Citation analysis for FRU Working Papers / University of Copenhagen. Department of Economics. Finance Research Unit

FRU Working Papers / University of Copenhagen. Department of Economics. Finance Research Unit

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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		0.11			0				0		0		(%)			0.06
1991		0.1			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.1
1996		0.22			0				0		0		(%)			0.09
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.12
1999		0.3			0				0		0		(%)			0.15
2000		0.36			0				0		0		(%)			0.14
2001		0.36			0				0		0		(%)			0.16
2002		0.37			0				0		0		(%)			0.18
2003		0.39		2	2	1	0.5	4	0		0		(%)			0.19
2004		0.4		11	13	1	0.08	23	2		2		1 (4.3%)	1	0.09	0.18
2005	0.23	0.42	0.23	7	20	4	0.2	4	13	3	13	3	(%)	1	0.14	0.2
2006	0.33	0.45	0.3	6	26	7	0.27	9	18	6	20	6	(%)	1	0.17	0.19
2007	0.15	0.38	0.23	1	27	6	0.22	4	13	2	26	6	(%)			0.16
2008	0.43	0.39	0.19	2	29	5	0.17	8	7	3	27	5	(%)			0.17
2009		0.36	0.11		29	4	0.14		3		27	3	(%)			0.17
2010	0.5	0.34	0.06		29	4	0.14		2	1	16	1	(%)			0.15
2011		0.4	0.33		29	3	0.1		0		9	3	(%)			0.19
2012		0.44	1		29	5	0.17		0		3	3	(%)			0.2
2013		0.49			29	2	0.07		0		2		(%)			0.2
2014		0.52			29	1	0.03		0		0		(%)			0.23
2015		0.54			29	1	0.03		0		0		(%)			0.24
2016		0.6			29	3	0.1		0		0		(%)			0.27
2017		0.64			29	3	0.1		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	2004	A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200403. Full description at Econpapers \|\| Download paper	8
2	2008	The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901. Full description at Econpapers \|\| Download paper	8
3	2006	Testing the Conditional Mean Function of Autoregressive Conditional Duration Models. (2006). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200606. Full description at Econpapers \|\| Download paper	6
4	2004	Order Aggressiveness and Order Book Dynamics. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200504. Full description at Econpapers \|\| Download paper	5
5	2007	Aggregation of Information and Beliefs in Prediction Markets. (2007). SÃÂ¸rensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200701. Full description at Econpapers \|\| Download paper	4
6	2003	International Parity Relationships Between Germany and the United States: A Joint Modelling Approach. (2003). MacDonald, Ronald ; juselius, katarina. In: FRU Working Papers. RePEc:kud:kuiefr:200408. Full description at Econpapers \|\| Download paper	4
7	2004	Bayesian Learning in Financial Markets â Testing for the Relevance of Information Precision in Price Discovery. (2004). Hautsch, Nikolaus ; Hess, Dieter . In: FRU Working Papers. RePEc:kud:kuiefr:200406. Full description at Econpapers \|\| Download paper	3
8	2004	Expected Utility Theory with âSmall Worldsâ. (2004). Gyntelberg, Jacob ; Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200404. Full description at Econpapers \|\| Download paper	3
9	2005	How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach. (2005). Kraft, Holger ; Steffensen, Mogens . In: FRU Working Papers. RePEc:kud:kuiefr:200507. Full description at Econpapers \|\| Download paper	2
10	2005	The latent factor VAR model: Testing for a common component in the intraday trading process. (2005). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200503. Full description at Econpapers \|\| Download paper	2
11	2004	The Timing of Bets and the Favorite-Longshot Bias. (2004). SÃÂ¸rensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200412. Full description at Econpapers \|\| Download paper	2
12	2006	Regulation of Banking Groups. (2006). Harr, Thomas ; Ronde, Thomas . In: FRU Working Papers. RePEc:kud:kuiefr:200601. Full description at Econpapers \|\| Download paper	2
13	2004	The Equity Premium Puzzle and the Ex Post Bias. (2004). Madsen, Jakob. In: FRU Working Papers. RePEc:kud:kuiefr:200401. Full description at Econpapers \|\| Download paper	1
14	2004	The Strategy of Professional Forecasting. (2004). SÃÂ¸rensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200405. Full description at Econpapers \|\| Download paper	1
15	2006	Bankruptcy, Counterparty Risk, and Contagion. (2006). Kraft, Holger ; Steffensen, Mogens . In: FRU Working Papers. RePEc:kud:kuiefr:200603. 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	2008	The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	Quarterly Bulletin Articles / Central Bank of Ireland	3
2	Working Papers / Banco de MÃ©xico	1
3	Journal of Banking & Finance / Elsevier	1
4	IDB Publications (Working Papers) / Inter-American Development Bank	1
5	Papers / arXiv.org	1
6	Physica A: Statistical Mechanics and its Applications / Elsevier	1

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.