null
Impact Factor
0.23
5-Years IF
11
5-Years H index
null
Impact Factor
0.23
5-Years IF
11
5-Years H index
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2006 | Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616. Full description at Econpapers || Download paper | 43 |
2 | 2009 | Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902. Full description at Econpapers || Download paper | 28 |
3 | 2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701. Full description at Econpapers || Download paper | 23 |
4 | 2008 | The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802. Full description at Econpapers || Download paper | 22 |
5 | 2009 | Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers || Download paper | 22 |
6 | 2007 | Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722. Full description at Econpapers || Download paper | 15 |
7 | 2007 | Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705. Full description at Econpapers || Download paper | 14 |
8 | 2006 | Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636. Full description at Econpapers || Download paper | 12 |
9 | 2006 | Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609. Full description at Econpapers || Download paper | 12 |
10 | 2009 | Dragon-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 | 12 |
11 | 2007 | Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735. Full description at Econpapers || Download paper | 11 |
12 | 2006 | An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626. Full description at Econpapers || Download paper | 10 |
13 | Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840. Full description at Econpapers || Download paper | 10 | |
14 | 2010 | Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025. Full description at Econpapers || Download paper | 10 |
15 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers || Download paper | 9 | |
16 | 2006 | Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608. Full description at Econpapers || Download paper | 9 |
17 | Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144. Full description at Econpapers || Download paper | 8 | |
18 | 2009 | Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941. Full description at Econpapers || Download paper | 8 |
19 | 2010 | The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017. Full description at Econpapers || Download paper | 8 |
20 | 2008 | A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812. Full description at Econpapers || Download paper | 8 |
21 | 2009 | Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927. Full description at Econpapers || Download paper | 8 |
22 | 2006 | Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607. Full description at Econpapers || Download paper | 7 |
23 | 2006 | Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630. Full description at Econpapers || Download paper | 7 |
24 | 2009 | Gibratâs law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940. Full description at Econpapers || Download paper | 7 |
25 | 2005 | The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603. Full description at Econpapers || Download paper | 7 |
26 | 2010 | Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018. Full description at Econpapers || Download paper | 6 |
27 | 2008 | Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814. Full description at Econpapers || Download paper | 6 |
28 | 2010 | Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009. Full description at Econpapers || Download paper | 6 |
29 | 2010 | The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020. Full description at Econpapers || Download paper | 6 |
30 | 2006 | A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers || Download paper | 6 |
31 | 2008 | Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817. Full description at Econpapers || Download paper | 6 |
32 | On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113. Full description at Econpapers || Download paper | 6 | |
33 | 2009 | Short Selling Regulation after the Financial Crisis â First Principles Revisited. (2009). Wagner, Alexander ; GRUENEWALD, Seraina ; Weber, Rolf H.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0928. Full description at Econpapers || Download paper | 5 |
34 | The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811. Full description at Econpapers || Download paper | 5 | |
35 | 2008 | Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810. Full description at Econpapers || Download paper | 5 |
36 | 2008 | Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839. Full description at Econpapers || Download paper | 5 |
37 | 2006 | Why Do the Swiss Rent?. (2006). Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0704. Full description at Econpapers || Download paper | 4 |
38 | 2008 | Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834. Full description at Econpapers || Download paper | 4 |
39 | 2005 | What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619. Full description at Econpapers || Download paper | 4 |
40 | 2009 | Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803. Full description at Econpapers || Download paper | 4 |
41 | 2007 | Why Firms Purchase Property Insurance?. (2007). Ehling, Paul ; Aunon-Nerin, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716. Full description at Econpapers || Download paper | 4 |
42 | 2010 | Bank Bailout Menus. (2010). Nyborg, Kjell ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024. Full description at Econpapers || Download paper | 4 |
43 | 2010 | Why Ratings Matter: Evidence from Lehmans Index Rating Rule Change. (2010). Schuerhoff, Norman ; Lookman, Aziz A. ; Chen, Zhihua ; Schurhoff, Norman ; Seppi, Duane J.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1030. Full description at Econpapers || Download paper | 3 |
44 | 2009 | A Consistent Model of âExplosiveâFinancial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, LI. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914. Full description at Econpapers || Download paper | 3 |
45 | 2008 | Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836. Full description at Econpapers || Download paper | 3 |
46 | 2006 | House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620. Full description at Econpapers || Download paper | 3 |
47 | 2008 | Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820. Full description at Econpapers || Download paper | 3 |
48 | 2008 | Frailty Correlated Default. (2008). Duffie, Darrell ; ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844. Full description at Econpapers || Download paper | 3 |
49 | 2009 | Equilibrium Driven by Discounted Dividend Volatility. (2009). Malamud, Semyon ; Cvitanic, Jaksa. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0934. Full description at Econpapers || Download paper | 3 |
50 | 2010 | Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices. (2010). Schmedders, Karl ; Kubler, Felix. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1021. Full description at Econpapers || Download paper | 3 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2009 | Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902. Full description at Econpapers || Download paper | 16 |
2 | 2007 | An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701. Full description at Econpapers || Download paper | 16 |
3 | 2007 | Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705. Full description at Econpapers || Download paper | 12 |
4 | 2009 | Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers || Download paper | 11 |
5 | 2009 | Dragon-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 | 7 |
6 | Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers || Download paper | 7 | |
7 | 2007 | Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735. Full description at Econpapers || Download paper | 6 |
8 | 2006 | Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616. Full description at Econpapers || Download paper | 5 |
9 | 2010 | Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009. Full description at Econpapers || Download paper | 4 |
10 | Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144. Full description at Econpapers || Download paper | 4 | |
11 | 2008 | A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812. Full description at Econpapers || Download paper | 4 |
12 | 2010 | The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017. Full description at Econpapers || Download paper | 4 |
13 | 2009 | Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941. Full description at Econpapers || Download paper | 3 |
14 | 2010 | Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018. Full description at Econpapers || Download paper | 3 |
15 | 2006 | A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers || Download paper | 3 |
16 | How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (). Efing, Matthias ; Herpfer, Christoph ; Fahlenbrach, Rudiger ; Kruger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565. Full description at Econpapers || Download paper | 3 | |
17 | 2010 | Bank Bailout Menus. (2010). Nyborg, Kjell ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024. Full description at Econpapers || Download paper | 3 |
18 | 2008 | Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817. Full description at Econpapers || Download paper | 3 |
19 | 2008 | Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834. Full description at Econpapers || Download paper | 3 |
20 | 2008 | Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840. Full description at Econpapers || Download paper | 2 |
21 | 2005 | What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619. Full description at Econpapers || Download paper | 2 |
22 | 2006 | Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636. Full description at Econpapers || Download paper | 2 |
23 | 2008 | Implied Volatility at Expiration. (2008). Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0804. Full description at Econpapers || Download paper | 2 |
24 | 2006 | House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620. Full description at Econpapers || Download paper | 2 |
25 | 2010 | Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025. Full description at Econpapers || Download paper | 2 |
26 | 2009 | Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927. Full description at Econpapers || Download paper | 2 |
27 | 2008 | The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802. Full description at Econpapers || Download paper | 2 |
28 | 2009 | Gibratâs law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940. Full description at Econpapers || Download paper | 2 |
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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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team