null
Impact Factor
null
5-Years IF
21
5-Years H index
null
Impact Factor
null
5-Years IF
21
5-Years H index
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1998 | The 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 | 235 |
2 | 1997 | Market 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 | 111 |
3 | 1996 | Why 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. Full description at Econpapers || Download paper | 87 |
4 | 1999 | The 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. Full description at Econpapers || Download paper | 82 |
5 | 1997 | Economic 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. Full description at Econpapers || Download paper | 76 |
6 | 1999 | Does 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. Full description at Econpapers || Download paper | 73 |
7 | 2001 | Fixed 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 | 56 |
8 | 2000 | Stretching 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 | 55 |
9 | 1998 | Pitfalls 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 | 47 |
10 | 2001 | Financial 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. Full description at Econpapers || Download paper | 38 |
11 | 1997 | Cookie-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. Full description at Econpapers || Download paper | 38 |
12 | 2001 | Estimating 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 | 36 |
13 | 2000 | Empirical 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. Full description at Econpapers || Download paper | 35 |
14 | 1999 | The 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. Full description at Econpapers || Download paper | 34 |
15 | 1996 | Affine 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. Full description at Econpapers || Download paper | 33 |
16 | 1998 | Do 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 | 30 |
17 | 2001 | The 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 | 26 |
18 | 1999 | Portfolio 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. Full description at Econpapers || Download paper | 21 |
19 | 1998 | The 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 | 21 |
20 | 2001 | The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00. Full description at Econpapers || Download paper | 21 |
21 | 1999 | When 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. Full description at Econpapers || Download paper | 21 |
22 | 1997 | The 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. Full description at Econpapers || Download paper | 20 |
23 | 1998 | Who 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 | 20 |
24 | 1998 | Hedge 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. Full description at Econpapers || Download paper | 19 |
25 | 2000 | The 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 | 18 |
26 | 1999 | Semiparametric 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. Full description at Econpapers || Download paper | 18 |
27 | 1999 | (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. Full description at Econpapers || Download paper | 18 |
28 | 1999 | Viability 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. Full description at Econpapers || Download paper | 16 |
29 | 1999 | Unit 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. Full description at Econpapers || Download paper | 16 |
30 | 1998 | The 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. Full description at Econpapers || Download paper | 15 |
31 | 1998 | Where 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. Full description at Econpapers || Download paper | 14 |
32 | 1999 | Trading 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 | 13 |
33 | 1999 | Implied 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 | 12 |
34 | 1997 | Time-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. Full description at Econpapers || Download paper | 12 |
35 | 1997 | Modern 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 | 11 |
36 | 1998 | Testing 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. Full description at Econpapers || Download paper | 10 |
37 | 1998 | How 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. Full description at Econpapers || Download paper | 9 |
38 | 1997 | No-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 | 9 |
39 | 1998 | An 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. Full description at Econpapers || Download paper | 9 |
40 | 1998 | CEO 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. Full description at Econpapers || Download paper | 8 |
41 | 1999 | The 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. Full description at Econpapers || Download paper | 8 |
42 | 1997 | Universal 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. Full description at Econpapers || Download paper | 8 |
43 | 1995 | Shareholder 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. Full description at Econpapers || Download paper | 8 |
44 | 1999 | Exchange 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. Full description at Econpapers || Download paper | 7 |
45 | 1999 | A 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 | 7 |
46 | 1998 | Relationship 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 | 7 |
47 | 1999 | On 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. Full description at Econpapers || Download paper | 7 |
48 | 2000 | Costly 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 | 7 |
49 | 1999 | Regime 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. Full description at Econpapers || Download paper | 7 |
50 | 1999 | 1998 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 | 7 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1997 | Market 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 |
2 | 1998 | The 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 |
3 | 1998 | The 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 |
4 | 2001 | Estimating 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 |
5 | 2000 | Stretching 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 |
6 | 1998 | Do 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 |
7 | 2001 | Fixed 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 |
8 | 2000 | The 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 |
9 | 1999 | Implied 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 |
10 | 1998 | Who 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 |
11 | 1997 | No-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 |
12 | 1999 | 1998 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 |
13 | 1999 | A 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 |
14 | 1998 | Relationship 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 |
15 | 2001 | The 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 |
16 | 1999 | Estimating 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 |
17 | 2000 | Costly 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 |
18 | 1999 | Trading 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 |
19 | 1997 | Exchange 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. Full description at Econpapers || Download paper | 2 |
20 | 1998 | Pitfalls 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 |
21 | 1997 | Modern 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 |
22 | 1999 | Financing 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 |
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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