Citation analysis for OFRC Working Papers Series / Oxford Financial Research Centre

OFRC Working Papers Series / Oxford Financial Research Centre

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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		30	30	4	0.13	62	0		0		(%)	4	0.13	0.15
2000	0.13	0.36	0.13	12	42	6	0.14	70	30	4	30	4	1 (1.4%)	1	0.08	0.14
2001	0.31	0.36	0.31	24	66	17	0.26	204	42	13	42	13	(%)	4	0.17	0.16
2002	0.42	0.37	0.35	13	79	27	0.34	35	36	15	66	23	(%)	2	0.15	0.18
2003	0.59	0.39	0.37	22	101	37	0.37	154	37	22	79	29	(%)	7	0.32	0.19
2004	0.83	0.4	0.43	23	124	55	0.44	186	35	29	101	43	(%)	7	0.3	0.18
2005	0.82	0.42	0.52	21	145	57	0.39	138	45	37	94	49	1 (%)	2	0.1	0.2
2006	0.59	0.45	0.55	15	160	79	0.49	70	44	26	103	57	(%)	6	0.4	0.19
2007	0.42	0.38	0.4	6	166	61	0.37	16	36	15	94	38	(%)	3	0.5	0.16
2008	0.81	0.39	0.51	33	199	76	0.38	212	21	17	87	44	1 (%)	12	0.36	0.17
2009	0.72	0.36	0.78	4	203	122	0.6	16	39	28	98	76	(%)	2	0.5	0.17
2010	0.57	0.34	0.48		203	79	0.39		37	21	79	38	(%)			0.15
2011	0.5	0.4	0.64		203	100	0.49		4	2	58	37	(%)			0.19
2012		0.44	0.44		203	66	0.33		0		43	19	(%)			0.2
2013		0.49	1		203	99	0.49		0		37	37	(%)			0.2
2014		0.52	0.5		203	67	0.33		0		4	2	(%)			0.23
2015		0.54			203	74	0.36		0		0		(%)			0.24
2016		0.6			203	55	0.27		0		0		(%)			0.27
2017		0.64			203	38	0.19		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	2001	Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11. Full description at Econpapers \|\| Download paper	100
2	2008	Fitting vast dimensional time-varying covariance models. (2008). Shephard, Neil ; Engle, Robert ; Shepphard, Kevin. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe30. Full description at Econpapers \|\| Download paper	82
3	2005	Sovereign Debt Without Default Penalties. (2005). Guembel, Alexander ; Sussman, Oren . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe17. Full description at Econpapers \|\| Download paper	82
4	2003	Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08. Full description at Econpapers \|\| Download paper	54
5	2000	Credit Derivatives, Disintermediation and Investment Decisions. (2000). Morrison, Alan. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe01. Full description at Econpapers \|\| Download paper	51
6	2001	A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05. Full description at Econpapers \|\| Download paper	47
7	2004	A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05. Full description at Econpapers \|\| Download paper	46
8	2004	Likelihood-based estimation of latent generalised ARCH structures. (2004). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe02. Full description at Econpapers \|\| Download paper	37
9	2008	Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe29. Full description at Econpapers \|\| Download paper	30
10	2004	A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe21. Full description at Econpapers \|\| Download paper	28
11	2003	Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03. Full description at Econpapers \|\| Download paper	25
12	2004	Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe20. Full description at Econpapers \|\| Download paper	22
13	2006	Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe05. Full description at Econpapers \|\| Download paper	22
14	1999	Finance, Investment and Growth. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe09. Full description at Econpapers \|\| Download paper	19
15	2003	A Model to Analyse Financial Fragility. (2003). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe13. Full description at Econpapers \|\| Download paper	18
16	2003	Ownership: Evolution and Regulation. (2003). Rossi, Stefano ; Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe14. Full description at Econpapers \|\| Download paper	17
17	1999	How Do Financial Systems Affect Economic Performance?. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe08. Full description at Econpapers \|\| Download paper	16
18	2006	Searching for a Metric for Financial Stability. (2006). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, C. ; Aspachs, O. ; Segoviano, M.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe09. Full description at Econpapers \|\| Download paper	15
19	2008	Copula-Based Models for Financial Time Series. (2008). Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe21. Full description at Econpapers \|\| Download paper	14
20	2001	From market games to real-world markets. (2001). Hart, Michael ; Jefferies, Paul ; Hui, P. M. ; Johnson, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf02. Full description at Econpapers \|\| Download paper	14
21	2005	Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe05. Full description at Econpapers \|\| Download paper	14
22	2008	Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15. Full description at Econpapers \|\| Download paper	12
23	2003	Partnership Firms, Reputation and Human Capital. (2003). Morrison, Alan ; William J. Wilhelm, Jr., . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe02. Full description at Econpapers \|\| Download paper	12
24	2008	Where do firms incorporate? Deregulation and the cost of entry. (2008). Wagner, Hannes ; Mayer, Colin ; Becht, Marco. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe04. Full description at Econpapers \|\| Download paper	12
25	2003	Procyclicality and the new Basel Accord - Banks choice of loan rating system. (2003). Tsomocos, Dimitrios ; Catarineu-Rabell, Eva ; Jackson, Patricia. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe06. Full description at Econpapers \|\| Download paper	12
26		On the Equivalence of Floating and Fixed-Strike Asian Options. (2001). Wojakowski, Rafal ; Henderson, Vicky . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf08. Full description at Econpapers \|\| Download paper	12
27	2009	Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2009fe02. Full description at Econpapers \|\| Download paper	12
28	2006	Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; BÃÂ¥rdsen, Gunnar ; Bardsen, Gunnar ; Lindquist, Kjersti-Gro . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe01. Full description at Econpapers \|\| Download paper	11
29	2003	Why are European IPOs so rarely priced outside the indicative price range?. (2003). Morrison, Alan ; Jenkinson, Tim ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe05. Full description at Econpapers \|\| Download paper	11
30	2007	A Note on the Central Limit Theorem for Bipower Variation of General Functions. (2007). Podolskij, Mark ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2007fe03. Full description at Econpapers \|\| Download paper	11
31	2005	Matched asymptotic expansions in financial engineering. (2005). Howison, Sam . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005mf01. Full description at Econpapers \|\| Download paper	10
32	2004	Financial Liberalisation and Capital Regulation in Open Economies. (2004). Morrison, Alan ; White, Lucy . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe10. Full description at Econpapers \|\| Download paper	10
33	2000	Non-Gaussian OU based models and some of their uses in financial economics. (2000). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2000mf01. Full description at Econpapers \|\| Download paper	10
34	2001	Application of multi-agent games to the prediction of financial time-series. (2001). lamper, David ; Howison, Sam ; Jefferies, Paul ; Johnson, Neil F. ; Hart, Michael L.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf04. Full description at Econpapers \|\| Download paper	10
35	2003	Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects. (2003). Morrison, Alan ; Loranth, Gyongyi. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe11. Full description at Econpapers \|\| Download paper	9
36	2005	Why are Securitization Issues Tranched?. (2005). Jenkinson, Tim ; Firla-Cuchra, Maciej . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe04. Full description at Econpapers \|\| Download paper	9
37	2008	The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe24. Full description at Econpapers \|\| Download paper	9
38	2008	Evaluating Volatility and Correlation Forecasts. (2008). Sheppard, Kevin ; Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe22. Full description at Econpapers \|\| Download paper	8
39	2006	Subsampling realised kernels. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe06. Full description at Econpapers \|\| Download paper	8
40	2008	Good IPOs draw in bad: Inelastic banking capacity and hot markets. (2008). Noe, Thomas ; Khanna, Naveen ; Sonti, Ramana . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe10. Full description at Econpapers \|\| Download paper	8
41	2004	The Demise of Investment-Banking Partnerships: Theory and Evidence.. (2004). Morrison, Alan ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe14. Full description at Econpapers \|\| Download paper	7
42	2004	A Time Series Analysis of Financial Fragility in the UK Banking System. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe18. Full description at Econpapers \|\| Download paper	7
43	2002	IPO Pricing in the Dot-com Bubble. (2002). Ljungqvist, Alexander ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe07. Full description at Econpapers \|\| Download paper	7
44	2003	Spending Less Time with the Family: The Decline of Family Ownership in the UK. (2003). Rossi, Stefano ; Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe15. Full description at Econpapers \|\| Download paper	6
45	1999	IPO Underpricing, Wealth Losses and the Curious Role of Venture Capitalists in the Creation of Public Companies. (1999). Ljungqvist, Alexander. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe04. Full description at Econpapers \|\| Download paper	6
46	2004	Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing. (2004). Tsomocos, Dimitrios ; FREIXAS, XAVIER. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe13. Full description at Econpapers \|\| Download paper	6
47	2008	Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Jenkinson, Tim ; STRMBERG, PER ; Axelson, Ulf . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe20. Full description at Econpapers \|\| Download paper	6
48	2004	A Risk Assessment Model for Banks. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe11. Full description at Econpapers \|\| Download paper	6
49	2008	Returns to Shareholder Activism. (2008). Rossi, Stefano ; Mayer, Colin ; Becht, Marco ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe07. Full description at Econpapers \|\| Download paper	6
50	2006	Devaluation without common knowledge. (2006). Rochon, Celine. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe03. Full description at Econpapers \|\| Download paper	6

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

#	Year	Title	Cited
1	2005	Sovereign Debt Without Default Penalties. (2005). Guembel, Alexander ; Sussman, Oren . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe17. Full description at Econpapers \|\| Download paper	28
2	2008	Fitting vast dimensional time-varying covariance models. (2008). Shephard, Neil ; Engle, Robert ; Shepphard, Kevin. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe30. Full description at Econpapers \|\| Download paper	17
3	2001	Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11. Full description at Econpapers \|\| Download paper	12
4	2001	A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05. Full description at Econpapers \|\| Download paper	10
5	2001	On the Equivalence of Floating and Fixed-Strike Asian Options. (2001). Wojakowski, Rafal ; Henderson, Vicky . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf08. Full description at Econpapers \|\| Download paper	7
6	2004	Likelihood-based estimation of latent generalised ARCH structures. (2004). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe02. Full description at Econpapers \|\| Download paper	6
7	2004	Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe20. Full description at Econpapers \|\| Download paper	6
8	2008	Where do firms incorporate? Deregulation and the cost of entry. (2008). Wagner, Hannes ; Mayer, Colin ; Becht, Marco. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe04. Full description at Econpapers \|\| Download paper	6
9	2003	Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08. Full description at Econpapers \|\| Download paper	6
10	2003	Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03. Full description at Econpapers \|\| Download paper	6
11	2004	A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05. Full description at Econpapers \|\| Download paper	5
12	2000	Credit Derivatives, Disintermediation and Investment Decisions. (2000). Morrison, Alan. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe01. Full description at Econpapers \|\| Download paper	4
13	2008	Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15. Full description at Econpapers \|\| Download paper	3
14	2005	Matched asymptotic expansions in financial engineering. (2005). Howison, Sam . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005mf01. Full description at Econpapers \|\| Download paper	2
15	2008	The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe24. Full description at Econpapers \|\| Download paper	2
16	2005	Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe08. Full description at Econpapers \|\| Download paper	2
17	2004	Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing. (2004). Tsomocos, Dimitrios ; FREIXAS, XAVIER. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe13. Full description at Econpapers \|\| Download paper	2
18	2004	Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange. (2004). Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe19. 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
1	Journal of Econometrics / Elsevier	12
2	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	8
3	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	7
4	Tinbergen Institute Discussion Papers / Tinbergen Institute	6
5	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	6
6	Computational Statistics & Data Analysis / Elsevier	6
7	NBER Working Papers / National Bureau of Economic Research, Inc	5
8	Papers / arXiv.org	5
9	Journal of Empirical Finance / Elsevier	5
10	Journal of Corporate Finance / Elsevier	5
11	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	4

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.