Citation analysis for New York University, Leonard N. Stern School Finance Department Working Paper Seires / New York University, Leonard N. Stern School of Business-

New York University, Leonard N. Stern School Finance Department Working Paper Seires / New York University, Leonard N. Stern School of Business-

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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 ]
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Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12			0				0		0		(%)			0.06
1995		0.16		1	1	3	3	7	0		0		(%)	1	1	0.1
1996	1	0.2	1	30	31	2	0.06	140	1	1	1	1	1 (%)	1	0.03	0.09
1997	0.16	0.21	0.16	54	85	10	0.12	300	31	5	31	5	2 (%)	5	0.09	0.09
1998	0.15	0.22	0.15	56	141	24	0.17	479	84	13	85	13	4 (%)	11	0.2	0.13
1999	0.34	0.28	0.32	79	220	77	0.35	414	110	37	141	45	12 (2.9%)	24	0.3	0.16
2000	0.35	0.37	0.32	14	234	78	0.33	129	135	47	220	71	4 (3.1%)	3	0.21	0.14
2001	0.56	0.36	0.44	7	241	113	0.47	170	93	52	233	103	(%)	7	1	0.17
2002	0.81	0.37	0.53		241	122	0.51		21	17	210	111	(%)			0.18
2003	3	0.4	0.61		241	127	0.53		7	21	156	95	(%)			0.19
2004		0.42	0.66		241	129	0.54		0		100	66	(%)			0.19
2005		0.43	1.29		241	129	0.54		0		21	27	(%)			0.21
2006		0.45	1.86		241	124	0.51		0		7	13	(%)			0.2
2007		0.39			241	101	0.42		0		0		(%)			0.17
2008		0.39			241	103	0.43		0		0		(%)			0.17
2009		0.37			241	62	0.26		0		0		(%)			0.18
2010		0.33			241	47	0.2		0		0		(%)			0.15
2011		0.41			241	78	0.32		0		0		(%)			0.2
2012		0.46			241	48	0.2		0		0		(%)			0.21
2013		0.5			241	48	0.2		0		0		(%)			0.21
2014		0.54			241	48	0.2		0		0		(%)			0.26
2015		0.6			241	58	0.24		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:

#	Year	Title	Cited
1	1998	The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007. Full description at Econpapers \|\| Download paper	224
2	1997	Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Lauterbach, Beni ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004. Full description at Econpapers \|\| Download paper	98
3	1996	Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks. (1996). Madhavan, Ananth ; Roomans, Mark ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-34. Full description at Econpapers \|\| Download paper	87
4	1999	The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-059. Full description at Econpapers \|\| Download paper	81
5	1999	Does Option Compensation Increase Managerial Risk Appetite?. (1999). Carpenter, Jennifer. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-076. Full description at Econpapers \|\| Download paper	77
6	1997	Economic News and the Yield Curve: Evidence from the U.S. Treasury Market. (1997). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-005. Full description at Econpapers \|\| Download paper	77
7	2000	Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07. Full description at Econpapers \|\| Download paper	50
8	2001	Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01. Full description at Econpapers \|\| Download paper	49
9	1998	Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081. Full description at Econpapers \|\| Download paper	44
10	2001	Financial Globalization and Real Regionalization.. (2001). Perri, Fabrizio ; Heathcote, Jonathan. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-11. Full description at Econpapers \|\| Download paper	39
11	1997	Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks. (1997). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-022. Full description at Econpapers \|\| Download paper	38
12	2000	Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-014. Full description at Econpapers \|\| Download paper	36
13	1999	The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks. (1999). Lozano-Vivas, Ana ; Lovell, C. ; Kumbhakar, Subal ; HASAN, IFTEKHAR ; C. A. Knox Lovell, ; C. A. Knox Lovell, ; C. A. Knox Lovell, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-064. Full description at Econpapers \|\| Download paper	34
14	1996	Affine Models of Currency Pricing. (1996). Telmer, Chris ; Backus, David ; Foresi, Silverio . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-9. Full description at Econpapers \|\| Download paper	33
15	2001	Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10. Full description at Econpapers \|\| Download paper	31
16	1998	Do Investors Care About Sentiment?. (1998). Elton, Edwin J. ; Gruber, Martin J. ; Busse, Jeffrey A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028. Full description at Econpapers \|\| Download paper	30
17	1999	When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, GÃÂ¼nter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003. Full description at Econpapers \|\| Download paper	25
18	2001	The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07. Full description at Econpapers \|\| Download paper	24
19	2001	The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00. Full description at Econpapers \|\| Download paper	21
20	1999	Portfolio Performance and Agency. (1999). Dybvig, Philip ; Carpenter, Jennifer ; Farnsworth, Heber K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-046. Full description at Econpapers \|\| Download paper	21
21	1998	Hedge Funds and the Asian Currency Crisis of 1997. (1998). Goetzmann, William ; Brown, Stephen ; Park, James M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-014. Full description at Econpapers \|\| Download paper	20
22	1998	The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013. Full description at Econpapers \|\| Download paper	20
23	1997	The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1997). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-1. Full description at Econpapers \|\| Download paper	19
24	1998	Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063. Full description at Econpapers \|\| Download paper	19
25	2000	The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Ofek, Eli ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054. Full description at Econpapers \|\| Download paper	18
26	1999	Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-028. Full description at Econpapers \|\| Download paper	17
27	1998	The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes. (1998). Ravid, Abraham S. ; Sundgren, S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-054. Full description at Econpapers \|\| Download paper	16
28	1999	Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-063. Full description at Econpapers \|\| Download paper	16
29	1999	Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, ElyÃÂ¨s ; Kallal, Hedi ; hedi, Hachani. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-036. Full description at Econpapers \|\| Download paper	16
30	1998	Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises. (1998). Rosen, Harvey ; Holtz-Eakin, Douglas ; Fluck, Zsuzsanna . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-038. Full description at Econpapers \|\| Download paper	14
31	1999	(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-061. Full description at Econpapers \|\| Download paper	14
32	1999	Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012. Full description at Econpapers \|\| Download paper	11
33	1997	Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3. Full description at Econpapers \|\| Download paper	10
34	1998	Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-031. Full description at Econpapers \|\| Download paper	10
35	1999	Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027. Full description at Econpapers \|\| Download paper	10
36	1998	An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps. (1998). Gupta, Anurag ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-068. Full description at Econpapers \|\| Download paper	9
37	1997	Time-Varying Sharpe Ratios and Market Timing. (1997). Whitelaw, Robert F.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-074. Full description at Econpapers \|\| Download paper	9
38	1998	How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis ; Christoffersen, Peter. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-080. Full description at Econpapers \|\| Download paper	9
39	1999	On the Formation and Structure of International Exchanges. (1999). Jorgensen, Bjorn ; Kavajecz, Kenneth A. ; Clayton, Matthew J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-057. Full description at Econpapers \|\| Download paper	8
40	1998	CEO Involvement in the Selection of New Board Members: An Empirical Analysis. (1998). Yermack, David ; Shivdasani, Anil . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-059. Full description at Econpapers \|\| Download paper	8
41	1997	Universal Banking: A Shareholder Value Perspective. (1997). Walter, Ingo . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-40. Full description at Econpapers \|\| Download paper	8
42	1995	Shareholder Proposals and Corporate Governance. (1995). John, Kose ; Klein, April . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-046. Full description at Econpapers \|\| Download paper	7
43	1999	Regime Shifts and Bond Returns. (1999). Boudoukh, Jacob ; Smith, Tom ; Whitelaw, Robert ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-010. Full description at Econpapers \|\| Download paper	7
44	1999	Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Kambhu, John ; Bennett, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-083. Full description at Econpapers \|\| Download paper	7
45	1998	Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Kose, John ; Chidambaran, N. K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044. Full description at Econpapers \|\| Download paper	7
46	1999	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-060. Full description at Econpapers \|\| Download paper	7
47	1999	A Multifractal Model of Assets Returns. (1999). Mandelbrot, BenoÃ®t ; Fisher, Adlai ; Calvet, Laurent. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-072. Full description at Econpapers \|\| Download paper	7
48	1997	No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Brenner, Menachem ; Young Ho Eom, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009. Full description at Econpapers \|\| Download paper	6
49	1999	1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors. (1999). Ripston, Beth A. ; Levich, Richard M. ; Hayt, Gregory S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-074. Full description at Econpapers \|\| Download paper	6
50	1999	Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices. (1999). Basak, Suleyman ; Shapiro, Alexander . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-032. Full description at Econpapers \|\| Download paper	6

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1998	The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007. Full description at Econpapers \|\| Download paper	28
2	1997	Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Lauterbach, Beni ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004. Full description at Econpapers \|\| Download paper	27
3	2001	Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10. Full description at Econpapers \|\| Download paper	9
4	1998	The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013. Full description at Econpapers \|\| Download paper	8
5	2000	The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Ofek, Eli ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054. Full description at Econpapers \|\| Download paper	8
6	2000	Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07. Full description at Econpapers \|\| Download paper	6
7	1998	Do Investors Care About Sentiment?. (1998). Elton, Edwin J. ; Gruber, Martin J. ; Busse, Jeffrey A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028. Full description at Econpapers \|\| Download paper	6
8	1998	Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081. Full description at Econpapers \|\| Download paper	5
9	2001	Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01. Full description at Econpapers \|\| Download paper	4
10	1999	1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors. (1999). Ripston, Beth A. ; Levich, Richard M. ; Hayt, Gregory S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-074. Full description at Econpapers \|\| Download paper	4
11	1998	Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063. Full description at Econpapers \|\| Download paper	4
12	1999	Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027. Full description at Econpapers \|\| Download paper	3
13	2001	The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07. Full description at Econpapers \|\| Download paper	3
14	1997	Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3. Full description at Econpapers \|\| Download paper	3
15	1998	Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Kose, John ; Chidambaran, N. K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044. Full description at Econpapers \|\| Download paper	2
16	2001	The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00. Full description at Econpapers \|\| Download paper	2
17	1998	Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis. (1998). Uno, Jun ; Young Ho Eom, ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-078. Full description at Econpapers \|\| Download paper	2
18	1999	Financing Innovations and Capital Structure Choices. (1999). Damodaran, Aswath . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-020. Full description at Econpapers \|\| Download paper	2
19	1999	When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, GÃÂ¼nter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003. Full description at Econpapers \|\| Download paper	2
20	1999	A Multifractal Model of Assets Returns. (1999). Mandelbrot, BenoÃ®t ; Fisher, Adlai ; Calvet, Laurent. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-072. Full description at Econpapers \|\| Download paper	2
21	1997	No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Brenner, Menachem ; Young Ho Eom, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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.