0.43
Impact Factor
0.2
5-Years IF
4
5-Years H index
PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney
[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 | (%) | 0.06 | ||||||||||
| 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 | 1 | 1 | 1 | 0 | 0 | (%) | 0.17 | ||||||||
| 2002 | 0.37 | 1 | 1 | 1 | (%) | 0.18 | ||||||||||
| 2003 |  1 | 0.4 | 1 | 1 | 2 | 2 | 1 | 1 | 1 | 1 | (%) | 0.19 | ||||
| 2004 | 0.42 | 1 | 2 | 1 | 0.5 | 0 | 1 | (%) | 0.19 | |||||||
| 2005 | 0.43 | 2 | 4 | 1 | 0.25 | 4 | 1 | 2 | (%) | 1 | 0.5 | 0.21 | ||||
| 2006 | 0.45 | 4 | 3 | 4 | (%) | 0.2 | ||||||||||
| 2007 | 0.5 | 0.39 | 0.33 | 2 | 6 | 1 | 0.17 | 22 | 2 | 1 | 3 | 1 | 1 (4.5%) | 0.17 | ||
| 2008 | 0.39 | 6 | 2 | 5 | (%) | 0.17 | ||||||||||
| 2009 | 0.37 | 2 | 8 | 1 | 0.13 | 8 | 2 | 5 | (%) | 1 | 0.5 | 0.18 | ||||
| 2010 | 0.5 | 0.33 | 0.33 | 4 | 12 | 2 | 0.17 | 2 | 1 | 6 | 2 | (%) | 0.15 | |||
| 2011 | 0.41 | 0.25 | 2 | 14 | 3 | 0.21 | 1 | 6 | 8 | 2 | (%) | 1 | 0.5 | 0.2 | ||
| 2012 | 0.46 | 0.6 | 2 | 16 | 6 | 0.38 | 6 | 10 | 6 | (%) | 0.21 | |||||
| 2013 | 0.5 | 0.1 | 4 | 20 | 5 | 0.25 | 4 | 10 | 1 | (%) | 0.21 | |||||
| 2014 | 0.54 | 0.14 | 3 | 23 | 8 | 0.35 | 4 | 6 | 14 | 2 | (%) | 0.26 | ||||
| 2015 |  0.43 | 0.6 | 0.2 | 6 | 29 | 7 | 0.24 | 1 | 7 | 3 | 15 | 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 |
50 most cited documents in this series:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2007 | Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1. Full description at Econpapers || Download paper | 22 |
| 2 | 2009 | Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy . In: PhD Thesis. RePEc:uts:finphd:19. Full description at Econpapers || Download paper | 8 |
| 3 | 2005 | A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina . In: PhD Thesis. RePEc:uts:finphd:6. Full description at Econpapers || Download paper | 4 |
| 4 | 2014 | Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai . In: PhD Thesis. RePEc:uts:finphd:13. Full description at Econpapers || Download paper | 4 |
| 5 | 2015 | Essays in Market Microstructure and Investor Trading. (2015). Lo, Danny . In: PhD Thesis. RePEc:uts:finphd:22. Full description at Econpapers || Download paper | 1 |
| 6 | 2001 | Bankruptcy Probability: A Theoretical and Empirical Examination. (2001). . In: PhD Thesis. RePEc:uts:finphd:20. Full description at Econpapers || Download paper | 1 |
| 7 | 2011 | Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege . In: PhD Thesis. RePEc:uts:finphd:5. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2007 | Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1. Full description at Econpapers || Download paper | 10 |
| 2 | 2009 | Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy . In: PhD Thesis. RePEc:uts:finphd:19. Full description at Econpapers || Download paper | 4 |
| 3 | 2014 | Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai . In: PhD Thesis. RePEc:uts:finphd:13. Full description at Econpapers || Download paper | 4 |
Citing documents used to compute impact factor 3:
| Year | Title | |
|---|---|---|
| 2015 | Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong ; Wan, Chuncheng . In: Research Paper Series. RePEc:uts:rpaper:365. Full description at Econpapers || Download paper | |
| 2015 | Profitability of time series momentum. (2015). Li, Kai ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:140-157. Full description at Econpapers || Download paper | |
| 2015 | Trading Fees and Slow-Moving Capital. (2015). Buss, Adrian ; Dumas, Bernard J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10737. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2014
| Year | Citing document |
|---|
10 most frequent citing series
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