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

CRSP working papers / Center for Research in Security Prices, Graduate School of Business, University of Chicago

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Impact Factor

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5-Years IF

28

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
19900.080100 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.1111209002 (1%)0.05
199540.1541441414 (%)0.1
199630.1931331313 (%)0.09
19970.2678131.63114016 (%)10.140.08
19980.290.2111220231.1548972883 (%)70.580.12
19991.260.271.751030531.77154192420353 (1.9%)60.60.15
20002.450.362.111411222.9827922542961 (%)70.640.14
20012.10.361.952431613.746421444078 (%)210.17
20023.310.372.14431914.4413434290 (%)0.18
200350.392.77431904.422103597 (%)0.18
20040.411.61432245.2102337 (%)0.18
20050.432.62432616.0701334 (%)0.22
20060.452.5432185.07025 (%)0.19
20070.38431784.1400 (%)0.17
20080.38431754.0700 (%)0.17
20090.35431844.2800 (%)0.17
20100.3243952.2100 (%)0.15
20110.41431774.1200 (%)0.2
20120.4643811.8800 (%)0.21
20130.4943671.5600 (%)0.22
20140.5643471.0900 (%)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
1994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1994). . In: CRSP working papers. RePEc:wop:chispw:412.

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209
A Theory of Bank Capital. (). . In: CRSP working papers. RePEc:wop:chispw:363.

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159
1998The Paradox of Liquidity. (1998). Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

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158
The Cost of Diversity: The Diversification Discount and Inefficient Investment.. (). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:463.

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151
The Cost of Diversity: The Diversification Discount and Inefficient Investment. (). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:357.

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150
1998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:486.

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128
2000In Search of New Foundations. (2000). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:515.

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105
1997Do Changes in Dividends Signal the Future or the Past?. (1997). Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

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99
1998A Frictionless View of U.S. Inflation. (1998). . In: CRSP working papers. RePEc:wop:chispw:479.

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83
Financial Dependence and Growth. (). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:344.

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78
1999New Facts in Finance. (1999). . In: CRSP working papers. RePEc:wop:chispw:490.

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75
2000Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts. (2000). . In: CRSP working papers. RePEc:wop:chispw:513.

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74
1998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

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71
What Determines Firm Size?. (). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:496.

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63
Forecasting Profitability and Earnings.. (). . In: CRSP working papers. RePEc:wop:chispw:456.

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49
Forecasting Profitability and Earnings. (). . In: CRSP working papers. RePEc:wop:chispw:358.

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49
2000The Role of Social Capital in Financial Development. (2000). . In: CRSP working papers. RePEc:wop:chispw:511.

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44
Information Acquisition in Financial Markets. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:360.

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40
2001The Great Reversals: The Politics of Financial Development in the 20th Century. (2001). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:526.

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37
How Does Information Quality Affect Stock Returns?. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:361.

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36
How Does Information Quality Affect Stock Returns?.. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:462.

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35
Legal Determinants of External Finance,. (). Vishny, Robert W.. In: CRSP working papers. RePEc:wop:chispw:324.

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35
Characteristics, Covariances, and Average Returns: 1929 to 1997. (). Davis, James L.. In: CRSP working papers. RePEc:wop:chispw:359.

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33
Portfolio Selection and Asset Pricing Models.. (). PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:498.

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32
Portfolio Selection and Asset Pricing Models. (). PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:356.

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31
Information Acquisition in Financial Markets.. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:484.

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31
Investment Plans and Stock Returns.. (). Lamont, Owen . In: CRSP working papers. RePEc:wop:chispw:488.

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31
1999Portfolio Advice for a Multifactor World. (1999). . In: CRSP working papers. RePEc:wop:chispw:491.

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29
2000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Willen, Paul . In: CRSP working papers. RePEc:wop:chispw:523.

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28
2001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:525.

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27
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level. (1998). . In: CRSP working papers. RePEc:wop:chispw:478.

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25
1998The Governance of the New Enterprise. (1998). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:487.

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24
Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests. (). . In: CRSP working papers. RePEc:wop:chispw:459.

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23
Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications.. (). . In: CRSP working papers. RePEc:wop:chispw:518.

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22
The Diversification Discount: Cash Flows vs. Returns.. (). Lamont, Owen . In: CRSP working papers. RePEc:wop:chispw:504.

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17
Liquidity Risk and Expected Stock Returns. (). PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:531.

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17
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Brav, Alon ; Geczy, Christopher C.. In: CRSP working papers. RePEc:wop:chispw:505.

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15
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.. (). MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:510.

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14
Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (). MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:362.

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14
Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act. (). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:325.

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13
Characteristics, Covariances, and Average Returns: 1929-1997.. (). Davis, James . In: CRSP working papers. RePEc:wop:chispw:471.

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12
2000Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms. (2000). Strahan, Philip E. ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:512.

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12
1997Managerial Decisions and Long-Term Stock Price Performance. (1997). Mitchell, Mark L.. In: CRSP working papers. RePEc:wop:chispw:453.

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11
Prospect Theory and Asset Prices.. (). HUANG, Ming ; Santos, Tano ; Barberis, Nicholas . In: CRSP working papers. RePEc:wop:chispw:494.

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9
1999Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations. (1999). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:493.

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9
The Equity Premium.. (). . In: CRSP working papers. RePEc:wop:chispw:522.

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8
1999Organization Design. (1999). Raviv, Artur . In: CRSP working papers. RePEc:wop:chispw:499.

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8
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?.. (). . In: CRSP working papers. RePEc:wop:chispw:509.

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8
2000Rational Panics and Stock Market Crashes. (2000). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:483.

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8
1999Comparing Asset Pricing Models: An Investment Perspective. (1999). PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:497.

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6

50 most relevant documents in this series:

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

YearTitleCited
1998The Paradox of Liquidity. (1998). Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

Full description at Econpapers || Download paper

29
1997Do Changes in Dividends Signal the Future or the Past?. (1997). Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

Full description at Econpapers || Download paper

21
2000In Search of New Foundations. (2000). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:515.

Full description at Econpapers || Download paper

21
1998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:486.

Full description at Econpapers || Download paper

17
1998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

Full description at Econpapers || Download paper

15
1999New Facts in Finance. (1999). . In: CRSP working papers. RePEc:wop:chispw:490.

Full description at Econpapers || Download paper

10
2000The Role of Social Capital in Financial Development. (2000). . In: CRSP working papers. RePEc:wop:chispw:511.

Full description at Econpapers || Download paper

7
A Theory of Bank Capital. (). . In: CRSP working papers. RePEc:wop:chispw:363.

Full description at Econpapers || Download paper

4
2000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Willen, Paul . In: CRSP working papers. RePEc:wop:chispw:523.

Full description at Econpapers || Download paper

4
1998Is it Better to Forgive than to Receive? Repudiation of the Gold Indexation Clause in Long-Term Debt During the Great Depression. (1998). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:481.

Full description at Econpapers || Download paper

4
1999Portfolio Advice for a Multifactor World. (1999). . In: CRSP working papers. RePEc:wop:chispw:491.

Full description at Econpapers || Download paper

4
1998A Frictionless View of U.S. Inflation. (1998). . In: CRSP working papers. RePEc:wop:chispw:479.

Full description at Econpapers || Download paper

3
2001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:525.

Full description at Econpapers || Download paper

3
2001The Great Reversals: The Politics of Financial Development in the 20th Century. (2001). Zingales, Luigi . In: CRSP working papers. RePEc:wop:chispw:526.

Full description at Econpapers || Download paper

2
1998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level. (1998). . In: CRSP working papers. RePEc:wop:chispw:478.

Full description at Econpapers || Download paper

2
1998Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets. (1998). SA-REQUEJO, JESS. In: CRSP working papers. RePEc:wop:chispw:430.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

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YearTitleSee

10 most frequent citing series:

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SeriesCited

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.