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Foundations and Trends(R) in Finance / now publishers

1.38

Impact Factor

1

5-Years IF

8

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
20050.433341.335000 (%)41.330.21
20062.670.442.6736101.67233838 (%)20.670.19
20070.830.370.833950.5676565 (%)0.17
20080.390.1121130.2776691 (%)210.17
20092.60.361.45314161.14135131116 (%)0.17
201020.341.14418160.89265101416 (%)0.15
20110.411.0711919171516 (%)0.2
20120.80.451.08524200.8323541314 (%)0.21
20130.330.51226210.8111621515 (%)10.50.2
20141.140.550.8531250.8122781512 (%)10.20.25
20150.570.570.59334300.884741710 (%)0.26
20161.380.66134351.038111616 (%)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
12008Understanding the Securitization of Subprime Mortgage Credit. (2008). Schuermann, Til ; Ashcraft, Adam. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000024.

Full description at Econpapers || Download paper

72
2Financial Markets and the Real Economy. (2005). Cochrane, John. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000001.

Full description at Econpapers || Download paper

41
32012Dynamic Models and Structural Estimation in Corporate Finance. (2012). Whited, Toni ; Strebulaev, Ilya A.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035.

Full description at Econpapers || Download paper

19
42006Liquidity and Asset Prices. (2006). Pedersen, Lasse ; Amihud, Yakov ; Mendelson, Haim . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000003.

Full description at Econpapers || Download paper

13
52010Hedge Fund Activism: A Review. (2010). Brav, Alon ; Jiang, Wei ; Kim, Hyunseob . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000026.

Full description at Econpapers || Download paper

10
62006A Review of Taxes and Corporate Finance. (2006). Graham, John R.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000010.

Full description at Econpapers || Download paper

10
72010Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009. (2010). Cooley, Thomas ; Walter, Ingo ; Acharya, Viral V. ; Richardson, Matthew . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000025.

Full description at Econpapers || Download paper

10
82014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

Full description at Econpapers || Download paper

8
92013The Equity Home Bias Puzzle: A Survey. (2013). Cooper, Ian ; Vanpe, Rosanne ; Sercu, Piet . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000039.

Full description at Econpapers || Download paper

7
102005Share Repurchases. (2005). Vermaelen, Theo. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000007.

Full description at Econpapers || Download paper

6
112014Should Banks Stress Test Results be Disclosed? An Analysis of the Costs and Benefits. (2014). Goldstein, Itay . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000038.

Full description at Econpapers || Download paper

6
122009Corporate Payout Policy. (2009). Skinner, Douglas J. ; DeAngelo, Linda . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000020.

Full description at Econpapers || Download paper

6
132014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

Full description at Econpapers || Download paper

6
142010Modeling the Term Structure of Interest Rates: A Review of the Literature. (2010). Talay, Denis ; Gibson, Rajna ; Lhabitant, Francois-Serge . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000032.

Full description at Econpapers || Download paper

5
152015Chinas Financial System: Growth and Risk. (2015). Gu, Xian ; Allen, Franklin ; Qj, Jun . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000029.

Full description at Econpapers || Download paper

4
162008Financial Analysts Forecasts and Stock Recommendations: A Review of the Research. (2008). Shane, Philip B. ; Ramnath, Sundaresh ; ROCK, STEVE. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000023.

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4
172013Corporate Restructuring. (2013). Thorburn, Karin ; Eckbo, B.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000028.

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4
182007The Equity Premium Puzzle: A Review. (2007). Mehra, Rajnish. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000006.

Full description at Econpapers || Download paper

4
192009Empirical Capital Structure: A Review. (2009). Parsons, Christopher ; Titman, Sheridan . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000018.

Full description at Econpapers || Download paper

4
202009The Experimental Study of Asset Pricing Theory. (2009). Bossaerts, Peter . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000022.

Full description at Econpapers || Download paper

3
212005Hedge Funds. (2005). Naik, Narayan Y. ; Agarwal, Vikas. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000002.

Full description at Econpapers || Download paper

3
222012Corporate Financial Distress and Bankruptcy: A Survey. (2012). Senbet, Lemma W. ; Wang, Tracy Yue . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000009.

Full description at Econpapers || Download paper

3
232014Text and Context: Language Analytics in Finance. (2014). Das, Sanjiv Ranjan . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000045.

Full description at Econpapers || Download paper

2
242007Valuation Approaches and Metrics: A Survey of the Theory and Evidence. (2007). Damodaran, Aswath . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000013.

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2
252007Portfolio Performance Evaluation. (2007). Aragon, George O. ; Ferson, Wayne E.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000015.

Full description at Econpapers || Download paper

1
262012Theories of Liquidity. (2012). Vayanos, Dimitri ; Wang, Jiang . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000014.

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1
272010Behavioralizing Finance. (2010). Shefrin, Hersh . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000030.

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1

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

#YearTitleCited
12008Understanding the Securitization of Subprime Mortgage Credit. (2008). Schuermann, Til ; Ashcraft, Adam. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000024.

Full description at Econpapers || Download paper

13
22012Dynamic Models and Structural Estimation in Corporate Finance. (2012). Whited, Toni ; Strebulaev, Ilya A.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000035.

Full description at Econpapers || Download paper

12
32005Financial Markets and the Real Economy. (2005). Cochrane, John. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000001.

Full description at Econpapers || Download paper

9
42014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

Full description at Econpapers || Download paper

7
52010Hedge Fund Activism: A Review. (2010). Brav, Alon ; Jiang, Wei ; Kim, Hyunseob . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000026.

Full description at Econpapers || Download paper

7
62013The Equity Home Bias Puzzle: A Survey. (2013). Cooper, Ian ; Vanpe, Rosanne ; Sercu, Piet . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000039.

Full description at Econpapers || Download paper

6
72014Should Banks Stress Test Results be Disclosed? An Analysis of the Costs and Benefits. (2014). Goldstein, Itay . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000038.

Full description at Econpapers || Download paper

6
82006A Review of Taxes and Corporate Finance. (2006). Graham, John R.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000010.

Full description at Econpapers || Download paper

6
92009Corporate Payout Policy. (2009). Skinner, Douglas J. ; DeAngelo, Linda . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000020.

Full description at Econpapers || Download paper

6
102014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

Full description at Econpapers || Download paper

6
112006Liquidity and Asset Prices. (2006). Pedersen, Lasse ; Amihud, Yakov ; Mendelson, Haim . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000003.

Full description at Econpapers || Download paper

6
122010Modeling the Term Structure of Interest Rates: A Review of the Literature. (2010). Talay, Denis ; Gibson, Rajna ; Lhabitant, Francois-Serge . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000032.

Full description at Econpapers || Download paper

5
132010Manufacturing Tail Risk: A Perspective on the Financial Crisis of 2007–2009. (2010). Cooley, Thomas ; Walter, Ingo ; Acharya, Viral V. ; Richardson, Matthew . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000025.

Full description at Econpapers || Download paper

4
142015Chinas Financial System: Growth and Risk. (2015). Gu, Xian ; Allen, Franklin ; Qj, Jun . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000029.

Full description at Econpapers || Download paper

4
152005Share Repurchases. (2005). Vermaelen, Theo. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000007.

Full description at Econpapers || Download paper

3
162009The Experimental Study of Asset Pricing Theory. (2009). Bossaerts, Peter . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000022.

Full description at Econpapers || Download paper

3
172012Corporate Financial Distress and Bankruptcy: A Survey. (2012). Senbet, Lemma W. ; Wang, Tracy Yue . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000009.

Full description at Econpapers || Download paper

2
182009Empirical Capital Structure: A Review. (2009). Parsons, Christopher ; Titman, Sheridan . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000018.

Full description at Econpapers || Download paper

2
192014Text and Context: Language Analytics in Finance. (2014). Das, Sanjiv Ranjan . In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000045.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 11:

YearTitle
2016China in Asia. (2016). Morck, Randall ; Yeung, Bernard . In: China Economic Review. RePEc:eee:chieco:v:40:y:2016:i:c:p:297-308.

Full description at Econpapers || Download paper

2016.

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2016.

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2016.

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2016Opacity and Disclosure in Short-Term Wholesale Funding Markets. (2016). Kowalik, Michal. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa16-2.

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2016The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds. (2016). Black, Jeffrey R ; Yadav, Pradeep K ; Stock, Duane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:119-132.

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2016Stock Market Liquidity in Chile. (2016). Brandao-Marques, Luis . In: IMF Working Papers. RePEc:imf:imfwpa:16/223.

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2016International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135.

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2016Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports. (2016). Loon, Yee Cheng ; Zhong, Zhaodong . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:645-672.

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2016Portfolio Diversification in the Sovereign Credit Swap Markets. (2016). Zenios, Stavros A ; Lotfi, Somayyeh ; Consiglio, Andrea . In: Working Papers. RePEc:ecl:upafin:16-06.

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2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. (2016). Pelizzon, Loriana ; Tomio, Davide ; Subrahmanyam, Marti G ; Uno, Jun . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:1:p:86-115.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document

Recent citations received in 2014
YearCiting document
2014Liquidity commonality does not imply liquidity resilience commonality: A functional characterisation for ultra-high frequency cross-sectional LOB data. (2014). Panayi, Efstathios ; Kosmidis, Ioannis ; Peters, Gareth . In: Papers. RePEc:arx:papers:1406.5486.

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Recent citations received in 2013
YearCiting document
2013The Market for Corporate Subsidiaries in Japan: An empirical study of trades among listed firms. (2013). Ushijima, Tatsuo ; Schaede, Ulrike ; Tatsuo, USHIJIMA . In: Discussion papers. RePEc:eti:dpaper:13012.

Full description at Econpapers || Download paper

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