Citation analysis for Annals of Finance / Springer

Annals of Finance / Springer

0.33

Impact Factor

0.52

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		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			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		0.4			0				0		0		(%)			0.15
2001		0.4			0				0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0	1			0		0		(%)			0.18
2004		0.49			0	2			0		0		(%)			0.2
2005		0.53		19	19	13	0.68	250	0		0		25 (10%)	12	0.63	0.21
2006	0.74	0.51	0.74	22	41	21	0.51	92	19	14	19	14	11 (12%)	5	0.23	0.2
2007	0.46	0.44	0.46	21	62	32	0.52	70	41	19	41	19	12 (17.1%)	7	0.33	0.18
2008	0.33	0.47	0.65	23	85	54	0.64	114	43	14	62	40	23 (20.2%)	11	0.48	0.2
2009	0.27	0.47	0.45	26	111	61	0.55	123	44	12	85	38	16 (13%)	10	0.38	0.19
2010	0.45	0.44	0.52	27	138	68	0.49	138	49	22	111	58	15 (10.9%)	7	0.26	0.16
2011	0.72	0.51	0.61	24	162	102	0.63	44	53	38	119	73	8 (18.2%)	3	0.13	0.2
2012	0.49	0.56	0.5	24	186	88	0.47	74	51	25	121	60	8 (10.8%)	3	0.13	0.21
2013	0.42	0.66	0.62	35	221	136	0.62	50	48	20	124	77	3 (6%)	6	0.17	0.23
2014	0.59	0.67	0.57	25	246	140	0.57	25	59	35	136	78	6 (24%)	3	0.12	0.22
2015	0.33	0.82	0.52	18	264	150	0.57	16	60	20	135	70	4 (25%)	3	0.17	0.27

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	2005	Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen ; Chan, Leunglung ; Elliott, Robert J.. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers \|\| Download paper	68
2	2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers \|\| Download paper	50
3	2005	Relative arbitrage in volatility-stabilized markets. (2005). Karatzas, Ioannis ; Fernholz, Robert . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers \|\| Download paper	36
4	2005	A risk assessment model for banks. (2005). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers \|\| Download paper	33
5	2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). Rasonyi, Miklos ; Schachermayer, Walter ; Guasoni, Paolo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers \|\| Download paper	28
6	2005	Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Jin, Hehui ; Kurz, Mordecai . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147. Full description at Econpapers \|\| Download paper	27
7	2005	On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers \|\| Download paper	26
8	2008	Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa ; Zapatero, Fernando . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers \|\| Download paper	25
9	2010	Robust consumption and portfolio choice for time varying investment opportunities. (2010). Liu, Hening . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers \|\| Download paper	22
10	2008	Short-term relative arbitrage in volatility-stabilized markets. (2008). Banner, Adrian ; Fernholz, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers \|\| Download paper	17
11	2009	Entrepreneurship and firm heterogeneity with limited enforcement. (2009). Monge-Naranjo, Alexander. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494. Full description at Econpapers \|\| Download paper	16
12	2010	A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers \|\| Download paper	15
13	2005	On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market. (2005). Plott, Charles ; Barner, Martin. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107. Full description at Econpapers \|\| Download paper	14
14	2005	American options: the EPV pricing model. (2005). Boyarchenko, Svetlana ; Levendorskii, Sergei . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292. Full description at Econpapers \|\| Download paper	14
15	2009	Entrepreneurship in macroeconomics. (2009). Quadrini, Vincenzo . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311. Full description at Econpapers \|\| Download paper	13
16	2006	Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers \|\| Download paper	13
17	2010	Macroeconomics of bank interest spreads: evidence from Brazil. (2010). Sobrinho, Nelson ; Souza-Sobrinho, Nelson . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32. Full description at Econpapers \|\| Download paper	12
18	2007	Maximum likelihood estimation of the double exponential jump-diffusion process. (2007). Ramezani, Cyrus ; Zeng, Yong . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:4:p:487-507. Full description at Econpapers \|\| Download paper	12
19	2010	Irreversible investment and discounting: an arbitrage pricing approach. (2010). Thijssen, Jacco. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315. Full description at Econpapers \|\| Download paper	11
20	2006	Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. (2006). Osterrieder, Jrg ; Rheinlnder, Thorsten. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301. Full description at Econpapers \|\| Download paper	11
21	2009	Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers \|\| Download paper	11
22		Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. (2008). Bayraktar, Erhan ; Young, Virginia . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429. Full description at Econpapers \|\| Download paper	11
23	2006	A Time Series Analysis of Financial Fragility in the UK Banking System. (2006). Tsomocos, Dimitrios ; Goodhart, Charles ; Sunirand, Pojanart . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21. Full description at Econpapers \|\| Download paper	10
24	2010	On dividend restrictions and the collapse of the interbank market. (2010). Tsomocos, Dimitrios ; Peiris, M. Udara ; Vardoulakis, A. ; Goodhart, C.. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473. Full description at Econpapers \|\| Download paper	10
25	2008	Who controls Allianz?. (2008). Shorish, Jamsheed ; Ritzberger, Klaus ; Lang, Larry ; Dorofeenko, Victor . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103. Full description at Econpapers \|\| Download paper	10
26	2006	Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia. (2006). Fan, Min . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285. Full description at Econpapers \|\| Download paper	10
27	2009	Small firms in the SSBF. (2009). Villamil, Anne ; Herranz, Neus ; Krasa, Stefan . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359. Full description at Econpapers \|\| Download paper	10
28	2007	An equilibrium approach to financial stability analysis: the Colombian case. (2007). Saade Ospina, AgustÃÂn ; Estrada, Dairo ; Osorio, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105. Full description at Econpapers \|\| Download paper	9
29	2014	Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265. Full description at Econpapers \|\| Download paper	9
30	2009	A conversation with 590 Nascent Entrepreneurs. (2009). De Nardi, Mariacristina ; Campbell, Jeffrey. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340. Full description at Econpapers \|\| Download paper	9
31	2006	The modified mixture of distributions model: a revisit. (2006). Fong, Wai ; Wong, Wing. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178. Full description at Econpapers \|\| Download paper	9
32	2012	Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers \|\| Download paper	9
33	2006	The Discounted Economic Stock of Money with VAR Forecasting. (2006). Keating, John ; Barnett, William ; Chae, Unja. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258. Full description at Econpapers \|\| Download paper	8
34	2007	Financial distress, bankruptcy law and the business cycle. (2007). Suarez, Javier ; Sussman, Oren . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:5-35. Full description at Econpapers \|\| Download paper	8
35	2007	Towards a measure of financial fragility. (2007). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, Charles ; Aspachs, Oriol . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:37-74. Full description at Econpapers \|\| Download paper	8
36	2010	On the neutrality of debt in investment intensity. (2010). Wong, Kit . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:335-356. Full description at Econpapers \|\| Download paper	8
37	2009	Small caps in international equity portfolios: the effects of variance risk. (2009). Nicodano, Giovanna ; Guidolin, Massimo. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48. Full description at Econpapers \|\| Download paper	8
38	2013	An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215. Full description at Econpapers \|\| Download paper	8
39	2012	Affine fractional stochastic volatility models. (2012). Renault, Eric ; Coutin, L. ; Comte, F.. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:337-378. Full description at Econpapers \|\| Download paper	8
40	2007	Pursuing financial stability under an inflation-targeting regime. (2007). BÃÂ¥rdsen, Gunnar ; Akram, Qaisar ; Brdsen, Gunnar ; Lindquist, Kjersti-Gro . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153. Full description at Econpapers \|\| Download paper	8
41	2012	Stochastic volatility and stochastic leverage. (2012). Veraart, Almut. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233. Full description at Econpapers \|\| Download paper	8
42	2010	An economy with personal currency: theory and experimental evidence. (2010). Sunder, Shyam ; Shubik, Martin ; Huber, Juergen ; Angerer, Martin . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:475-509. Full description at Econpapers \|\| Download paper	7
43	2007	Switching to a poor business activity: optimal capital structure, agency costs and covenant rules. (2007). DÃÂ©camps, Jean-Paul ; Djembissi, Bertrand ; Dcamps, Jean-Paul. In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:3:p:389-409. Full description at Econpapers \|\| Download paper	7
44	2011	Short term persistence in mutual fund market timing and stock selection abilities. (2011). Benos, Evangelos ; Jochec, Marek . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:221-246. Full description at Econpapers \|\| Download paper	7
45	2011	Diversity and arbitrage in a regulatory breakup model. (2011). Strong, Winslow ; Fouque, Jean-Pierre . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:349-374. Full description at Econpapers \|\| Download paper	7
46	2009	Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models. (2009). Behr, Andreas ; Potter, Ulrich . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:49-68. Full description at Econpapers \|\| Download paper	7
47	2008	Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration. (2008). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Kalev, Petko . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:2:p:217-241. Full description at Econpapers \|\| Download paper	7
48	2007	A multicriteria discrimination approach for the credit rating of Asian banks. (2007). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Doumpos, Michael . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367. Full description at Econpapers \|\| Download paper	7
49	2013	Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?. (2013). Romaniuk, Katarzyna . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:573-588. Full description at Econpapers \|\| Download paper	7
50	2012	A two price theory of financial equilibrium with risk management implications. (2012). Madan, Dilip . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:489-505. Full description at Econpapers \|\| Download paper	7

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

#	Year	Title	Cited
1	2005	Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen ; Chan, Leunglung ; Elliott, Robert J.. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers \|\| Download paper	33
2	2005	Relative arbitrage in volatility-stabilized markets. (2005). Karatzas, Ioannis ; Fernholz, Robert . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers \|\| Download paper	17
3	2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers \|\| Download paper	16
4	2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). Rasonyi, Miklos ; Schachermayer, Walter ; Guasoni, Paolo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers \|\| Download paper	14
5	2010	Robust consumption and portfolio choice for time varying investment opportunities. (2010). Liu, Hening . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers \|\| Download paper	14
6	2008	Short-term relative arbitrage in volatility-stabilized markets. (2008). Banner, Adrian ; Fernholz, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers \|\| Download paper	12
7	2008	Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa ; Zapatero, Fernando . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers \|\| Download paper	11
8	2005	A risk assessment model for banks. (2005). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers \|\| Download paper	9
9	2007	Maximum likelihood estimation of the double exponential jump-diffusion process. (2007). Ramezani, Cyrus ; Zeng, Yong . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:4:p:487-507. Full description at Econpapers \|\| Download paper	9
10	2005	On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers \|\| Download paper	8
11	2012	Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers \|\| Download paper	8
12	2014	Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265. Full description at Econpapers \|\| Download paper	8
13	2012	Affine fractional stochastic volatility models. (2012). Renault, Eric ; Coutin, L. ; Comte, F.. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:337-378. Full description at Econpapers \|\| Download paper	8
14	2010	A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers \|\| Download paper	8
15	2013	An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215. Full description at Econpapers \|\| Download paper	7
16	2013	Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?. (2013). Romaniuk, Katarzyna . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:573-588. Full description at Econpapers \|\| Download paper	7
17	2006	Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers \|\| Download paper	6
18	2012	A two price theory of financial equilibrium with risk management implications. (2012). Madan, Dilip . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:489-505. Full description at Econpapers \|\| Download paper	6
19	2006	Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. (2006). Osterrieder, Jrg ; Rheinlnder, Thorsten. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301. Full description at Econpapers \|\| Download paper	6
20	2011	Diversity and arbitrage in a regulatory breakup model. (2011). Strong, Winslow ; Fouque, Jean-Pierre . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:349-374. Full description at Econpapers \|\| Download paper	5
21	2010	An economy with personal currency: theory and experimental evidence. (2010). Sunder, Shyam ; Shubik, Martin ; Huber, Juergen ; Angerer, Martin . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:475-509. Full description at Econpapers \|\| Download paper	5
22	2009	Entrepreneurship in macroeconomics. (2009). Quadrini, Vincenzo . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311. Full description at Econpapers \|\| Download paper	5
23	2005	Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Jin, Hehui ; Kurz, Mordecai . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147. Full description at Econpapers \|\| Download paper	5
24	2012	On the necessity of five risk measures. (2012). GUEGAN, Dominique ; Tarrant, Wayne . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:533-552. Full description at Econpapers \|\| Download paper	5
25	2013	Measures of systemic risk and financial fragility in Korea. (2013). Tsomocos, Dimitrios ; Lee, Jong ; Ryu, Jaemin . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:757-786. Full description at Econpapers \|\| Download paper	5
26	2014	Two price economies in continuous time. (2014). Madan, Dilip ; Schoutens, Wim ; Pistorius, Martijn ; Yor, Marc ; Eberlein, Ernst . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:1:p:71-100. Full description at Econpapers \|\| Download paper	4
27	2015	Optimization of relative arbitrage. (2015). Wong, Ting-Kam . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:345-382. Full description at Econpapers \|\| Download paper	4
28	2014	Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Munk, Claus ; Rubtsov, Alexey . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455. Full description at Econpapers \|\| Download paper	4
29	2011	Short term persistence in mutual fund market timing and stock selection abilities. (2011). Benos, Evangelos ; Jochec, Marek . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:221-246. Full description at Econpapers \|\| Download paper	4
30	2009	Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers \|\| Download paper	4
31	2012	Implied and realized volatility: empirical model selection. (2012). Zhang, Lan . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:259-275. Full description at Econpapers \|\| Download paper	4
32	2012	The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices. (2012). Faria, GonÃÂ§alo ; Correia-da-Silva, Joao ; JoÃ£o Correia-da-Silva, ; JoÃ£o Correia-da-Silva, . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:507-531. Full description at Econpapers \|\| Download paper	4
33	2015	Asset pricing theory for two price economies. (2015). Madan, Dilip . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:1-35. Full description at Econpapers \|\| Download paper	4
34	2013	Optimal portfolio choice for a behavioural investor in continuous-time markets. (2013). Rodrigues, Andrea ; Rasonyi, Miklos . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:291-318. Full description at Econpapers \|\| Download paper	4
35	2013	A second-order stock market model. (2013). Karatzas, Ioannis ; Ichiba, Tomoyuki ; Fernholz, Robert . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:3:p:439-454. Full description at Econpapers \|\| Download paper	4
36	2012	Estimation and pricing under long-memory stochastic volatility. (2012). Chronopoulou, Alexandra ; Viens, Frederi . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:379-403. Full description at Econpapers \|\| Download paper	4
37	2012	Option pricing under a stressed-beta model. (2012). Tashman, Adam ; Fouque, Jean-Pierre . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:183-203. Full description at Econpapers \|\| Download paper	3
38	2008	Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks. (2008). Cosimano, Thomas ; Himonas, Alex ; Chen, YU. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:3:p:305-344. Full description at Econpapers \|\| Download paper	3
39	2007	Towards a measure of financial fragility. (2007). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, Charles ; Aspachs, Oriol . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:37-74. Full description at Econpapers \|\| Download paper	3
40	2008	Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration. (2008). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Kalev, Petko . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:2:p:217-241. Full description at Econpapers \|\| Download paper	3
41	2011	Search and herding effects in peer-to-peer lending: evidence from prosper.com. (2011). Berkovich, Efraim . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:389-405. Full description at Econpapers \|\| Download paper	3
42	2012	Stochastic volatility and stochastic leverage. (2012). Veraart, Almut. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233. Full description at Econpapers \|\| Download paper	3
43	2015	Dynamic portfolio selection with mispricing and model ambiguity. (2015). Law, Baron ; Li, Zhongfei ; Viens, Frederi ; Yi, Bo. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:37-75. Full description at Econpapers \|\| Download paper	3
44	2015	Diversity-weighted portfolios with negative parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:411-432. Full description at Econpapers \|\| Download paper	3
45	2009	Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models. (2009). Behr, Andreas ; Potter, Ulrich . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:49-68. Full description at Econpapers \|\| Download paper	3
46	2010	On dividend restrictions and the collapse of the interbank market. (2010). Tsomocos, Dimitrios ; Peiris, M. Udara ; Vardoulakis, A. ; Goodhart, C.. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473. Full description at Econpapers \|\| Download paper	3
47	2009	Small firms in the SSBF. (2009). Villamil, Anne ; Herranz, Neus ; Krasa, Stefan . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359. Full description at Econpapers \|\| Download paper	3
48	2013	Private payment systems, collateral, and interest rates. (2013). Kahn, Charles. In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:1:p:83-114. Full description at Econpapers \|\| Download paper	3
49	2009	A conversation with 590 Nascent Entrepreneurs. (2009). De Nardi, Mariacristina ; Campbell, Jeffrey. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340. Full description at Econpapers \|\| Download paper	3
50	2009	Entrepreneurship and firm heterogeneity with limited enforcement. (2009). Monge-Naranjo, Alexander. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor 20:

Year	Title
2015	Optimal investment in multidimensional Markov-modulated affine models. (2015). Neykova, Daniela ; Zagst, Rudi ; ESCOBAR, MARCOS . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:503-530. Full description at Econpapers \|\| Download paper
2015	Robust portfolio choice with derivative trading under stochastic volatility. (2015). Ferrando, Sebastian ; ESCOBAR, MARCOS ; Rubtsov, Alexey . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:142-157. Full description at Econpapers \|\| Download paper
2015	A review of the literature on methods of computing the implied cost of capital. (2015). Echterling, F ; Ketterer, S ; Eierle, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:235-252. Full description at Econpapers \|\| Download paper
2015	Collateral and the efficiency of monetary policy. (2015). Peiris, M. Udara ; Vardoulakis, Alexandros . In: Economic Theory. RePEc:spr:joecth:v:59:y:2015:i:3:p:579-603. Full description at Econpapers \|\| Download paper
2015	Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression. (2015). Li, Johnny Siu-Hang ; Chan, Wai-Sum . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:217-230. Full description at Econpapers \|\| Download paper
2015	An updated Model of Financial Fragility based on General Equilibrium Analysis. (2015). MacHek, Ondej ; Smrka, Lubo . In: Acta Oeconomica Pragensia. RePEc:prg:jnlaop:v:2015:y:2015:i:4:id:479:p:23-42. Full description at Econpapers \|\| Download paper
2015	Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market. (2015). Schenk-HoppÃÂ©, Klaus ; Palczewsk, Jan ; Wang, Tongya ; Schenk-Hoppe, Klaus Reiner . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1507. Full description at Econpapers \|\| Download paper
2015	Collateral and the efficiency of monetary policy. (2015). Peiris, M. Udara ; Vardoulakis, Alexandros . In: Economic Theory. RePEc:spr:joecth:v:59:y:2015:i:3:p:579-603. Full description at Econpapers \|\| Download paper
2015	Collateralised liquidity, two-part tariff and settlement coordination. (2015). Nellen, Thomas. In: Working Papers. RePEc:snb:snbwpa:2015-13. Full description at Econpapers \|\| Download paper
2015	The frequency of regime switching in financial market volatility. (2015). BenSaÃÂ¯da, Ahmed ; Bensaida, Ahmed . In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:63-79. Full description at Econpapers \|\| Download paper
2015	An updated Model of Financial Fragility based on General Equilibrium Analysis. (2015). MacHek, Ondej ; Smrka, Lubo . In: Acta Oeconomica Pragensia. RePEc:prg:jnlaop:v:2015:y:2015:i:4:id:479:p:23-42. Full description at Econpapers \|\| Download paper
2015	Optimal investment under behavioural criteria in incomplete diffusion market models. (2015). Jos'e Gregorio Rodr'{i}guez-Villarreal, ; Mikl'os R'asonyi, . In: Papers. RePEc:arx:papers:1501.01504. Full description at Econpapers \|\| Download paper
2015	Ending over-lending: assessing systemic risk with debt to cash flow. (2015). Sarlin, Peter ; Ramsay, Bruce A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151769. Full description at Econpapers \|\| Download paper
2015	Write-Down Bonds and Capital and Debt Structures. (2015). Attaoui, Sami ; Poncet, Patrice . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:97-119. Full description at Econpapers \|\| Download paper
2015	An Economic Analysis of Pension Tax Proposals. (2015). Ebell, Monique ; Armstrong, Angus ; Davis, Philip . In: Discussion Papers. RePEc:cfm:wpaper:1533. Full description at Econpapers \|\| Download paper
2015	On financial applications of the two-parameter Poisson-Dirichlet distribution. (2015). Sosnovskiy, Sergey . In: Papers. RePEc:arx:papers:1501.01954. Full description at Econpapers \|\| Download paper
2015	Market shape formation, statistical equilibrium and neutral evolution theory. (2015). Sosnovskiy, Sergey . In: Papers. RePEc:arx:papers:1506.07163. Full description at Econpapers \|\| Download paper
2015	Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:96. Full description at Econpapers \|\| Download paper
2015	Asset Pricing Under Ambiguity and Heterogeneity. (2015). Zhai, Qi Nan . In: PhD Thesis. RePEc:uts:finphd:16. Full description at Econpapers \|\| Download paper
2015	Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:116:y:2015:i:c:p:157-173. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Diversity-Weighted Portfolios with Negative Parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis . In: Papers. RePEc:arx:papers:1504.01026. Full description at Econpapers \|\| Download paper
2015	Diversity-weighted portfolios with negative parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:411-432. Full description at Econpapers \|\| Download paper
2015	Optimal investment in multidimensional Markov-modulated affine models. (2015). Neykova, Daniela ; Zagst, Rudi ; ESCOBAR, MARCOS . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:503-530. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case. (2014). Zawisza, Dariusz ; Trybula, Jakub . In: Papers. RePEc:arx:papers:1404.5408. Full description at Econpapers \|\| Download paper
2014	Modeling and monitoring risk acceptability in markets: The case of the credit default swap market. (2014). Madan, Dilip B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:63-73. Full description at Econpapers \|\| Download paper
2014	A note on the estimation of a Gamma-Variance process: Learning from a failure. (2014). Cervellera, Gian P. ; Tucci, Marco P.. In: Department of Economics University of Siena. RePEc:usi:wpaper:702. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Competition in bank-provided payment services. (2013). Bolt, Wilko ; Humphrey, David . In: Working Paper Series. RePEc:ecb:ecbwps:20131539. Full description at Econpapers \|\| Download paper
2013	Pricing participating products with Markov-modulated jumpâdiffusion process: An efficient numerical PIDE approach. (2013). Siu, Tak Kuen ; Fard, Farzad Alavi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:712-721. Full description at Econpapers \|\| Download paper
2013	Competition in bank-provided payment services. (2013). Bolt, Wilko ; Humphrey, David . In: Working Papers. RePEc:fip:fedpwp:13-17. Full description at Econpapers \|\| Download paper
2013	A semi-Markov approach to the stock valuation problem. (2013). Damico, Guglielmo . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:589-610. Full description at Econpapers \|\| Download paper
2013	Card versus cash: empirical evidence of the impact of payment card interchange fees on end usersâ choice of payment methods. (2013). Ardizzi, Guerino . In: MPRA Paper. RePEc:pra:mprapa:48088. Full description at Econpapers \|\| Download paper
2013	Speculative behavior and the dynamics of interacting stock markets. (2013). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:90. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation. (2012). Pham, Huyen ; Ren'e A"id, ; Nicolas Langren'e, ; Campi, Luciano . In: Papers. RePEc:arx:papers:1210.8175. Full description at Econpapers \|\| Download paper
2012	A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation. (2012). Pham, Huyen ; Aid, Rene ; Langrene, Nicolas ; Campi, Luciano . In: Working Papers. RePEc:hal:wpaper:hal-00747229. Full description at Econpapers \|\| Download paper
2012	Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?. (2012). Faria, GonÃÂ§alo ; Correia-da-Silva, Joao ; JoÃ£o Correia-da-Silva, ; JoÃ£o Correia-da-Silva, . In: FEP Working Papers. RePEc:por:fepwps:472. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Annals of Finance / Springer	77
2	Papers / arXiv.org	60
3	European Journal of Operational Research / Elsevier	18
4	MPRA Paper / University Library of Munich, Germany	17
5	Journal of Economic Dynamics and Control / Elsevier	16
6	NBER Working Papers / National Bureau of Economic Research, Inc	12
7	Economic Modelling / Elsevier	11
8	Journal of Mathematical Economics / Elsevier	9
9	Journal of Financial Stability / Elsevier	8
10	Insurance: Mathematics and Economics / Elsevier	7
11	Journal of Banking & Finance / Elsevier	7

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.