Citation analysis for Research Program in Finance Working Papers / University of California at Berkeley

Research Program in Finance Working Papers / University of California at Berkeley

null

Impact Factor

null

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	0.08	0.1	0.02	11	11	4	0.36	39	12	1	47	1	(%)			0.06
1991	0.05	0.09	0.07	18	29	6	0.21	20	20	1	46	3	(%)			0.04
1992	0.07	0.1	0.07	3	32	7	0.22	3	29	2	56	4	(%)			0.05
1993	0.1	0.13	0.16	7	39	12	0.31	17	21	2	44	7	(%)	2	0.29	0.06
1994	0.1	0.14	0.04	10	49	3	0.06	846	10	1	48	2	3 (%)			0.06
1995	0.76	0.17	0.37	17	66	29	0.44	48	17	13	49	18	1 (2.1%)			0.11
1996	0.41	0.22	0.22	10	76	28	0.37	23	27	11	55	12	1 (4.3%)	1	0.1	0.1
1997	0.11	0.22	0.45	7	83	44	0.53	373	27	3	47	21	1 (%)	2	0.29	0.09
1998	0.71	0.24	0.69	9	92	57	0.62	315	17	12	51	35	1 (%)			0.13
1999	1.25	0.3	0.85	4	96	65	0.68	67	16	20	53	45	(%)	1	0.25	0.16
2000	1.46	0.37	0.87	6	102	89	0.87	80	13	19	47	41	(%)			0.14
2001	1.6	0.37	1.19		102	95	0.93		10	16	36	43	(%)			0.17
2002	0.33	0.37	1.35		102	86	0.84		6	2	26	35	(%)			0.18
2003		0.4	1.32		102	111	1.09		0		19	25	(%)			0.19
2004		0.41	0.9		102	122	1.2		0		10	9	(%)			0.18
2005		0.43	0.5		102	106	1.04		0		6	3	(%)			0.21
2006		0.44			102	111	1.09		0		0		(%)			0.19
2007		0.37			102	85	0.83		0		0		(%)			0.17
2008		0.39			102	120	1.18		0		0		(%)			0.17
2009		0.36			102	121	1.19		0		0		(%)			0.17
2010		0.34			102	102	1		0		0		(%)			0.15
2011		0.41			102	96	0.94		0		0		(%)			0.2
2012		0.45			102	107	1.05		0		0		(%)			0.21
2013		0.5			102	124	1.22		0		0		(%)			0.2
2014		0.55			102	133	1.3		0		0		(%)			0.25
2015		0.57			102	135	1.32		0		0		(%)			0.26
2016		0.66			102	135	1.32		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	1994	Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233. Full description at Econpapers \|\| Download paper	453
2	1997	International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271. Full description at Econpapers \|\| Download paper	354
3	1994	Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232. Full description at Econpapers \|\| Download paper	338
4	1998	Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278. Full description at Econpapers \|\| Download paper	252
5	1979	A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85. Full description at Econpapers \|\| Download paper	126
6	2000	How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev. Full description at Econpapers \|\| Download paper	64
7	1999	Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288. Full description at Econpapers \|\| Download paper	64
8	1998	The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282. Full description at Econpapers \|\| Download paper	51
9	1994	Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.. (1994). Lehmann, Bruce N. ; Modest, David M.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-234. Full description at Econpapers \|\| Download paper	47
10	1979	The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94. Full description at Econpapers \|\| Download paper	37
11	1990	Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199. Full description at Econpapers \|\| Download paper	32
12	1989	Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-191. Full description at Econpapers \|\| Download paper	26
13	1995	Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads.. (1995). Leland, Hayne ; Toft, Klaus Bjerre. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-259. Full description at Econpapers \|\| Download paper	22
14	1976	Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1976). Leland, Hayne ; Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:41. Full description at Econpapers \|\| Download paper	21
15	1987	Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173. Full description at Econpapers \|\| Download paper	16
16	1994	Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240. Full description at Econpapers \|\| Download paper	16
17	1995	Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-243. Full description at Econpapers \|\| Download paper	15
18	1989	Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-189. Full description at Econpapers \|\| Download paper	15
19	1986	Empirical Assessment of Present Value Relations.. (1986). Meese, Richard ; Mattey, Joe . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:162. Full description at Econpapers \|\| Download paper	14
20	1987	Gains from International Diversification: l968-85 Returns on Portfolios of Stocks and Bonds.. (1987). Hakansson, Nils H. ; Grauer, Robert R.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:168. Full description at Econpapers \|\| Download paper	14
21	1996	Recovering Risk Aversion from Option Prices and Realized Returns.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-265. Full description at Econpapers \|\| Download paper	13
22	1987	Risk and Return in an Equilibrium APT.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:174. Full description at Econpapers \|\| Download paper	13
23	1982	To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124. Full description at Econpapers \|\| Download paper	13
24	1993	Tests of Microstructural Hypotheses in the Foreign Exchange Market.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-230. Full description at Econpapers \|\| Download paper	12
25	1988	The Attributes, Behavior and Performance of U.S. Mutual Funds.. (1988). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:181. Full description at Econpapers \|\| Download paper	12
26	1976	The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43. Full description at Econpapers \|\| Download paper	9
27	1997	Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-270. Full description at Econpapers \|\| Download paper	8
28	1998	Search Costs: The Neglected Spread Component.. (1998). Lyons, Richard ; Huisman, Ronald ; Flood, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-285. Full description at Econpapers \|\| Download paper	8
29	1997	Profits and Position Control: A Week of FX Dealing.. (1997). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-273. Full description at Econpapers \|\| Download paper	7
30	1982	Comments on the Valuation of Derivative Assets.. (1982). Bick, Avi . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:125. Full description at Econpapers \|\| Download paper	7
31	1978	Welfare Aspects of Options and Supershares.. (1978). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:68. Full description at Econpapers \|\| Download paper	7
32	1972	The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.. (1972). Rosenberg, Barr . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:11. Full description at Econpapers \|\| Download paper	6
33	2000	Rational Markets: Yes or No? The Affirmative Case.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-294. Full description at Econpapers \|\| Download paper	6
34	1991	Continuously Rebalanced Investment Strategies.. (1991). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-205. Full description at Econpapers \|\| Download paper	6
35	1975	The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets.. (1975). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:34. Full description at Econpapers \|\| Download paper	5
36	1972	Descriptive Theories of Financial Institutions Under Uncertainty.. (1972). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:9. Full description at Econpapers \|\| Download paper	5
37	1993	Optimal Transparency in a Dealership Market with an Application to Foreign Exchange.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-231. Full description at Econpapers \|\| Download paper	4
38	1989	LBOs and Taxes: No One to Blame But Ourselves?. (1989). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-185. Full description at Econpapers \|\| Download paper	4
39	1991	Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models.. (1991). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-209. Full description at Econpapers \|\| Download paper	4
40	1981	Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange.. (1981). ohlson, james ; Kunkel, Gregory J. ; Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:122. Full description at Econpapers \|\| Download paper	4
41	1985	Aspects of Optimal Multiperiod Life Insurance.. (1985). Babbel, David ; Ohtsuka, Eisaku. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:156. Full description at Econpapers \|\| Download paper	4
42	1995	Implied Probability Distributions: Empirical Analysis.. (1995). Jackwerth, Jens ; Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-250. Full description at Econpapers \|\| Download paper	4
43	1996	Implied Binomial Trees: Generalizations and Empirical Tests.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-262. Full description at Econpapers \|\| Download paper	4
44	1990	Moment Approximation and Estimation of Diffusion Models of Asset Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-193. Full description at Econpapers \|\| Download paper	4
45	1983	Pricing Deposit Insurance: The Effects of Mismeasurement.. (1983). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:142. Full description at Econpapers \|\| Download paper	4
46	2000	On Adaptive Tail Index Estimation for Financial Return Models.. (2000). Wagner, Niklas ; Marsh, Terry . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-295. Full description at Econpapers \|\| Download paper	4
47	1977	The Limits of Price Information in Market Processes.. (1977). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:61. Full description at Econpapers \|\| Download paper	3
48	1999	The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises.. (1999). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-287. Full description at Econpapers \|\| Download paper	3
49	2000	Return-Volume Dependence and Extremes in International Equity Markets.. (2000). Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-293. Full description at Econpapers \|\| Download paper	3
50	1981	The Stability of UK Risk Measures and the Problem of Thin Trading.. (1981). Dimson, Elroy ; Marsh, Paul. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:120. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	1994	Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233. Full description at Econpapers \|\| Download paper	115
2	1997	International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271. Full description at Econpapers \|\| Download paper	59
3	1998	Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278. Full description at Econpapers \|\| Download paper	46
4	1994	Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232. Full description at Econpapers \|\| Download paper	39
5	2000	How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev. Full description at Econpapers \|\| Download paper	13
6	1998	The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282. Full description at Econpapers \|\| Download paper	11
7	1994	Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240. Full description at Econpapers \|\| Download paper	9
8	1979	The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94. Full description at Econpapers \|\| Download paper	8
9	1979	A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85. Full description at Econpapers \|\| Download paper	8
10	1999	Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288. Full description at Econpapers \|\| Download paper	7
11	1982	To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124. Full description at Econpapers \|\| Download paper	5
12	1987	Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173. Full description at Econpapers \|\| Download paper	4
13	1990	Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199. Full description at Econpapers \|\| Download paper	4
14	2000	Return-Volume Dependence and Extremes in International Equity Markets.. (2000). Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-293. Full description at Econpapers \|\| Download paper	3
15	1976	The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43. 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

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.