Citation analysis for Research in Financial Economics / Ohio State University

Research in Financial Economics / Ohio State University

null

Impact Factor

null

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		(%)			0.06
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		8	8	1	0.13	12	0		0		1 (8.3%)			0.1
1996	0.25	0.2	0.25	10	18	4	0.22	207	8	2	8	2	3 (1.4%)	2	0.2	0.09
1997	0.11	0.21	0.11		18	2	0.11		18	2	18	2	(%)			0.09
1998	0.2	0.22	0.22		18	4	0.22		10	2	18	4	(%)			0.13
1999		0.28	0.22		18	4	0.22		0		18	4	(%)			0.16
2000		0.37	0.44		18	8	0.44		0		18	8	(%)			0.14
2001		0.36	0.1		18	2	0.11		0		10	1	(%)			0.17
2002		0.37			18	8	0.44		0		0		(%)			0.18
2003		0.4			18	11	0.61		0		0		(%)			0.19
2004		0.42			18	9	0.5		0		0		(%)			0.19
2005		0.43			18	11	0.61		0		0		(%)			0.21
2006		0.45			18	7	0.39		0		0		(%)			0.2
2007		0.39			18	8	0.44		0		0		(%)			0.17
2008		0.39			18	13	0.72		0		0		(%)			0.17
2009		0.37			18	12	0.67		0		0		(%)			0.18
2010		0.33			18	12	0.67		0		0		(%)			0.15
2011		0.41			18	11	0.61		0		0		(%)			0.2
2012		0.46			18	20	1.11		0		0		(%)			0.21
2013		0.5			18	22	1.22		0		0		(%)			0.21
2014		0.54			18	14	0.78		0		0		(%)			0.26
2015		0.6			18	21	1.17		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	1996	Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. (1996). Stulz, RenÃÂ© ; Karoly, Andrew G.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9603. Full description at Econpapers \|\| Download paper	119
2	1996	The Impact of Industry Classifications on Financial Research. (1996). Kathleen M. Kahle and, ; Walkling, Ralph A.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9607. Full description at Econpapers \|\| Download paper	58
3	1996	Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies. (1996). Karolyi, G. ; Griffin, John M.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9608. Full description at Econpapers \|\| Download paper	17
4	1996	The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US. (1996). Karolyi, G. ; Stephen R. Foerster and, . In: Research in Financial Economics. RePEc:wop:ohsrfe:9606. Full description at Econpapers \|\| Download paper	8
5	1995	Does Coordinated Institutional Activism Work? An Analysis of the Activities of the Council of Institutional Investors. (1995). SOKOBIN, JONATHAN ; Opler, Tim C.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9505. Full description at Econpapers \|\| Download paper	6
6	1996	Adjusted Forward Rates as Predictors of Future Spot Rates. (1996). Sanders, Anthony ; Karolyi, G. ; Buser, Stephen A.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9605. Full description at Econpapers \|\| Download paper	4
7	1995	Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS. (1995). Stulz, RenÃÂ© ; Karolyi, G.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9501. Full description at Econpapers \|\| Download paper	3
8	1995	Liquidation Versus Continuation: Did Reorganized Firms Do The Right Thing?. (1995). Betker, Brian L. ; Michael J. Alderson and, . In: Research in Financial Economics. RePEc:wop:ohsrfe:9512. Full description at Econpapers \|\| Download paper	2
9	1996	Systematic Valuation Errors and Property Cycles: A Clinical Study of the Sydney Office Market. (1996). hendershott, patric. In: Research in Financial Economics. RePEc:wop:ohsrfe:9611. Full description at Econpapers \|\| Download paper	1
10	1995	Equilibrium Valuation of Foreign Exchange Claims. (1995). Chen, Zhiwu ; Gurdip S. Bakshi and, . In: Research in Financial Economics. RePEc:wop:ohsrfe:9510. 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	1996	Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. (1996). Stulz, RenÃÂ© ; Karoly, Andrew G.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9603. Full description at Econpapers \|\| Download paper	40
2	1996	The Impact of Industry Classifications on Financial Research. (1996). Kathleen M. Kahle and, ; Walkling, Ralph A.. In: Research in Financial Economics. RePEc:wop:ohsrfe:9607. Full description at Econpapers \|\| Download paper	9

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.