Citation analysis for Columbia - Center for Futures Markets / Columbia

Columbia - Center for Futures Markets / Columbia - Center for Futures Markets

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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	0.05	0.11	0.05	10	10	2	0.2		40	2	40	2	(%)			0.06
1991	0.09	0.1	0.08	9	19	4	0.21	4	33	3	50	4	(%)			0.04
1992		0.1	0.05		19	3	0.16		19		59	3	(%)			0.05
1993	0.11	0.13	0.08		19	5	0.26		9	1	59	5	(%)			0.06
1994		0.14			19				0		42		(%)			0.06
1995		0.17	0.05		19	5	0.26		0		19	1	(%)			0.1
1996		0.22			19	9	0.47		0		9		(%)			0.09
1997		0.22			19	15	0.79		0		0		(%)			0.09
1998		0.24			19	13	0.68		0		0		(%)			0.12
1999		0.3			19	11	0.58		0		0		(%)			0.15
2000		0.36			19	12	0.63		0		0		(%)			0.14
2001		0.36			19	30	1.58		0		0		(%)			0.16
2002		0.37			19	22	1.16		0		0		(%)			0.18
2003		0.39			19	10	0.53		0		0		(%)			0.19
2004		0.4			19	11	0.58		0		0		(%)			0.18
2005		0.42			19	21	1.11		0		0		(%)			0.2
2006		0.45			19	15	0.79		0		0		(%)			0.19
2007		0.38			19	17	0.89		0		0		(%)			0.16
2008		0.39			19	9	0.47		0		0		(%)			0.17
2009		0.36			19	26	1.37		0		0		(%)			0.17
2010		0.34			19	21	1.11		0		0		(%)			0.15
2011		0.4			19	15	0.79		0		0		(%)			0.19
2012		0.44			19	28	1.47		0		0		(%)			0.2
2013		0.49			19	48	2.53		0		0		(%)			0.2
2014		0.52			19	49	2.58		0		0		(%)			0.23
2015		0.54			19	32	1.68		0		0		(%)			0.24
2016		0.6			19	38	2		0		0		(%)			0.27
2017		0.64			19	32	1.68		0		0		(%)			0.28

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	1989	WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12. Full description at Econpapers \|\| Download paper	126
2	1989	USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2. Full description at Econpapers \|\| Download paper	124
3	1989	PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10. Full description at Econpapers \|\| Download paper	82
4	1989	VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7. Full description at Econpapers \|\| Download paper	40
5	1989	COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9. Full description at Econpapers \|\| Download paper	32
6	1988	DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.. (1988). Waller, Mark ; Thompson, Sarahelen. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:172. Full description at Econpapers \|\| Download paper	27
7	1989	MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6. Full description at Econpapers \|\| Download paper	22
8	1989	STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4. Full description at Econpapers \|\| Download paper	15
9	1989	COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8. Full description at Econpapers \|\| Download paper	12
10	1989	NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES.. (1989). SAVIT, R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:184. Full description at Econpapers \|\| Download paper	10
11	1988	TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.. (1988). Kamara, A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:169. Full description at Econpapers \|\| Download paper	8
12	1989	FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188. Full description at Econpapers \|\| Download paper	8
13	1989	COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3. Full description at Econpapers \|\| Download paper	6
14	1989	MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:201. Full description at Econpapers \|\| Download paper	5
15	1988	LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.. (1988). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:177. Full description at Econpapers \|\| Download paper	5
16	1991	Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets. (1991). Domowitz, Ian. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:214. Full description at Econpapers \|\| Download paper	2
17	1989	COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY.. (1989). HARDOUVELIS, GIKAS. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t5. Full description at Econpapers \|\| Download paper	2
18	1991	The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.. (1991). Thompson, Sarahelen ; Liu, S. M.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:216. Full description at Econpapers \|\| Download paper	1
19	1989	VALUATION OF SWAPS.. (1989). SUNDARESAN, S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:183. Full description at Econpapers \|\| Download paper	1
20	1988	FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.. (1988). MA, C. W.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:179. Full description at Econpapers \|\| Download paper	1
21	1988	COMMODITY POOL PERFORMANCE:IS THE INFORMATION CONTAINED IN POOL PROSPECTUSES USEFUL?. (1988). Ma, C. ; EDWARDS, F. R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:csfm-166. Full description at Econpapers \|\| Download paper	1
22	1991	Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures.. (1991). Kroner, K. F.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:220. 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	1989	USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2. Full description at Econpapers \|\| Download paper	29
2	1989	WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12. Full description at Econpapers \|\| Download paper	23
3	1989	PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10. Full description at Econpapers \|\| Download paper	15
4	1989	VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7. Full description at Econpapers \|\| Download paper	9
5	1989	COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9. Full description at Econpapers \|\| Download paper	6
6	1989	MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6. Full description at Econpapers \|\| Download paper	3
7	1989	STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4. Full description at Econpapers \|\| Download paper	2
8	1989	COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8. Full description at Econpapers \|\| Download paper	2

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.