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Weiss Center Working Papers / Wharton School - Weiss Center for International Financial Research

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Impact Factor

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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
19900.11161650.3189433 (%)40.250.06
19910.260.10.26314750.11123195195 (%)0.04
19920.130.10.1235060.127476506 (%)0.05
19930.030.130.09106070.1230341535 (%)20.20.06
19940.230.140.1326290.1517133638 (%)10.50.06
19950.330.170.2662170.271246216 (%)0.1
19960.50.220.13466180.271921466 (%)20.50.09
19970.750.220.4266270.4143198 (%)0.09
19980.50.240.19672250.351842163 (%)0.12
19990.30.17173250.346122 (%)0.15
20000.430.360.45174490.661573115 (%)0.14
20012.50.360.7574520.725129 (%)0.16
200220.370.574380.511284 (%)0.18
20030.390.6374430.58085 (%)0.19
20040.4174590.8022 (%)0.18
20050.42274690.93012 (%)0.2
20060.4574530.7200 (%)0.19
20070.3874670.9100 (%)0.16
20080.397474100 (%)0.17
20090.3674460.6200 (%)0.17
20100.3474410.5500 (%)0.15
20110.474270.3600 (%)0.19
20120.4474620.8400 (%)0.2
20130.4974610.8200 (%)0.2
20140.5274650.8800 (%)0.23
20150.5474580.7800 (%)0.24
20160.674520.700 (%)0.27
20170.6474290.3900 (%)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:

#YearTitleCited
11990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Weiss Center Working Papers. RePEc:fth:pennif:1-90.

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851
21991Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:3-91.

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59
31990THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS.. (1990). Zeldes, Stephen ; Mankiw, N. Gregory. In: Weiss Center Working Papers. RePEc:fth:pennif:23-90.

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29
41991Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, R. D.. In: Weiss Center Working Papers. RePEc:fth:pennif:11-91.

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26
51994Puzzles in international Financial Markets.. (1994). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:94-7.

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17
62000Using Asset Prices to Measure the Cost of Business Cycles.. (2000). Jermann, Urban ; Alvarez, Fernando. In: Weiss Center Working Papers. RePEc:fth:pennif:00-1.

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15
71998Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey. (1998). Bodnar, Gordon ; Gebhart, G.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-03.

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10
81996Consumption, Stock Returns, and the Gains from International Risk-Sharing.. (1996). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:96-4.

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9
91993Trends in Expected Returns in Currency and Bond Markets.. (1993). Evans, Martin ; Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-4.

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8
101996The Effects of Industry Structure on Economic Exposure.. (1996). Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:96-3.

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8
111990MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES.. (1990). DUMAS, B. ; Delgado, F.. In: Weiss Center Working Papers. RePEc:fth:pennif:20-90.

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7
121993Currency Option Pricing in Credible Target Zones.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-7.

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7
131990ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.. (1990). Stambaugh, Robert ; Kandel, Shmuel. In: Weiss Center Working Papers. RePEc:fth:pennif:7-90.

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6
141992Does Foreign Exchange Intervention Signal Future Monetary Policy?. (1992). Kaminsky, Graciela ; Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-3.

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6
151998Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification. (1998). Bodnar, Gordon ; Tang, C. ; Weintrop, J.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-02.

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5
161991An Ordered Probit Analysis of Transaction Stock Prices.. (1991). Lo, Andrew ; Hausman, Jerry ; MacKinlay, A. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:26-91.

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4
171991The Behavior of Stock Returns Around N.B.E.R. Turning Points : An Overview.. (1991). SIEGEL, J. J.. In: Weiss Center Working Papers. RePEc:fth:pennif:5-91.

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4
181991Security Prices and Market Transparency.. (1991). Madhavan, Ananth. In: Weiss Center Working Papers. RePEc:fth:pennif:1-92.

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4
191991Quantity-Adjusting Options and Forward Contracts.. (1991). Eisenberg, Larry ; Babbel, David. In: Weiss Center Working Papers. RePEc:fth:pennif:29-91.

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4
201993Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter.. (1993). Lewis, K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-11.

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4
211991The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview.. (1991). SIEGEL, J. J.. In: Weiss Center Working Papers. RePEc:fth:pennif:13-91.

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4
221991Differences in execution Prices among the Nyse, the Regionals and the NASD.. (1991). Goldstein, Michael ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:4-92.

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3
231993Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?. (1993). Evans, Martin ; Lewis, K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-12.

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3
241991Risk and Returns of low-Grade Bonds: An Update.. (1991). Kein, D. B. ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:15-91.

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3
251993Siegels Paradox and Pricing of Currency Options.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-8.

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3
261991Budget Deficits and Government Accounting.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:28-91.

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3
271991On Testing Sustainability of Government Deficits in a Stochastic Environment.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:19-91.

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2
281991Robust Power Calculations With tests for Serial Correlation in stock Returns.. (1991). Richardson, M. ; Smith, T.. In: Weiss Center Working Papers. RePEc:fth:pennif:12-91.

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2
291993Realignment Bank and Currency Option Pricing in Target Zones.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-6.

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2
301993Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options.. (1993). BATES, D. S.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-13.

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2
311991Effects of Bid-Ask Spreads and Prices Discreteness on Stock Returns.. (1991). Dravid, A. R.. In: Weiss Center Working Papers. RePEc:fth:pennif:6-91.

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2
321998Explaining Home Bias in Equities and Consumption. (1998). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-05.

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2
331991Limited Market Participation and Volatility of Asset Prices.. (1991). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:14-91.

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2
341991How Long do Unilateral Target Zones last?. (1991). Svensson, Lars ; DUMAS, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:1991-2.

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2
351992Determinants of Short-Term Real Interest Differentials Between Japan and the United States.. (1992). Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-2.

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1
36The Peseta Real Exchange Rate: Which Are Its Determinants?. (1996). Tamarit, Cecilio ; Esteve, Vicente ; Camarero, Mariam. In: Weiss Center Working Papers. RePEc:fth:pennif:96-1.

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1
371990THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.. (1990). BATES, D. S.. In: Weiss Center Working Papers. RePEc:fth:pennif:28-90.

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1
381998Pass-Through and Exposure. (1998). Bodnar, Gordon ; DUMAS, B. ; Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-01.

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1
391991The Sustainnability of Budget Deficit in a Stochastic Economy.. (1991). Henning, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:17-91.

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1
401993Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities.. (1993). Craig, A. ; Richardson, M. ; Dravid, A.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-5.

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1
411991Limited Market Participation and Volatility of Asset Prices.. (1991). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:2-92.

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1
421989SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.. (1989). Gorton, Gary ; Dow, James. In: Weiss Center Working Papers. RePEc:fth:pennif:3-90.

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1
431993The World Price of Foreign Exchange Risk.. (1993). DUMAS, B. ; Solnik, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-9.

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1
441990MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS.. (1990). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:26-90.

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1
451991A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, S.. In: Weiss Center Working Papers. RePEc:fth:pennif:2-91.

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1
461990THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS.. (1990). Keim, Donald ; Gyourko, Joseph. In: Weiss Center Working Papers. RePEc:fth:pennif:5-90.

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1
471996Price Convergence of Periphical European Countries on the Way to the EMU: A Time Series Approach.. (1996). Tamarit, Cecilio ; Esteve, Vicente ; Camarero, Mariam. In: Weiss Center Working Papers. RePEc:fth:pennif:96-2.

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1
481991Bayesian Inference and Portfolio Efficiency.. (1991). Stambaugh, Robert ; Kandel, Shmuel ; McCulloch, R.. In: Weiss Center Working Papers. RePEc:fth:pennif:8-91.

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1
491990Adjustment of Consumersdurables Stocks: Evidence from Automobile Purchases.. (1990). Eberly, Janice. In: Weiss Center Working Papers. RePEc:fth:pennif:22-91.

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1

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

#YearTitleCited
11990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Weiss Center Working Papers. RePEc:fth:pennif:1-90.

Full description at Econpapers || Download paper

107
21991Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, R. D.. In: Weiss Center Working Papers. RePEc:fth:pennif:11-91.

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, 2th 2018. Contact: CitEc Team