Citation analysis for Swiss Finance Institute Research Paper Series / Swiss Finance Institute

Swiss Finance Institute Research Paper Series / Swiss Finance Institute

0.02

Impact Factor

0.02

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			0				0		0		(%)			0.16
2000		0.37		1	1			1	0		0		(%)			0.14
2001		0.37			1				1		1		(%)			0.17
2002		0.37		1	2			1	1		1		(%)			0.18
2003		0.4	0.5		2	1	0.5		1		2	1	(%)			0.19
2004		0.41			2	1	0.5		1		2		(%)			0.18
2005		0.43		3	5	8	1.6	14	0		2		(%)	1	0.33	0.21
2006	0.33	0.44	0.25	40	45	14	0.31	158	3	1	4	1	(%)	11	0.28	0.19
2007	0.3	0.37	0.3	30	75	15	0.2	99	43	13	44	13	(%)	2	0.07	0.17
2008	0.33	0.39	0.36	46	121	32	0.26	96	70	23	73	26	1 (1%)	2	0.04	0.17
2009	0.29	0.36	0.39	42	163	59	0.36	136	76	22	119	47	1 (%)	11	0.26	0.17
2010	0.32	0.34	0.29	26	189	51	0.27	67	88	28	161	46	(%)	3	0.12	0.15
2011	0.4	0.41	0.41		189	84	0.44		68	27	184	76	(%)			0.2
2012	0.42	0.45	0.35		189	69	0.37		26	11	144	51	(%)			0.21
2013		0.5	0.19		189	38	0.2		0		114	22	(%)			0.2
2014		0.55	0.43	1	190	59	0.31		0		68	29	(%)			0.25
2015		0.57	0.22	53	243	49	0.2	18	1		27	6	(%)			0.26
2016	0.02	0.66	0.02	91	334	74	0.22	31	54	1	54	1	(%)	6	0.07	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	2006	Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616. Full description at Econpapers \|\| Download paper	54
2	2009	Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902. Full description at Econpapers \|\| Download paper	34
3	2007	An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701. Full description at Econpapers \|\| Download paper	32
4	2009	Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers \|\| Download paper	25
5	2008	The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802. Full description at Econpapers \|\| Download paper	23
6	2007	Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705. Full description at Econpapers \|\| Download paper	17
7	2007	Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722. Full description at Econpapers \|\| Download paper	16
8	2006	An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626. Full description at Econpapers \|\| Download paper	15
9	2009	Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936. Full description at Econpapers \|\| Download paper	14
10	2006	Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636. Full description at Econpapers \|\| Download paper	12
11	2006	Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609. Full description at Econpapers \|\| Download paper	12
12	2007	Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735. Full description at Econpapers \|\| Download paper	11
13	2010	The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, RenÃÂ© ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017. Full description at Econpapers \|\| Download paper	10
14	2009	Bank CEO Incentives and the Credit Crisis. (2009). Stulz, RenÃÂ© ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927. Full description at Econpapers \|\| Download paper	10
15		Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers \|\| Download paper	10
16		Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, DÃÂ©sirÃÂ© ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840. Full description at Econpapers \|\| Download paper	10
17	2010	Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025. Full description at Econpapers \|\| Download paper	10
18	2009	Gibratâs law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940. Full description at Econpapers \|\| Download paper	9
19	2006	Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608. Full description at Econpapers \|\| Download paper	9
20	2009	Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941. Full description at Econpapers \|\| Download paper	8
21	2010	Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009. Full description at Econpapers \|\| Download paper	8
22		Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144. Full description at Econpapers \|\| Download paper	8
23	2008	A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812. Full description at Econpapers \|\| Download paper	8
24	2015	The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546. Full description at Econpapers \|\| Download paper	8
25	2005	The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603. Full description at Econpapers \|\| Download paper	8
26	2006	Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607. Full description at Econpapers \|\| Download paper	7
27	2006	Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630. Full description at Econpapers \|\| Download paper	7
28	2009	Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803. Full description at Econpapers \|\| Download paper	7
29	2006	A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers \|\| Download paper	7
30	2010	Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018. Full description at Econpapers \|\| Download paper	7
31	2008	Evolutionary Finance. (2008). Schenk-HoppÃÂ©, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814. Full description at Econpapers \|\| Download paper	6
32	2008	Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834. Full description at Econpapers \|\| Download paper	6
33		On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113. Full description at Econpapers \|\| Download paper	6
34	2010	The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020. Full description at Econpapers \|\| Download paper	6
35	2008	Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817. Full description at Econpapers \|\| Download paper	6
36		The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811. Full description at Econpapers \|\| Download paper	5
37	2008	Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839. Full description at Econpapers \|\| Download paper	5
38	2008	Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810. Full description at Econpapers \|\| Download paper	5
39	2008	Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836. Full description at Econpapers \|\| Download paper	5
40	2009	Short Selling Regulation after the Financial Crisis â First Principles Revisited. (2009). Wagner, Alexander ; Weber, Rolf H. ; GRUENEWALD, Seraina . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0928. Full description at Econpapers \|\| Download paper	5
41	2007	A Specification Test For Nonparametric Instrumental Variable Regression. (2007). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0713. Full description at Econpapers \|\| Download paper	4
42	2006	Why Do the Swiss Rent?. (2006). Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0704. Full description at Econpapers \|\| Download paper	4
43	2006	House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620. Full description at Econpapers \|\| Download paper	4
44	2007	Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726. Full description at Econpapers \|\| Download paper	4
45	2005	What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619. Full description at Econpapers \|\| Download paper	4
46	2016	How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565. Full description at Econpapers \|\| Download paper	4
47	2010	Bank Bailout Menus. (2010). Nyborg, Kjell ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024. Full description at Econpapers \|\| Download paper	4
48	2007	Why Firms Purchase Property Insurance?. (2007). Ehling, Paul ; Aunon-Nerin, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716. Full description at Econpapers \|\| Download paper	4
49	2008	Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820. Full description at Econpapers \|\| Download paper	3
50	2008	Frailty Correlated Default. (2008). Duffie, Darrell ; ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	2007	An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701. Full description at Econpapers \|\| Download paper	22
2	2009	Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902. Full description at Econpapers \|\| Download paper	15
3	2009	Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918. Full description at Econpapers \|\| Download paper	12
4	2006	Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616. Full description at Econpapers \|\| Download paper	11
5	2007	Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705. Full description at Econpapers \|\| Download paper	9
6	2015	The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546. Full description at Econpapers \|\| Download paper	8
7		Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140. Full description at Econpapers \|\| Download paper	8
8	2010	The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, RenÃÂ© ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017. Full description at Econpapers \|\| Download paper	6
9	2009	Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936. Full description at Econpapers \|\| Download paper	5
10	2010	Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009. Full description at Econpapers \|\| Download paper	5
11	2016	How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565. Full description at Econpapers \|\| Download paper	4
12	2008	Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834. Full description at Econpapers \|\| Download paper	4
13	2006	A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602. Full description at Econpapers \|\| Download paper	4
14	2009	Bank CEO Incentives and the Credit Crisis. (2009). Stulz, RenÃÂ© ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927. Full description at Econpapers \|\| Download paper	4
15	2016	Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670. Full description at Econpapers \|\| Download paper	3
16	2008	A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812. Full description at Econpapers \|\| Download paper	3
17	2007	Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726. Full description at Econpapers \|\| Download paper	3
18		Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects. (). Chaieb, Ines ; Brandon, Rajna Gibson ; Errunza, Vihang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1447. Full description at Econpapers \|\| Download paper	3
19	2016	Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; de Nicolo, Gianni ; Klimenko, Nataliya . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642. Full description at Econpapers \|\| Download paper	3
20	2016	Why Does Fast Loan Growth Predict Poor Performance for Banks?. (2016). Fahlenbrach, Ruediger ; Prilmeier, Robert ; Stulz, Ren M. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1624. Full description at Econpapers \|\| Download paper	3
21	2016	The Jacobi Stochastic Volatility Model. (2016). Ackerer, Damien ; Pulido, Sergio ; Filipovia, Damir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1635. Full description at Econpapers \|\| Download paper	3
22	2016	Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Gandhi, Priyank ; Lustig, Hanno N ; Plazzi, Alberto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1622. Full description at Econpapers \|\| Download paper	3
23	2010	Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018. Full description at Econpapers \|\| Download paper	3
24	2015	Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Qun, Zhang ; Zhang, Qunzhi ; Demos, Guilherme ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532. Full description at Econpapers \|\| Download paper	2
25	2008	Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817. Full description at Econpapers \|\| Download paper	2
26	2009	Gibratâs law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940. Full description at Econpapers \|\| Download paper	2
27	2006	Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636. Full description at Econpapers \|\| Download paper	2
28	2005	What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619. Full description at Econpapers \|\| Download paper	2
29	2006	An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626. Full description at Econpapers \|\| Download paper	2
30	2015	Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Zhang, Qun ; Demos, Guilherme ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531. Full description at Econpapers \|\| Download paper	2
31	2007	A Specification Test For Nonparametric Instrumental Variable Regression. (2007). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0713. Full description at Econpapers \|\| Download paper	2
32	2008	Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, DÃÂ©sirÃÂ© ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840. Full description at Econpapers \|\| Download paper	2
33	2007	Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735. Full description at Econpapers \|\| Download paper	2
34	2008	Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836. Full description at Econpapers \|\| Download paper	2
35	2006	House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620. Full description at Econpapers \|\| Download paper	2
36	2016	Collateral, Central Bank Repos, and Systemic Arbitrage. (2016). Nyborg, Kjell ; Fecht, Falko ; Woschitz, Jiri ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1666. Full description at Econpapers \|\| Download paper	2
37	2008	The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802. Full description at Econpapers \|\| Download paper	2
38	2015	Divergence and the Price of Uncertainty. (2015). Trojani, Fabio ; Schneider, Paul . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1560. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 1:

Year	Title
2016	Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Macroprudential Regulation and Misallocation. (2016). Perez-Reyna, David ; Hill, Enoch. In: DOCUMENTOS CEDE. RePEc:col:000089:014974. Full description at Econpapers \|\| Download paper
2016	The speed of the exchange rate pass-through. (2016). SaurÃÂ©, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195. Full description at Econpapers \|\| Download paper
2016	Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy. (2016). Hau, Harald ; Huang, YI ; Wang, Gewei . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11429. Full description at Econpapers \|\| Download paper
2016	Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1641. Full description at Econpapers \|\| Download paper
2016	The speed of exchange rate pass-through. (2016). SaurÃÂ©, Philip ; Fischer, Andreas ; Bonadio, Barthelemy . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:282. Full description at Econpapers \|\| Download paper
2016	Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; BoroviÄka, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Papers / arXiv.org	21
2	MPRA Paper / University Library of Munich, Germany	20
3	NBER Working Papers / National Bureau of Economic Research, Inc	17
4	CEPR Discussion Papers / C.E.P.R. Discussion Papers	12
5	Physica A: Statistical Mechanics and its Applications / Elsevier	10
6	Journal of Financial Economics / Elsevier	9
7	Working Papers / COMISEF	7
8	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	7
9	Journal of Economic Theory / Elsevier	7
10	Journal of Economic Dynamics and Control / Elsevier	6
11	Working Paper Series / European Central Bank	6

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.