Citation analysis for Rodney L. White Center for Financial Research Working Papers / Wharton School Rodney L. White Center for Financial Research

Rodney L. White Center for Financial Research Working Papers / Wharton School Rodney L. White Center for Financial Research

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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 ]
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Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.1	0.11	0.06	33	33	21	0.64	868	105	11	211	12	2 (%)	4	0.12	0.06
1991	0.09	0.1	0.07	40	73	24	0.33	220	85	8	212	15	1 (%)	1	0.03	0.04
1992	0.07	0.1	0.06	36	109	17	0.16	254	73	5	216	14	1 (%)	1	0.03	0.05
1993	0.07	0.13	0.13	27	136	44	0.32	70	76	5	214	27	1 (1.4%)	2	0.07	0.06
1994	0.13	0.14	0.13	35	171	47	0.27	49	63	8	188	25	(%)			0.06
1995	0.11	0.17	0.19	29	200	105	0.53	673	62	7	171	33	(%)	10	0.34	0.1
1996	0.45	0.22	0.35	23	223	145	0.65	729	64	29	167	58	(%)	2	0.09	0.09
1997	0.71	0.22	0.32	21	244	162	0.66	38	52	37	150	48	(%)			0.09
1998	0.34	0.24	0.37	36	280	186	0.66	388	44	15	135	50	5 (1.3%)	5	0.14	0.12
1999	0.19	0.3	0.42	37	317	200	0.63	165	57	11	144	61	9 (5.5%)	8	0.22	0.15
2000	0.49	0.36	0.72	22	339	296	0.87	49	73	36	146	105	2 (4.1%)	3	0.14	0.14
2001	0.47	0.36	0.47	30	369	291	0.79	63	59	28	139	65	(%)	2	0.07	0.16
2002	0.13	0.37	0.28	27	396	260	0.66	11	52	7	146	41	(%)			0.18
2003	0.04	0.39	0.22		396	271	0.68		57	2	152	34	(%)			0.19
2004	0.04	0.4	0.19		396	332	0.84		27	1	116	22	(%)			0.18
2005		0.42	0.1		396	354	0.89		0		79	8	(%)			0.2
2006		0.45	0.02		396	297	0.75		0		57	1	(%)			0.19
2007		0.38			396	308	0.78		0		27		(%)			0.16
2008		0.39			396	303	0.77		0		0		(%)			0.17
2009		0.36			396	279	0.7		0		0		(%)			0.17
2010		0.34			396	293	0.74		0		0		(%)			0.15
2011		0.4			396	256	0.65		0		0		(%)			0.19
2012		0.44			396	268	0.68		0		0		(%)			0.2
2013		0.49			396	322	0.81		0		0		(%)			0.2
2014		0.52			396	387	0.98		0		0		(%)			0.23
2015		0.54			396	349	0.88		0		0		(%)			0.24
2016		0.6			396	316	0.8		0		0		(%)			0.27
2017		0.64			396	288	0.73		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	1990	ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90. Full description at Econpapers \|\| Download paper	778
2	1995	Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95. Full description at Econpapers \|\| Download paper	554
3	1995	Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95. Full description at Econpapers \|\| Download paper	515
4	1996	Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96. Full description at Econpapers \|\| Download paper	482
5	1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96. Full description at Econpapers \|\| Download paper	385
6	1989	Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89. Full description at Econpapers \|\| Download paper	163
7	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98. Full description at Econpapers \|\| Download paper	160
8	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98. Full description at Econpapers \|\| Download paper	159
9	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89. Full description at Econpapers \|\| Download paper	141
10	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85. Full description at Econpapers \|\| Download paper	130
11	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85. Full description at Econpapers \|\| Download paper	128
12	1983	Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83. Full description at Econpapers \|\| Download paper	107
13	1998	The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67. Full description at Econpapers \|\| Download paper	104
14	1996	Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95. Full description at Econpapers \|\| Download paper	99
15	1991	A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-91. Full description at Econpapers \|\| Download paper	98
16	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89. Full description at Econpapers \|\| Download paper	97
17	1998	Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69. Full description at Econpapers \|\| Download paper	95
18	1996	Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96. Full description at Econpapers \|\| Download paper	83
19	1992	What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92. Full description at Econpapers \|\| Download paper	83
20	1990	The Origins of Banking Panics: Models, Facts, and Bank Regulation. (1990). Gorton, Gary ; Calomiris, Charles. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-90. Full description at Econpapers \|\| Download paper	61
21	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83. Full description at Econpapers \|\| Download paper	61
22	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83. Full description at Econpapers \|\| Download paper	61
23	1998	The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98. Full description at Econpapers \|\| Download paper	59
24	1991	Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-91. Full description at Econpapers \|\| Download paper	59
25	1998	The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98. Full description at Econpapers \|\| Download paper	58
26	1998	The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68. Full description at Econpapers \|\| Download paper	57
27	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87. Full description at Econpapers \|\| Download paper	56
28	1988	Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model. (1988). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-88. Full description at Econpapers \|\| Download paper	56
29	1991	Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013). (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-91. Full description at Econpapers \|\| Download paper	54
30	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-87. Full description at Econpapers \|\| Download paper	52
31	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95. Full description at Econpapers \|\| Download paper	51
32	1983	Stock Market Seasonality: Internal Evidence. (1983). GULTEKIN, Bulent. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83. Full description at Econpapers \|\| Download paper	50
33	1996	General Properties of Option Prices.. (1996). Wiener, Zvi ; Grundy, B. D. ; Bergman, Yaacov Z.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-96. Full description at Econpapers \|\| Download paper	50
34	1980	On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80. Full description at Econpapers \|\| Download paper	43
35	2001	The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99. Full description at Econpapers \|\| Download paper	43
36	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95. Full description at Econpapers \|\| Download paper	43
37	1992	A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too-Big-To-Fail Doctrine. (1992). Mester, Loretta ; Hughes, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:25-92. Full description at Econpapers \|\| Download paper	41
38	1988	Portfolio Performance Evaluation: Old Issues and New Insights. (1988). Titman, Sheridan ; Grinblatt, Mark. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-88. Full description at Econpapers \|\| Download paper	37
39	1992	Stock Markets and Resource Allocation (Reprint 036). (1992). Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-92. Full description at Econpapers \|\| Download paper	36
40	1999	Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation. (1999). Wachter, Jessica ; Metrick, Andrew ; Baks, Klaas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:18-99. Full description at Econpapers \|\| Download paper	33
41	1985	Investment Banking, Reputation and the Underpricing of Initial Public Offerings. (1985). Ritter, Jay ; Beatty, Randolph P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-85. Full description at Econpapers \|\| Download paper	31
42	1987	Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87. Full description at Econpapers \|\| Download paper	29
43	1991	Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, Bruce D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-91. Full description at Econpapers \|\| Download paper	26
44	1985	Dividend Yields and Stock Returns: Implications of Abnormal January Returns. (1985). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-85. Full description at Econpapers \|\| Download paper	25
45	1989	Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008). (1989). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-89. Full description at Econpapers \|\| Download paper	23
46	1997	Learning To Be Overconfident.. (1997). Odean, Terrance ; Gervais, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-97. Full description at Econpapers \|\| Download paper	23
47	1992	On the Predictability of Common Stock Returns: World-Wide Evidence.. (1992). Keim, Donald ; hawawini, gabriel ; Kein, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:23-92. Full description at Econpapers \|\| Download paper	22
48	1988	Modeling Expected Stock Returns for Long and Short Horizons. (1988). Stambaugh, Robert ; Kandel, Shmuel. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:42-88. Full description at Econpapers \|\| Download paper	22
49	1981	Private Discrimination and Social Intervention in Competitive Labor Markets. (1981). Startz, Richard ; Lundberg, Shelly. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:19-81. Full description at Econpapers \|\| Download paper	22
50	1985	On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-85. Full description at Econpapers \|\| Download paper	21

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

#	Year	Title	Cited
1	1990	ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90. Full description at Econpapers \|\| Download paper	106
2	1996	Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96. Full description at Econpapers \|\| Download paper	86
3	1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96. Full description at Econpapers \|\| Download paper	86
4	1995	Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95. Full description at Econpapers \|\| Download paper	66
5	1995	Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95. Full description at Econpapers \|\| Download paper	66
6	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98. Full description at Econpapers \|\| Download paper	35
7	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98. Full description at Econpapers \|\| Download paper	35
8	1989	Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89. Full description at Econpapers \|\| Download paper	25
9	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85. Full description at Econpapers \|\| Download paper	22
10	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85. Full description at Econpapers \|\| Download paper	22
11	1983	Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83. Full description at Econpapers \|\| Download paper	19
12	1983	Stock Market Seasonality: Internal Evidence. (1983). GULTEKIN, Bulent. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83. Full description at Econpapers \|\| Download paper	19
13	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89. Full description at Econpapers \|\| Download paper	18
14	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89. Full description at Econpapers \|\| Download paper	18
15	1996	Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95. Full description at Econpapers \|\| Download paper	17
16	1998	The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67. Full description at Econpapers \|\| Download paper	13
17	1996	Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96. Full description at Econpapers \|\| Download paper	13
18	1992	What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92. Full description at Econpapers \|\| Download paper	11
19	1998	Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69. Full description at Econpapers \|\| Download paper	10
20	1989	Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008). (1989). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-89. Full description at Econpapers \|\| Download paper	8
21	2001	The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99. Full description at Econpapers \|\| Download paper	7
22	1998	The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98. Full description at Econpapers \|\| Download paper	6
23	1998	The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98. Full description at Econpapers \|\| Download paper	6
24	1998	The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68. Full description at Econpapers \|\| Download paper	5
25	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95. Full description at Econpapers \|\| Download paper	5
26	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95. Full description at Econpapers \|\| Download paper	5
27	1980	On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80. Full description at Econpapers \|\| Download paper	4
28	1995	Bank Capital Regulation in General Equilibrium.. (1995). Gorton, Gary ; Winton, A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-95. Full description at Econpapers \|\| Download paper	4
29	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83. Full description at Econpapers \|\| Download paper	4
30	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83. Full description at Econpapers \|\| Download paper	4
31	1985	On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-85. Full description at Econpapers \|\| Download paper	3
32	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-87. Full description at Econpapers \|\| Download paper	3
33	1987	Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87. Full description at Econpapers \|\| Download paper	3
34	1987	Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87). (1987). Lo, Andrew ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-87. Full description at Econpapers \|\| Download paper	3
35	1987	Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87). (1987). Lo, Andrew ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-87. Full description at Econpapers \|\| Download paper	3
36	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87. Full description at Econpapers \|\| Download paper	3
37	1987	Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87). (1987). Lo, Andrew ; MacKinlay, Craig A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:29-87. Full description at Econpapers \|\| Download paper	3
38	1985	On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-85. Full description at Econpapers \|\| Download paper	3
39	1989	Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium. (1989). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-89. Full description at Econpapers \|\| Download paper	2
40	1988	Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model. (1988). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-88. Full description at Econpapers \|\| Download paper	2
41	1985	Dividend Yields and Stock Returns: Implications of Abnormal January Returns. (1985). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-85. Full description at Econpapers \|\| Download paper	2
42	2000	Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2000). Uppal, Raman ; Kogan, Leonid. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:13-00. Full description at Econpapers \|\| Download paper	2
43	1991	Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, Bruce D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-91. Full description at Econpapers \|\| Download paper	2
44	1980	The Determinants of the Variability of Stock Market Price. (1980). Shiller, Robert ; Grossman, Sanford. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:18-80. Full description at Econpapers \|\| Download paper	2
45	1989	Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium. (1989). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-89. Full description at Econpapers \|\| Download paper	2
46	1988	Pricing Options Under Jump-Diffusion Processes. (1988). Bates, David S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:37-88. 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

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Source data used to compute the impact factor of RePEc series.