Citation analysis for Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

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Impact Factor

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5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.37			0				0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.41			0				0		0		(%)			0.18
2005		0.43		7	7	2	0.29	9	0		0		2 (22.2%)	2	0.29	0.21
2006		0.44		7	14			7	7		7		2 (28.6%)			0.19
2007	0.14	0.37	0.14	2	16	2	0.13	2	14	2	14	2	2 (100%)			0.17
2008	0.44	0.39	0.38	8	24	6	0.25	1	9	4	16	6	(%)			0.17
2009		0.36	0.04	5	29	1	0.03	7	10		24	1	(%)			0.17
2010	0.08	0.34	0.1		29	3	0.1		13	1	29	3	(%)			0.15
2011	0.2	0.41	0.05		29	1	0.03		5	1	22	1	(%)			0.2
2012		0.45	0.13		29	4	0.14		0		15	2	(%)			0.21
2013		0.5			29				0		13		(%)			0.2
2014		0.55			29	3	0.1		0		5		(%)			0.25
2015		0.57			29				0		0		(%)			0.26
2016		0.66			29	1	0.03		0		0		(%)			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	Debt and Taxes: Evidence from bank-financed unlisted firms. (2006). Bartholdy, Jan ; Mateus, Cesario . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-02. Full description at Econpapers \|\| Download paper	7
2	2009	Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03. Full description at Econpapers \|\| Download paper	4
3	2005	Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2004-01. Full description at Econpapers \|\| Download paper	2
4	2005	Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-05. Full description at Econpapers \|\| Download paper	2
5	2005	Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Rangvid, Jesper ; Joensen, Juanna Schroter . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-02. Full description at Econpapers \|\| Download paper	2
6	2007	Pricing the Option to Surrender in Incomplete Markets. (2007). Consiglio, Andrea ; de Giovanni, Domenico . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-02. Full description at Econpapers \|\| Download paper	2
7	2005	Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01. Full description at Econpapers \|\| Download paper	2
8	2009	Investment Timing, Liquidity, and Agency Costs of Debt. (2009). Hirth, Stefan ; Uhrig-Homburg, Marliese . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-04. Full description at Econpapers \|\| Download paper	2
9	2009	The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. (2009). Tsiaras, Leonidas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-02. Full description at Econpapers \|\| Download paper	1
10	2005	Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-03. Full description at Econpapers \|\| Download paper	1
11	2008	Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). MÃÂ¸ller, Stig ; Moller, Stig Vinther . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-04. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2009	Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP)	2
2	Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies	2
3	International Journal of Forecasting / Elsevier	1
4	Bank of England working papers / Bank of England	1
5	Discussion Papers / Department of Economics, University of Birmingham	1
6		1
7	Empirical Economics / Springer	1
8	Discussion Papers / Bank of Canada	1

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.