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Research Program in Finance, Working Paper Series / Research Program in Finance, Institute for Business and Economic Research, UC Berkeley

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
5
Impact Factor
0
5 Years IF
0
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0.4 0 5 5 73 1 2 0 0 0 1 0.2 0.21
2000 1.6 0.46 0.9 1.6 5 10 43 8 11 5 8 5 8 0 0 0.2
2001 1.5 0.39 1.6 1.5 0 10 0 15 27 10 15 10 15 0 0 0.22
2002 0.4 0.42 1.3 1.3 0 10 0 13 40 5 2 10 13 0 0 0.24
2003 0 0.41 0.54 0.6 3 13 5 6 47 0 10 6 0 0 0.24
2004 0.67 0.47 0.54 0.46 0 13 0 6 54 3 2 13 6 0 0 0.27
2005 0.67 0.49 0.62 0.38 0 13 0 8 62 3 2 8 3 0 0 0.29
2006 0 0.48 0.23 0.33 0 13 0 3 65 0 3 1 0 0 0.26
2007 0 0.4 0 0 0 13 0 65 0 3 0 0 0.22
2008 0 0.45 0.38 0 0 13 0 5 70 0 3 0 0 0.23
2009 0 0.43 0.23 0 0 13 0 3 73 0 0 0 0 0.23
2010 0 0.37 0.23 0 0 13 0 3 76 0 0 0 0 0.19
2011 0 0.47 0.23 0 0 13 0 3 79 0 0 0 0 0.25
2012 0 0.5 0.14 0 1 14 4 2 81 0 0 0 0 0.26
2013 0 0.52 0.2 0 1 15 0 3 84 1 1 0 0 0.24
2014 0 0.55 0.47 0 0 15 0 7 91 2 2 0 0 0.28
2015 0 0.54 0.6 0 0 15 0 9 100 1 2 0 0 0.28
2016 0 0.58 0.73 0 0 15 0 11 111 0 2 0 0 0.29
2017 0 0.6 0.4 0 0 15 0 6 117 0 2 0 0 0.3
2018 0 0.62 0.67 0 0 15 0 10 127 0 1 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
11999Order Flow and Exchange Rate Dynamics. (1999). Evans, Martin ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0dh1c16w.

Full description at Econpapers || Download paper

62
22000HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj.

Full description at Econpapers || Download paper

31
31999Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes. (1999). Leland, Hayne E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0fw6k0hm.

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7
41999The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises. (1999). Hakansson, Nils H.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt6sq4c6g0.

Full description at Econpapers || Download paper

5
52000Rational Markets: Yes or No? The Affirmative Case. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt22q318mh.

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5
62012Search Costs: The Neglected Spread Component. (2012). Flood, Mark ; Koedijk, Kees G. ; Huisman, Ronald ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt5q05g9pt.

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5
72003An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2qb613r5.

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4
82000On Adaptive Tail Index Estimation for Financial Return Models. (2000). Wagner, Niklas ; Marsh, Terry. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2651k8f5.

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4
92003Return-Volume Dependence and Extremes in International Equity Markets. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt1z87z922.

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2
102000On the Relation Between Binomial and Trinomial Option Pricing Models. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt3bw450n0.

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2
112000Corporate Diversification and Agency. (2000). Katz, Michael ; Hermalin, Benjamin. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0p34c640.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj.

Full description at Econpapers || Download paper

13
21999Order Flow and Exchange Rate Dynamics. (1999). Evans, Martin ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0dh1c16w.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations