Citations ranking for series: Finance / EconWPA

CitEc is a RePEc service
providing citation data for Economics since 2001

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

Finance / EconWPA

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Impact Factor

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5-Years IF

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
1990		0.08			0	1			0		0		(%)			0.05
1991		0.08			0				0		0		(%)			0.05
1992		0.09			0	1			0		0		(%)			0.05
1993		0.1		3	3	1	0.33	2	0		0		(%)			0.05
1994		0.11		8	11	2	0.18	22	3		3		(%)			0.05
1995	0.09	0.15	0.09	14	25	6	0.24	30	11	1	11	1	3 (10%)	2	0.14	0.1
1996	0.05	0.19	0.04	28	53	9	0.17	87	22	1	25	1	5 (5.7%)	6	0.21	0.09
1997	0.07	0.2	0.08	31	84	18	0.21	84	42	3	53	4	5 (6%)	5	0.16	0.08
1998	0.15	0.21	0.12	29	113	19	0.17	303	59	9	84	10	3 (1%)			0.12
1999	0.18	0.27	0.18	24	137	38	0.28	234	60	11	110	20	8 (3.4%)	8	0.33	0.15
2000	0.47	0.36	0.32	10	147	51	0.35	28	53	25	126	40	1 (3.6%)			0.14
2001	0.38	0.36	0.26	26	173	60	0.35	73	34	13	122	32	3 (4.1%)	5	0.19	0.17
2002	0.28	0.37	0.38	58	231	88	0.38	238	36	10	120	45	14 (5.9%)	14	0.24	0.18
2003	0.26	0.39	0.33	111	342	103	0.3	213	84	22	147	49	16 (7.5%)	15	0.14	0.18
2004	0.25	0.41	0.32	272	614	221	0.36	778	169	43	229	74	53 (6.8%)	90	0.33	0.18
2005	0.24	0.43	0.25	257	871	249	0.29	364	383	91	477	117	11 (3%)	37	0.14	0.22
2006	0.16	0.45	0.19	6	877	196	0.22	24	529	87	724	134	(%)			0.19
2007	0.12	0.38	0.17		877	178	0.2		263	31	704	117	(%)			0.17
2008		0.38	0.17		877	180	0.21		6		646	108	(%)			0.17
2009		0.35	0.15		877	169	0.19		0		535	81	(%)			0.17
2010		0.32	0.13		877	142	0.16		0		263	33	(%)			0.15
2011		0.41	0.33		877	162	0.18		0		6	2	(%)			0.2
2012		0.46			877	199	0.23		0		0		(%)			0.21
2013		0.49			877	155	0.18		0		0		(%)			0.22
2014		0.56			877	154	0.18		0		0		(%)			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]

Year	Title	Cited
1998	Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance . In: Finance. RePEc:wpa:wuwpfi:9803001. Full description at Econpapers \|\| Download paper	175
1999	Toeholds and Takeovers. (1999). Bulow, Jeremy ; HUANG, Ming . In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers \|\| Download paper	148
2004	Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404016. Full description at Econpapers \|\| Download paper	75
2004	Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404017. Full description at Econpapers \|\| Download paper	73
2004	Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja . In: Finance. RePEc:wpa:wuwpfi:0403001. Full description at Econpapers \|\| Download paper	71
2002	Asset Pricing Under The Quadratic Class. (2002). . In: Finance. RePEc:wpa:wuwpfi:0207015. Full description at Econpapers \|\| Download paper	67
2005	Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011. Full description at Econpapers \|\| Download paper	66
2004	Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Hou, Kewei ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001. Full description at Econpapers \|\| Download paper	57
1998	Is the Short Rate Drift Actually Nonlinear?. (1998). . In: Finance. RePEc:wpa:wuwpfi:9808005. Full description at Econpapers \|\| Download paper	54
2003	Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). . In: Finance. RePEc:wpa:wuwpfi:0312001. Full description at Econpapers \|\| Download paper	35
1996	Trading Frequency and Event Study Test Specification. (1996). Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002. Full description at Econpapers \|\| Download paper	31
2004	Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404023. Full description at Econpapers \|\| Download paper	30
2002	An Analysis of Hedge Fund Performance. (2002). . In: Finance. RePEc:wpa:wuwpfi:0210001. Full description at Econpapers \|\| Download paper	28
2004	Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). . In: Finance. RePEc:wpa:wuwpfi:0401002. Full description at Econpapers \|\| Download paper	26
2001	The Market Price of Aggregate Risk and the Wealth Distribution. (2001). . In: Finance. RePEc:wpa:wuwpfi:0111004. Full description at Econpapers \|\| Download paper	26
1997	Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Roh, Jae-Sun ; Garcia, Philip . In: Finance. RePEc:wpa:wuwpfi:9712007. Full description at Econpapers \|\| Download paper	25
2004	A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions. (2004). Subrahmanyam, Avanidhar ; DANIEL, KENT D.. In: Finance. RePEc:wpa:wuwpfi:0412006. Full description at Econpapers \|\| Download paper	25
1999	Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). Crepon, Bruno ; Branstetter, Lee . In: Finance. RePEc:wpa:wuwpfi:9902005. Full description at Econpapers \|\| Download paper	24
2003	COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004. Full description at Econpapers \|\| Download paper	23
2004	Consistent high-precision volatility from high-frequency data. (2004). Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005. Full description at Econpapers \|\| Download paper	22
2003	International Evidence on Financial Derivatives Usage. (2003). Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003. Full description at Econpapers \|\| Download paper	22
2004	Does Investor Misvaluation Drive the Takeover Market?. (2004). Dong, Ming ; Richarson, Scott. In: Finance. RePEc:wpa:wuwpfi:0412002. Full description at Econpapers \|\| Download paper	22
2002	Design and Estimation of Quadratic Term Structure Models. (2002). . In: Finance. RePEc:wpa:wuwpfi:0207014. Full description at Econpapers \|\| Download paper	19
2002	Accouting for Biases in Black-Scholes. (2002). Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008. Full description at Econpapers \|\| Download paper	19
1999	When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004. Full description at Econpapers \|\| Download paper	18
2004	Determinants of the loan loss allowance: some cross-country comparisons. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404018. Full description at Econpapers \|\| Download paper	18
2004	Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades. (2004). . In: Finance. RePEc:wpa:wuwpfi:0412003. Full description at Econpapers \|\| Download paper	17
2004	Is Fairly Priced Deposit Insurance Possible?. (2004). Greenbaum, Stuart I.. In: Finance. RePEc:wpa:wuwpfi:0411018. Full description at Econpapers \|\| Download paper	17
2002	Herding and Contrarian Behavior in Financial Markets - An Internet Experiment. (2002). . In: Finance. RePEc:wpa:wuwpfi:0210005. Full description at Econpapers \|\| Download paper	17
2004	Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015. Full description at Econpapers \|\| Download paper	17
2005	Correlation Dynamics in European Equity Markets. (2005). Poti, Valerio . In: Finance. RePEc:wpa:wuwpfi:0507008. Full description at Econpapers \|\| Download paper	16
2002	Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). . In: Finance. RePEc:wpa:wuwpfi:0201003. Full description at Econpapers \|\| Download paper	16
1998	Recovering Risk Aversion from Option Prices and Realized Returns. (1998). . In: Finance. RePEc:wpa:wuwpfi:9803002. Full description at Econpapers \|\| Download paper	15
1999	Innovation and Market Value. (1999). . In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers \|\| Download paper	15
2005	Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Reuter, Jonathan . In: Finance. RePEc:wpa:wuwpfi:0501003. Full description at Econpapers \|\| Download paper	15
2005	Expectations, Bond Yields and Monetary Policy. (2005). . In: Finance. RePEc:wpa:wuwpfi:0512006. Full description at Econpapers \|\| Download paper	15
1998	Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). . In: Finance. RePEc:wpa:wuwpfi:9810003. Full description at Econpapers \|\| Download paper	14
2003	On the Stability of Different Financial Systems. (2003). . In: Finance. RePEc:wpa:wuwpfi:0305008. Full description at Econpapers \|\| Download paper	14
2004	Variance Risk Premia. (2004). Carr, Peter . In: Finance. RePEc:wpa:wuwpfi:0409015. Full description at Econpapers \|\| Download paper	14
2002	Why do European Venture Capital Companies syndicate?. (2002). . In: Finance. RePEc:wpa:wuwpfi:0210006. Full description at Econpapers \|\| Download paper	14
2000	A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions. (2000). . In: Finance. RePEc:wpa:wuwpfi:0004007. Full description at Econpapers \|\| Download paper	14
1994	Chaos and Nonlinear Forecastability in Economics and Finance. (1994). . In: Finance. RePEc:wpa:wuwpfi:9411001. Full description at Econpapers \|\| Download paper	14
2001	An Empirical Comparison of Default Swap Pricing Models. (2001). Vorst, Ton . In: Finance. RePEc:wpa:wuwpfi:0112003. Full description at Econpapers \|\| Download paper	14
2004	Fractional calculus and continuous-time finance. (2004). Mainardi, Francesco ; Gorenflo, Rudolf . In: Finance. RePEc:wpa:wuwpfi:0411007. Full description at Econpapers \|\| Download paper	13
2004	Why Do Firms Smooth Earnings?. (2004). . In: Finance. RePEc:wpa:wuwpfi:0411021. Full description at Econpapers \|\| Download paper	13
2005	Econometric Tests of Asset Price Bubbles: Taking Stock. (2005). . In: Finance. RePEc:wpa:wuwpfi:0504008. Full description at Econpapers \|\| Download paper	13
2004	Optimal stopping made easy. (2004). Levendorskiy, Sergey. In: Finance. RePEc:wpa:wuwpfi:0410016. Full description at Econpapers \|\| Download paper	12
1997	Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-yang . In: Finance. RePEc:wpa:wuwpfi:9702001. Full description at Econpapers \|\| Download paper	12
2001	International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001. Full description at Econpapers \|\| Download paper	12
2006	Portfolio Optimization With Stochastic Dominance Constraints. (2006). . In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers \|\| Download paper	12

50 most relevant documents in this series:

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

Year	Title	Cited
1998	Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance . In: Finance. RePEc:wpa:wuwpfi:9803001. Full description at Econpapers \|\| Download paper	56
2004	Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404016. Full description at Econpapers \|\| Download paper	27
2004	Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404017. Full description at Econpapers \|\| Download paper	27
2005	Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011. Full description at Econpapers \|\| Download paper	26
2004	Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Hou, Kewei ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001. Full description at Econpapers \|\| Download paper	17
1999	Toeholds and Takeovers. (1999). Bulow, Jeremy ; HUANG, Ming . In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers \|\| Download paper	16
2002	Asset Pricing Under The Quadratic Class. (2002). . In: Finance. RePEc:wpa:wuwpfi:0207015. Full description at Econpapers \|\| Download paper	13
2004	Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). . In: Finance. RePEc:wpa:wuwpfi:0401002. Full description at Econpapers \|\| Download paper	13
2004	Determinants of the loan loss allowance: some cross-country comparisons. (2004). . In: Finance. RePEc:wpa:wuwpfi:0404018. Full description at Econpapers \|\| Download paper	8
2005	Portfolio Selection with Two-Stage Preferences. (2005). . In: Finance. RePEc:wpa:wuwpfi:0506009. Full description at Econpapers \|\| Download paper	8
2002	An Analysis of Hedge Fund Performance. (2002). . In: Finance. RePEc:wpa:wuwpfi:0210001. Full description at Econpapers \|\| Download paper	7
2005	A Wavelet Analysis of MENA Stock Markets. (2005). . In: Finance. RePEc:wpa:wuwpfi:0512027. Full description at Econpapers \|\| Download paper	6
2003	On the Stability of Different Financial Systems. (2003). . In: Finance. RePEc:wpa:wuwpfi:0305008. Full description at Econpapers \|\| Download paper	6
2006	Portfolio Optimization With Stochastic Dominance Constraints. (2006). . In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers \|\| Download paper	6
2004	Financial liberalization, saving, investment and growth in MENA countries. (2004). . In: Finance. RePEc:wpa:wuwpfi:0411004. Full description at Econpapers \|\| Download paper	5
2004	Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015. Full description at Econpapers \|\| Download paper	4
2005	Chinaâs banking reform: An assessment of its evolution and possible impact. (2005). Garcia-Herrero, Alicia ; Gavila, Sergio . In: Finance. RePEc:wpa:wuwpfi:0508010. Full description at Econpapers \|\| Download paper	4
2003	COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004. Full description at Econpapers \|\| Download paper	4
2004	Family Matters: The Performance Flow Relationship in the Mutual Fund Industry. (2004). Kempf, Alexander . In: Finance. RePEc:wpa:wuwpfi:0404012. Full description at Econpapers \|\| Download paper	4
1998	Efficient Monte Carlo Pricing of Basket Options. (1998). . In: Finance. RePEc:wpa:wuwpfi:9801001. Full description at Econpapers \|\| Download paper	4
2004	Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). . In: Finance. RePEc:wpa:wuwpfi:0408003. Full description at Econpapers \|\| Download paper	4
2004	Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja . In: Finance. RePEc:wpa:wuwpfi:0403001. Full description at Econpapers \|\| Download paper	4
1998	The Rise and Fall of Bank Control in the United States: 1890-1939. (1998). Simon, Miguel Cantillo. In: Finance. RePEc:wpa:wuwpfi:9803005. Full description at Econpapers \|\| Download paper	4
2004	Risk Analysis in Investment Appraisal. (2004). . In: Finance. RePEc:wpa:wuwpfi:0409020. Full description at Econpapers \|\| Download paper	3
1999	Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). Crepon, Bruno ; Branstetter, Lee . In: Finance. RePEc:wpa:wuwpfi:9902005. Full description at Econpapers \|\| Download paper	3
2004	Does Ownership Structure Influence Firm Value? Evidence from India. (2004). . In: Finance. RePEc:wpa:wuwpfi:0406008. Full description at Econpapers \|\| Download paper	3
2004	Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007. Full description at Econpapers \|\| Download paper	3
1997	Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-yang . In: Finance. RePEc:wpa:wuwpfi:9702001. Full description at Econpapers \|\| Download paper	3
2002	Monetary Conditions and Stock Returns: A South African Case Study. (2002). . In: Finance. RePEc:wpa:wuwpfi:0205002. Full description at Econpapers \|\| Download paper	3
1996	Trading Frequency and Event Study Test Specification. (1996). Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002. Full description at Econpapers \|\| Download paper	3
2005	Credit ratings and the standardised approach to credit risk in Basel II. (2005). . In: Finance. RePEc:wpa:wuwpfi:0509014. Full description at Econpapers \|\| Download paper	3
2005	Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers. (2005). Tusi, Joao ; Da Costa, Newton . In: Finance. RePEc:wpa:wuwpfi:0510030. Full description at Econpapers \|\| Download paper	2
2005	An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta. (2005). . In: Finance. RePEc:wpa:wuwpfi:0507021. Full description at Econpapers \|\| Download paper	2
2005	Co-movements in EU banksâ fragility: a dynamic factor model approach. (2005). Brasili, Andrea . In: Finance. RePEc:wpa:wuwpfi:0411011. Full description at Econpapers \|\| Download paper	2
1998	Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Wei, Anning ; Leuthold, Raymond M.. In: Finance. RePEc:wpa:wuwpfi:9805001. Full description at Econpapers \|\| Download paper	2
1999	Innovation and Market Value. (1999). . In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers \|\| Download paper	2
2005	El Mercado Secundario de Deuda en Chile. (2005). . In: Finance. RePEc:wpa:wuwpfi:0512020. Full description at Econpapers \|\| Download paper	2
2005	Quasi-Real Indexing-- The Pareto-Efficient Solution to Inflation Indexing. (2005). Domian, Dale . In: Finance. RePEc:wpa:wuwpfi:0509017. Full description at Econpapers \|\| Download paper	2
2001	International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001. Full description at Econpapers \|\| Download paper	2
2001	Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001. Full description at Econpapers \|\| Download paper	2
2005	Correlation Dynamics in European Equity Markets. (2005). Poti, Valerio . In: Finance. RePEc:wpa:wuwpfi:0507008. Full description at Econpapers \|\| Download paper	2
2005	Expectations, Bond Yields and Monetary Policy. (2005). . In: Finance. RePEc:wpa:wuwpfi:0512006. Full description at Econpapers \|\| Download paper	2
2005	Corporate governance in Greece: developments and policy implications. (2005). . In: Finance. RePEc:wpa:wuwpfi:0502017. Full description at Econpapers \|\| Download paper	2
2005	Rank Reduction of Correlation Matrices by Majorization. (2005). . In: Finance. RePEc:wpa:wuwpfi:0502006. Full description at Econpapers \|\| Download paper	2
1999	When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004. Full description at Econpapers \|\| Download paper	2
2005	The impact of the 1988 Basel Accord on banks capital ratios and credit risk-taking: an international study. (2005). . In: Finance. RePEc:wpa:wuwpfi:0509013. Full description at Econpapers \|\| Download paper	2
2004	Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6). (2004). . In: Finance. RePEc:wpa:wuwpfi:0407015. Full description at Econpapers \|\| Download paper	2
2004	Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades. (2004). . In: Finance. RePEc:wpa:wuwpfi:0412003. Full description at Econpapers \|\| Download paper	2
2005	Information Theory and Market Behavior. (2005). . In: Finance. RePEc:wpa:wuwpfi:0503009. Full description at Econpapers \|\| Download paper	2
2005	Efficient Rank Reduction of Correlation Matrices. (2005). Grubisic, Igor. In: Finance. RePEc:wpa:wuwpfi:0502007. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

Year	Title	See

Cites in year: CiY

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	MPRA Paper / University Library of Munich, Germany	41
	Energy Economics / Elsevier	15
	Finance / EconWPA	11
	Papers / arXiv.org	9
	NBER Working Papers / National Bureau of Economic Research, Inc	7
	Birkbeck Working Papers in Economics and Finance / Birkbeck, Department of Economics, Mathematics & Statistics	7
	IMF Working Papers / International Monetary Fund	6
	CEPR Discussion Papers / C.E.P.R. Discussion Papers	5
	Journal of Banking & Finance / Elsevier	5
	European Journal of Operational Research / Elsevier	5
	HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology	4

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.

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