0.1
Impact Factor
0.12
5-Years IF
3
5-Years H index
0.1
Impact Factor
0.12
5-Years IF
3
5-Years H index
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 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1996 | 0.2 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.21 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.22 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
1999 | 0.28 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2000 | 0.37 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
2001 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2003 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2004 | 0.42 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2005 | 0.43 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
2006 | 0.45 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2007 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
2008 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
2009 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2010 | 0.33 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
2011 | 0.41 | 5 | 5 | 2 | 0.4 | 9 | 0 | 0 | (%) | 2 | 0.4 | 0.2 | ||||
2012 | 0.2 | 0.46 | 0.2 | 5 | 1 | 0.2 | 5 | 1 | 5 | 1 | (%) | 0.21 | ||||
2013 | 0.4 | 0.5 | 0.4 | 16 | 21 | 4 | 0.19 | 20 | 5 | 2 | 5 | 2 | (%) | 2 | 0.13 | 0.21 |
2014 | 0.5 | 0.54 | 0.38 | 5 | 26 | 8 | 0.31 | 1 | 16 | 8 | 21 | 8 | (%) | 0.26 | ||
2015 | 0.1 | 0.6 | 0.12 | 26 | 3 | 0.12 | 21 | 2 | 26 | 3 | (%) | 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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Cluster formation and evolution in networks of financial market indices. (2013). Sandoval, Leonidas Junior . In: Algorithmic Finance. RePEc:ris:iosalg:0023. Full description at Econpapers || Download paper | 8 |
2 | 2011 | Forecasting prices from level-I quotes in the presence of hidden liquidity. (2011). Reed, Josh ; Stoikov, Sasha ; Avellaneda, Marco . In: Algorithmic Finance. RePEc:ris:iosalg:0004. Full description at Econpapers || Download paper | 5 |
3 | 2013 | A big data approach to analyzing market volatility. (2013). Leinweber, David ; Bethel, Wes E. ; Rube, Oliver ; Gu, Ming ; Wu, Kesheng . In: Algorithmic Finance. RePEc:ris:iosalg:0016. Full description at Econpapers || Download paper | 4 |
4 | 2013 | The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data. (2013). Maystre, Nicolas ; Bicchetti, David. In: Algorithmic Finance. RePEc:ris:iosalg:0015. Full description at Econpapers || Download paper | 3 |
5 | 2013 | Stock chatter: Using stock sentiment to predict price direction. (2013). Rechenthin, Michael ; Srinivasan, Padmini ; Street, Nick W.. In: Algorithmic Finance. RePEc:ris:iosalg:0012. Full description at Econpapers || Download paper | 3 |
6 | 2013 | A multiscale model of high-frequency trading. (2013). Kirilenko, Andrei ; Meng, Xiangqian ; Sowers, Richard B.. In: Algorithmic Finance. RePEc:ris:iosalg:0025. Full description at Econpapers || Download paper | 2 |
7 | 2011 | Efficient greek estimation in generic swap-rate market models. (2011). Joshi, Mark ; Yang, Chao . In: Algorithmic Finance. RePEc:ris:iosalg:0003. Full description at Econpapers || Download paper | 2 |
8 | 2011 | Markets are efficient if and only if P=NP. (2011). Maymin, Philip . In: Algorithmic Finance. RePEc:ris:iosalg:0001. Full description at Econpapers || Download paper | 1 |
9 | 2014 | Linear-time accurate lattice algorithms for tail conditional expectation. (2014). Chen, Bryant ; Kao, Ming-Yang ; Ho, Jan-Ming ; Hsu, William W. Y., . In: Algorithmic Finance. RePEc:ris:iosalg:0010. Full description at Econpapers || Download paper | 1 |
10 | 2011 | Binomial options pricing has no closed-form solution. (2011). Georgiadis, Evangelos . In: Algorithmic Finance. RePEc:ris:iosalg:0002. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Cluster formation and evolution in networks of financial market indices. (2013). Sandoval, Leonidas Junior . In: Algorithmic Finance. RePEc:ris:iosalg:0023. Full description at Econpapers || Download paper | 8 |
2 | 2013 | Stock chatter: Using stock sentiment to predict price direction. (2013). Rechenthin, Michael ; Srinivasan, Padmini ; Street, Nick W.. In: Algorithmic Finance. RePEc:ris:iosalg:0012. Full description at Econpapers || Download paper | 3 |
3 | 2013 | The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data. (2013). Maystre, Nicolas ; Bicchetti, David. In: Algorithmic Finance. RePEc:ris:iosalg:0015. Full description at Econpapers || Download paper | 3 |
4 | 2011 | Forecasting prices from level-I quotes in the presence of hidden liquidity. (2011). Reed, Josh ; Stoikov, Sasha ; Avellaneda, Marco . In: Algorithmic Finance. RePEc:ris:iosalg:0004. Full description at Econpapers || Download paper | 2 |
5 | 2013 | A big data approach to analyzing market volatility. (2013). Leinweber, David ; Bethel, Wes E. ; Rube, Oliver ; Gu, Ming ; Wu, Kesheng . In: Algorithmic Finance. RePEc:ris:iosalg:0016. Full description at Econpapers || Download paper | 2 |
6 | 2013 | A multiscale model of high-frequency trading. (2013). Kirilenko, Andrei ; Meng, Xiangqian ; Sowers, Richard B.. In: Algorithmic Finance. RePEc:ris:iosalg:0025. Full description at Econpapers || Download paper | 2 |
Year | Title | |
---|---|---|
2015 | Dynamics of Order Positions and Related Queues in a Limit Order Book. (2015). Guo, Xin ; Zhu, Lingjiong ; Ruan, Zhao . In: Papers. RePEc:arx:papers:1505.04810. Full description at Econpapers || Download paper | |
2015 | Correlation structure and dynamics of international real estate securities markets: A network perspective. (2015). Wang, Gang-Jin ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:424:y:2015:i:c:p:176-193. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2013 | Reflecting on the VPIN Dispute. (2013). Andersen, Torben ; Bondarenko, Oleg . In: CREATES Research Papers. RePEc:aah:create:2013-42. Full description at Econpapers || Download paper | |
2013 | Assessing Measures of Order Flow Toxicity via Perfect Trade Classification. (2013). Andersen, Torben ; Bondarenko, Oleg . In: CREATES Research Papers. RePEc:aah:create:2013-43. Full description at Econpapers || Download paper |
# | Series | Cites |
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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