0.06
Impact Factor
0.06
5-Years IF
3
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
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
[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]
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.41 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.43 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2003 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.51 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2005 | 0.54 | 0 | 0 | 0 | (%) | 0.22 | ||||||||||
| 2006 | 0.52 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 0 | 1 | 0 | 0 | (%) | 0.2 | |||||||||
| 2009 | 0.48 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2010 | 0.44 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2011 | 0.53 | 0 | 1 | 0 | 0 | (%) | 0.21 | |||||||||
| 2012 | 0.58 | 0 | 2 | 0 | 0 | (%) | 0.22 | |||||||||
| 2013 | 0.71 | 18 | 18 | 3 | 0.17 | 13 | 0 | 0 | (%) | 1 | 0.06 | 0.25 | ||||
| 2014 | 0.06 | 0.81 | 0.06 | 19 | 37 | 3 | 0.08 | 13 | 18 | 1 | 18 | 1 | (%) | 2 | 0.11 | 0.28 |
| 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 |
|---|---|---|
| 2013 | A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350001-1-1350001-20. Full description at Econpapers || Download paper | 8 |
| 2013 | The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46. Full description at Econpapers || Download paper | 4 |
| 2014 | Blockholder Ownership and Corporate Control: The Role of Liquidity. (2014). Wil liam C. Gerken, . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450003-1-1450003-36. Full description at Econpapers || Download paper | 3 |
| 2014 | Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:p:1450015-1-1450015-50. Full description at Econpapers || Download paper | 3 |
| 2014 | The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450014-1-1450014-53. Full description at Econpapers || Download paper | 2 |
| 2014 | International Capital Flows and Bond Risk Premia. (2014). Sierra, Jesus . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450001-1-1450001-36. Full description at Econpapers || Download paper | 2 |
| 2014 | Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick J.. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450018-1-1450018-44. Full description at Econpapers || Download paper | 1 |
| 2013 | Distinguishing Rational and Behavioral Models of Momentum. (2013). Li, Dongmei . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:03:p:1350014-1-1350014-30. Full description at Econpapers || Download paper | 1 |
| 2014 | Do Local Investors Know More? Evidence from Mutual Fund Location and Investments. (2014). Sulaeman, Johan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:p:1450010-1-1450010-39. Full description at Econpapers || Download paper | 1 |
| 2015 | Equity Trading in the 21st Century: An Update. (2015). Spatt, Chester S. ; Harris, Lawrence E. ; Angel, James J.. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:p:1550002-1-1550002-39. Full description at Econpapers || Download paper | 1 |
| 2014 | Do Equity Markets Favor Credit Market News Over Options Market News?. (2014). Ostrovnaya, Anastasiya ; Berndt, Antje . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:p:1450006-1-1450006-51. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2013 | A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350001-1-1350001-20. Full description at Econpapers || Download paper | 8 |
| 2013 | The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46. Full description at Econpapers || Download paper | 4 |
| 2014 | Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:p:1450015-1-1450015-50. Full description at Econpapers || Download paper | 3 |
| 2014 | Blockholder Ownership and Corporate Control: The Role of Liquidity. (2014). Wil liam C. Gerken, . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450003-1-1450003-36. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 1:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | The forecasting performance of implied volatility index: evidence from India VIX. (2014). Shaikh, Imlak ; Padhi, Puja . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:47:y:2014:i:4:p:251-274. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | U.S. Treasury Auction Yields Before and During Quantitative Easing: Market Factors vs.Auction Specific Factors. (2014). Mann, Catherine L. ; Klachkin, Oren . In: Working Papers. RePEc:brd:wpaper:67. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia . In: Department of Economics (DEMB). RePEc:mod:dembwp:0029. 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.