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CRSP working papers / Center for Research in Security Prices, Graduate School of Business, University of Chicago

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Impact Factor

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5-Years IF

29

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10100 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.1411207002 (1%)0.06
199540.1741441414 (%)0.11
199630.2231331313 (%)0.1
19970.22678131.63147016 (%)10.140.09
19980.570.241.251220271.35585748103 (%)90.750.13
19991.320.31.81030541.8181192520363 (1.7%)60.60.16
20002.730.372.3111411273.133922602967 (%)50.450.14
20012.240.372.082431653.847221474083 (%)210.17
20023.540.372.31431964.5613464297 (%)0.18
200350.42.89431954.5321035101 (%)0.19
20040.411.7432235.1902339 (%)0.18
20050.432.6243258601334 (%)0.21
20060.442.5432144.98025 (%)0.19
20070.37431764.0900 (%)0.17
20080.39431784.1400 (%)0.17
20090.36431864.3300 (%)0.17
20100.3443972.2600 (%)0.15
20110.41431764.0900 (%)0.2
20120.4543972.2600 (%)0.21
20130.543761.7700 (%)0.2
20140.5543581.3500 (%)0.25
20150.5743641.4900 (%)0.26
20160.6643591.3700 (%)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
11994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1994). Cochrane, John ; Campbell, John. In: CRSP working papers. RePEc:wop:chispw:412.

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207
21998The Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

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196
31998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

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157
42000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

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153
5A Theory of Bank Capital. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:363.

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151
6The Cost of Diversity: The Diversification Discount and Inefficient Investment. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:357.

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148
7The Cost of Diversity: The Diversification Discount and Inefficient Investment.. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:463.

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148
81997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

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127
91999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

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91
101998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

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88
111998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

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87
12Financial Dependence and Growth. (). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:344.

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76
132000Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts. (2000). Stromberg, Per ; Kaplan, Steven. In: CRSP working papers. RePEc:wop:chispw:513.

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71
14What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna. In: CRSP working papers. RePEc:wop:chispw:496.

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63
152000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

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52
16Forecasting Profitability and Earnings.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:456.

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47
17Forecasting Profitability and Earnings. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:358.

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47
182001The Great Reversals: The Politics of Financial Development in the 20th Century. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:526.

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41
19Information Acquisition in Financial Markets. (). Barlevy, Gadi ; Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:360.

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39
20How Does Information Quality Affect Stock Returns?. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:361.

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35
21Legal Determinants of External Finance,. (). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: CRSP working papers. RePEc:wop:chispw:324.

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35
222000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul . In: CRSP working papers. RePEc:wop:chispw:523.

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34
23How Does Information Quality Affect Stock Returns?.. (). Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:462.

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34
241999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

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33
25Portfolio Selection and Asset Pricing Models.. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:498.

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32
26Portfolio Selection and Asset Pricing Models. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:356.

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31
27Characteristics, Covariances, and Average Returns: 1929 to 1997. (). French, Kenneth ; Fama, Eugene ; Davis, James L.. In: CRSP working papers. RePEc:wop:chispw:359.

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31
282001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

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31
29Information Acquisition in Financial Markets.. (). Barlevy, Gadi ; Veronesi, Pietro . In: CRSP working papers. RePEc:wop:chispw:484.

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30
30Investment Plans and Stock Returns.. (). Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:488.

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29
311998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:478.

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27
321998The Governance of the New Enterprise. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:487.

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24
33Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests. (). Stromberg, Per. In: CRSP working papers. RePEc:wop:chispw:459.

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23
34Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications.. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:518.

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22
351999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C.. In: CRSP working papers. RePEc:wop:chispw:505.

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17
36The Diversification Discount: Cash Flows vs. Returns.. (). Polk, Christopher ; Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:504.

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17
37Liquidity Risk and Expected Stock Returns. (). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:531.

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16
381997Managerial Decisions and Long-Term Stock Price Performance. (1997). Stafford, Erik ; Mitchell, Mark L.. In: CRSP working papers. RePEc:wop:chispw:453.

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15
39Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:362.

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14
40Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:510.

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14
412000Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms. (2000). Strahan, Philip E. ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:512.

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14
42Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act. (). Rajan, Raghuram ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:325.

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13
431999Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations. (1999). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:493.

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11
44Characteristics, Covariances, and Average Returns: 1929-1997.. (). French, Kenneth ; Fama, Eugene ; Davis, James . In: CRSP working papers. RePEc:wop:chispw:471.

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10
451999Organization Design. (1999). Harris, Milton ; Raviv, Artur . In: CRSP working papers. RePEc:wop:chispw:499.

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9
46Prospect Theory and Asset Prices.. (). HUANG, MING ; Santos, Tano ; Barberis, Nicholas . In: CRSP working papers. RePEc:wop:chispw:494.

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9
471998Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R.. In: CRSP working papers. RePEc:wop:chispw:470.

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9
48The Equity Premium.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:522.

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8
49Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:509.

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8
501999Comparing Asset Pricing Models: An Investment Perspective. (1999). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:497.

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7

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

#YearTitleCited
11997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

Full description at Econpapers || Download paper

34
21998The Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

Full description at Econpapers || Download paper

33
32000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

Full description at Econpapers || Download paper

29
41998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

Full description at Econpapers || Download paper

25
51998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

Full description at Econpapers || Download paper

16
61999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

Full description at Econpapers || Download paper

15
72000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

Full description at Econpapers || Download paper

4
81999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

Full description at Econpapers || Download paper

4
91998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

Full description at Econpapers || Download paper

3
101998Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R.. In: CRSP working papers. RePEc:wop:chispw:470.

Full description at Econpapers || Download paper

3
112000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul . In: CRSP working papers. RePEc:wop:chispw:523.

Full description at Econpapers || Download paper

3
122000Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms. (2000). Strahan, Philip E. ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:512.

Full description at Econpapers || Download paper

2
132001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

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