Citation analysis for Research Program in Finance, Working Paper Series / Research Program in Finance, Institute for Business and Economic Research, UC Berkeley

Research Program in Finance, Working Paper Series / Research Program in Finance, Institute for Business and Economic Research, UC Berkeley

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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 ]
[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		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3		10	10	2	0.2	67	0		0		(%)	1	0.1	0.16
2000	0.8	0.37	0.8	10	20	9	0.45	31	10	8	10	8	(%)			0.14
2001	0.75	0.37	0.75		20	16	0.8		20	15	20	15	(%)			0.17
2002	0.2	0.37	0.65		20	13	0.65		10	2	20	13	(%)			0.18
2003		0.4	0.3	6	26	7	0.27	6	0		20	6	(%)			0.19
2004	0.33	0.41	0.23		26	7	0.27		6	2	26	6	(%)			0.18
2005	0.33	0.43	0.19		26	8	0.31		6	2	16	3	(%)			0.21
2006		0.44	0.17		26	3	0.12		0		6	1	(%)			0.19
2007		0.37			26				0		6		(%)			0.17
2008		0.39			26	5	0.19		0		6		(%)			0.17
2009		0.36			26	2	0.08		0		0		(%)			0.17
2010		0.34			26	1	0.04		0		0		(%)			0.15
2011		0.41			26	3	0.12		0		0		(%)			0.2
2012		0.45		1	27	2	0.07	5	0		0		(%)			0.21
2013		0.5		1	28	3	0.11		1		1		(%)			0.2
2014		0.55			28	7	0.25		2		2		(%)			0.25
2015		0.57			28	8	0.29		1		2		(%)			0.26
2016		0.66			28	10	0.36		0		2		(%)			0.34

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	1999	Order Flow and Exchange Rate Dynamics. (1999). Evans, Martin ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0dh1c16w. Full description at Econpapers \|\| Download paper	58
2	2000	HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj. Full description at Econpapers \|\| Download paper	19
3	1999	Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes. (1999). Leland, Hayne E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0fw6k0hm. Full description at Econpapers \|\| Download paper	6
4	2000	Rational Markets: Yes or No? The Affirmative Case. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt22q318mh. Full description at Econpapers \|\| Download paper	5
5	2012	Search Costs: The Neglected Spread Component. (2012). Flood, Mark ; Koedijk, Kees G. ; Huisman, Ronald ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt5q05g9pt. Full description at Econpapers \|\| Download paper	5
6	2003	An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2qb613r5. Full description at Econpapers \|\| Download paper	4
7	2000	On Adaptive Tail Index Estimation for Financial Return Models. (2000). Wagner, Niklas ; Marsh, Terry . In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2651k8f5. Full description at Econpapers \|\| Download paper	4
8	1999	The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises. (1999). Hakansson, Nils H.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt6sq4c6g0. Full description at Econpapers \|\| Download paper	3
9	2003	Return-Volume Dependence and Extremes in International Equity Markets. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt1z87z922. Full description at Econpapers \|\| Download paper	2
10	2000	Corporate Diversification and Agency. (2000). Katz, Michael ; Hermalin, Benjamin. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0p34c640. Full description at Econpapers \|\| Download paper	2
11	2000	On the Relation Between Binomial and Trinomial Option Pricing Models. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt3bw450n0. 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	2000	HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj. Full description at Econpapers \|\| Download paper	11
2	1999	Order Flow and Exchange Rate Dynamics. (1999). Evans, Martin ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0dh1c16w. Full description at Econpapers \|\| Download paper	6

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.