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New York University, Leonard N. Stern School Finance Department Working Paper Seires / New York University, Leonard N. Stern School of Business-


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Impact Factor

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5-Years IF

21

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
19950.171133800 (%)110.11
199610.221303120.0614311111 (%)10.030.1
19970.190.220.195485120.143243163162 (%)60.110.09
19980.170.240.1656141270.19495841485144 (%)130.230.13
19990.350.30.3379220750.34426110381414612 (2.8%)210.270.16
20000.350.370.3214234780.3313713547220714 (2.9%)30.210.14
20010.560.370.4372411100.461839352233100 (%)710.17
20020.760.370.552411270.532116210116 (%)0.18
200330.40.62411270.5372115694 (%)0.19
20040.410.652411280.53010065 (%)0.18
20050.431.242411300.5402126 (%)0.21
20060.441.862411300.540713 (%)0.19
20070.372411060.4400 (%)0.17
20080.392411060.4400 (%)0.17
20090.36241660.2700 (%)0.17
20100.34241480.200 (%)0.15
20110.41241780.3200 (%)0.2
20120.45241490.200 (%)0.21
20130.5241500.2100 (%)0.2
20140.55241520.2200 (%)0.25
20150.57241580.2400 (%)0.26
20160.66241530.2200 (%)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
11998The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007.

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235
21997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Lauterbach, Beni ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004.

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111
31996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks. (1996). Madhavan, Ananth ; Roomans, Mark ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-34.

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87
41999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-059.

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82
51997Economic News and the Yield Curve: Evidence from the U.S. Treasury Market. (1997). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-005.

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76
61999Does Option Compensation Increase Managerial Risk Appetite?. (1999). Carpenter, Jennifer. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-076.

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73
72001Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01.

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56
82000Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07.

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55
91998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081.

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47
102001Financial Globalization and Real Regionalization.. (2001). Perri, Fabrizio ; Heathcote, Jonathan. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-11.

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38
111997Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks. (1997). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-022.

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38
122001Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10.

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36
132000Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-014.

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35
141999The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks. (1999). Lozano-Vivas, Ana ; Lovell, C. ; Kumbhakar, Subal ; HASAN, IFTEKHAR ; C. A. Knox Lovell, ; C. A. Knox Lovell, ; C. A. Knox Lovell, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-064.

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34
151996Affine Models of Currency Pricing. (1996). Telmer, Chris ; Backus, David ; Foresi, Silverio . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-9.

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33
161998Do Investors Care About Sentiment?. (1998). Elton, Edwin J. ; Gruber, Martin J. ; Busse, Jeffrey A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028.

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30
172001The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07.

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26
181999Portfolio Performance and Agency. (1999). Dybvig, Philip ; Carpenter, Jennifer ; Farnsworth, Heber K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-046.

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21
191998The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013.

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21
202001The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00.

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21
211999When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003.

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21
221997The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1997). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-1.

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20
231998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063.

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20
241998Hedge Funds and the Asian Currency Crisis of 1997. (1998). Goetzmann, William ; Brown, Stephen ; Park, James M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-014.

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19
252000The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Ofek, Eli ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054.

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18
261999Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-028.

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18
271999(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-061.

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18
281999Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; Kallal, Hedi ; hedi, Hachani. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-036.

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16
291999Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-063.

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16
301998The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes. (1998). Ravid, Abraham S. ; Sundgren, S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-054.

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15
311998Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises. (1998). Rosen, Harvey ; Holtz-Eakin, Douglas ; Fluck, Zsuzsanna . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-038.

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14
321999Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012.

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13
331999Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027.

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12
341997Time-Varying Sharpe Ratios and Market Timing. (1997). Whitelaw, Robert F.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-074.

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12
351997Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3.

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11
361998Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-031.

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10
371998How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis ; Christoffersen, Peter. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-080.

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9
381997No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Brenner, Menachem ; Young Ho Eom, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009.

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9
391998An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps. (1998). Gupta, Anurag ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-068.

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9
401998CEO Involvement in the Selection of New Board Members: An Empirical Analysis. (1998). Yermack, David ; Shivdasani, Anil . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-059.

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8
411999The Price of Options Illiquidity. (1999). Hauser, Shmuel ; Eldor, Rafi ; Brenner, Menachem . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-086.

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8
421997Universal Banking: A Shareholder Value Perspective. (1997). Walter, Ingo . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-40.

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8
431995Shareholder Proposals and Corporate Governance. (1995). John, Kose ; Klein, April . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-046.

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8
441999Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-060.

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7
451999A Multifractal Model of Assets Returns. (1999). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-072.

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7
461998Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Kose, John ; Chidambaran, N. K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044.

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7
471999On the Formation and Structure of International Exchanges. (1999). Jorgensen, Bjorn ; Kavajecz, Kenneth A. ; Clayton, Matthew J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-057.

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7
482000Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt. (2000). Huang, Jingzhi ; Acharya, Viral ; SUNDARAM, R. ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-048.

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7
491999Regime Shifts and Bond Returns. (1999). Boudoukh, Jacob ; Smith, Tom ; Whitelaw, Robert ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-010.

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7
5019991998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors. (1999). Ripston, Beth A. ; Levich, Richard M. ; Hayt, Gregory S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-074.

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7

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


#YearTitleCited
11997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Lauterbach, Beni ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004.

Full description at Econpapers || Download paper

28
21998The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007.

Full description at Econpapers || Download paper

24
31998The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013.

Full description at Econpapers || Download paper

9
42001Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10.

Full description at Econpapers || Download paper

7
52000Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07.

Full description at Econpapers || Download paper

6
61998Do Investors Care About Sentiment?. (1998). Elton, Edwin J. ; Gruber, Martin J. ; Busse, Jeffrey A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028.

Full description at Econpapers || Download paper

6
72001Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01.

Full description at Econpapers || Download paper

6
82000The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Ofek, Eli ; Richardson, Matthew . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054.

Full description at Econpapers || Download paper

6
91999Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027.

Full description at Econpapers || Download paper

5
101998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063.

Full description at Econpapers || Download paper

5
111997No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Brenner, Menachem ; Young Ho Eom, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009.

Full description at Econpapers || Download paper

3
1219991998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors. (1999). Ripston, Beth A. ; Levich, Richard M. ; Hayt, Gregory S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-074.

Full description at Econpapers || Download paper

3
131999A Multifractal Model of Assets Returns. (1999). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-072.

Full description at Econpapers || Download paper

3
141998Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Kose, John ; Chidambaran, N. K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044.

Full description at Econpapers || Download paper

2
152001The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07.

Full description at Econpapers || Download paper

2
161999Estimating Risk Parameters. (1999). Damodaran, Aswath . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-019.

Full description at Econpapers || Download paper

2
172000Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt. (2000). Huang, Jingzhi ; Acharya, Viral ; SUNDARAM, R. ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-048.

Full description at Econpapers || Download paper

2
181999Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012.

Full description at Econpapers || Download paper

2
191997Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives. (1997). Ofek, Eli ; Allayannis, George . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-002.

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2
201998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081.

Full description at Econpapers || Download paper

2
211997Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3.

Full description at Econpapers || Download paper

2
221999Financing Innovations and Capital Structure Choices. (1999). Damodaran, Aswath . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-020.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

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