description at Econpapers || Download paper

2
2014Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support. (2014). Berger, Allen N ; Schaeck, Klaus ; Kick, Thomas . In: Working Papers. RePEc:ecl:upafin:14-07.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee
2014Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness. (2014). Opdyke, J. D.. In: Papers. RePEc:arx:papers:1406.0389.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment. (2014). Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:14.

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.