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LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg

0.31

Impact Factor

0.17

5-Years IF

6

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.430100 (%)0.21
20060.449930.331700 (%)10.110.19
20070.670.370.67112070.353996961 (2.6%)10.090.17
20080.450.390.451232100.3162092091 (16.7%)0.17
20090.430.360.38941120.29623103212 (%)0.17
20100.10.340.11455120.22552124143 (5.5%)70.50.15
20110.30.410.21671120.171023755111 (10%)10.060.2
20120.50.450.351788230.269301562221 (11.1%)10.060.21
20130.150.50.2914102210.2163356820 (%)10.070.2
20140.060.550.091311580.0710312706 (%)20.150.25
20150.110.570.15115110.12737411 (%)0.26
20160.310.660.17115130.111346010 (%)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:

#YearTitleCited
1Intervention Policy of the BoJ: a Unified Approach. (2007). Lecourt, Christelle ; Gnabo, Jean-Yves . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-19.

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26
22010Contingent Capital: The Case for COERCs. (2010). Wolff, Christian ; Vermaelen, Theo ; Pennacchi, George . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-08.

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24
32006The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable. (2006). Weill, Laurent ; BLAZY, Régis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-09.

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14
42010Leverage and risk in US commercial banking in the light of the current financial crisis. (2010). Wolff, Christian ; Papanikolaou, Nikolaos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-12.

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8
52010Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14.

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7
62010Ownership Concentration, Family Control and Performance of Firms. (2010). Hamadi, Malika . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-03.

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7
72014Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07.

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6
82011Does the GARCH Structural Credit Risk Model Make a Difference?. (2011). Nadal De Simone, Francisco ; Jin, Xisong ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-6.

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4
92007Direct Mechanisms, Menus and Latent Contracts. (2007). Piaser, Gwenael . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-09.

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4
102008Loss Functions in Option Valuation: A Framework for Selection. (2008). Wolff, Christian ; Lehnert, Thorsten ; Bams, Dennis . In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-11.

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4
112007On multiple-principal multiple-agent models of moral hazard. (2007). attar, andrea ; Piaser, Gwenael ; Rajan, Uday . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-01.

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4
12Why Do Banks Ask for Collateral and Which Ones?. (2006). Weill, Laurent ; BLAZY, Régis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-07.

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3
132007Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?. (2007). CHOPARD, Bertrand ; BLAZY, Régis ; Guigou, Jean-Daniel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-02.

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3
142010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates. (2010). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-13.

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3
152012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity. (2012). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-8.

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3
162011Cultural Values, CEO Risk Aversion and Corporate Takeovers. (2011). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-01.

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2
172010An Optimal Control Approach to Portfolio Optimisation with Conditioning Information. (2010). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-09.

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2
182013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13.

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2
192012Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment. (2012). Neugebauer, Tibor ; Fatas, Enrique ; Cabrera, Susana ; Lacomba, Juan A.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-3.

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2
202011Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals. (2011). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-12.

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2
212010Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’. (2010). Neugebauer, Tibor ; Hey, John ; Pasca, Carmen . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-06.

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2
222009Large powerful shareholders and cash holding. (2009). Hamadi, Malika ; Anderson, Ronald W.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-04.

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2
232009A Cumulative Prospect Theory Approach to Option Pricing. (2009). Wolff, Christian ; Lehnert, Thorsten ; Versluis, Cokki . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-03.

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2
242014Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-13.

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2
252007Bid and price effects of increased competition in the first-price auction: experimental evidence. (2007). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-17.

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2
262012Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Jin, Xisong ; Lehnert, Thorsten ; Bekkour, Lamia ; Rasmouki, Fanou . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-4.

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1
272008Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Stefan T. M. Straetmans, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-12.

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1
282014Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception. (2014). Kräussl, Roman ; Kraussl, Roman ; van Galen, Thomas ; Bosman, Ronald . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-11.

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1
292009Behavioral Heterogeneity in the Option Market. (2009). Frijns, Bart ; Lehnert, Thorsten ; Zwinkels, Remco . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-07.

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1
302013Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?. (2013). Martelin, Nicolas ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-11.

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1
312009The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; antonio. cosma@uni. lu, ; Beine, Michel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-05.

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1
322012Modeling default correlation in a US retail loan portfolio. (2012). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-19.

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1
33An Experimental Analysis of Optimal Renewable Resource Management: The Fishery. (2008). Sadrieh, Abdolkarim ; Neugebauer, Tibor ; Hey, John. In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-10.

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1
342014News Media Sentiment and Investor Behavior. (2014). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-03.

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1
352011Corporate Governance and Financial Development: A Study of the French Case. (2011). Guigou, Jean-Daniel ; boughanmi, afef ; BLAZY, Régis ; Defffains, Bruno . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-11.

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1
362013Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. (2013). Neugebauer, Tibor ; FLLBRUNN, SASCHA . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-10.

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1
372012Optimal mix of funded and unfunded pension systems: the case of Luxembourg. (2012). Schiltz, Jang ; Guigou, Jean-Daniel. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-13.

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1
382013Does it Pay to Invest in Art? A Selection-corrected Returns Perspective. (2013). Kräussl, Roman ; Korteweg, Arthur ; Kraussl, Roman ; Verwijmeren, Patrick . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-7.

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1
392011Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas. (2011). Jin, Xisong ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-10.

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1
40Market Strucutre, Screening Activity and Bank Lending Behavior. (2010). Papanikolaou, Nikolaos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-11.

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1
412012Effectiveness of independent boards of Luxembourg funds. (2012). Hazenberg, Jan Jaap . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-11.

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1
422013Forecasting distress in European SME portfolios. (2013). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-2.

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1
432010Comoment Risk and Stock Returns. (2010). Hübner, Georges ; Hubner, George ; Lambert, Marie . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-02.

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1

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

#YearTitleCited
12014Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07.

Full description at Econpapers || Download paper

4
22010Contingent Capital: The Case for COERCs. (2010). Wolff, Christian ; Vermaelen, Theo ; Pennacchi, George . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-08.

Full description at Econpapers || Download paper

3
32010Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14.

Full description at Econpapers || Download paper

3
42010Ownership Concentration, Family Control and Performance of Firms. (2010). Hamadi, Malika . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-03.

Full description at Econpapers || Download paper

3
52012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity. (2012). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-8.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 4:

YearTitle
2016Who Pays to Win Again? The Joy of Winning in Contest Experiments. (2016). Herbst, Luisa . In: Working Papers. RePEc:mpi:wpaper:tax-mpg-rps-2016-06.

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2016Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks. (2016). Wohar, Mark ; GUPTA, RANGAN ; Chang, Tsangyao ; Aye, Goodness C ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201625.

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2016The winners curse on art markets. (2016). Kräussl, Roman ; Kraussl, Roman ; Mirgorodskaya, Elizaveta . In: CFS Working Paper Series. RePEc:zbw:cfswop:564.

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2016Crash Beliefs From Investor Surveys. (2016). Shiller, Robert ; Goetzmann, William ; Kim, Dasol . In: NBER Working Papers. RePEc:nbr:nberwo:22143.

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Recent citations (cites in year: CiY)

Recent citations received in 2014
YearCiting document
2014Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Penasse, J. N. G., ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:tiu:tiucen:bf0d8984-df7f-4f02-afc7-3a1eb8b7d1c3.

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2014Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Penasse, J. N. G., ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:tiu:tiutil:386dd5e7-e672-4d9d-829c-6a9102704006.

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Recent citations received in 2013
YearCiting document
2013What lies behind the “too-small-to-survive” banks?. (2013). Papanikolaou, Nikolaos ; Grammatikos, Theoharry. In: MPRA Paper. RePEc:pra:mprapa:51431.

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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, 1st 2017. Contact: CitEc Team