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New York University, Leonard N. Stern School Finance Department Working Paper Seires / New York University, Leonard N. Stern School of Business-

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
22
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 3 0 1 1 9 1 3 0 0 0 1 1 0.09
1996 1 0.22 0.06 1 30 31 142 2 5 1 1 1 1 0 1 0.03 0.11
1997 0.19 0.23 0.14 0.19 54 85 370 12 17 31 6 31 6 0 6 0.11 0.12
1998 0.18 0.24 0.21 0.18 56 141 554 29 46 84 15 85 15 0 14 0.25 0.15
1999 0.34 0.32 0.35 0.33 79 220 474 74 124 110 37 141 46 21 28.4 23 0.29 0.21
2000 0.36 0.46 0.34 0.31 14 234 162 79 203 135 48 220 68 5 6.3 3 0.21 0.2
2001 0.58 0.39 0.48 0.42 7 241 202 115 318 93 54 233 99 0 8 1.14 0.22
2002 0.9 0.42 0.55 0.56 0 241 0 132 450 21 19 210 118 0 0 0.24
2003 3 0.41 0.55 0.61 0 241 0 133 583 7 21 156 95 0 0 0.24
2004 0 0.47 0.55 0.66 0 241 0 132 715 0 100 66 0 0 0.27
2005 0 0.49 0.56 1.29 0 241 0 134 849 0 21 27 0 0 0.29
2006 0 0.48 0.56 1.86 0 241 0 135 984 0 7 13 0 0 0.26
2007 0 0.4 0.46 0 0 241 0 110 1094 0 0 0 0 0.22
2008 0 0.45 0.46 0 0 241 0 110 1204 0 0 0 0 0.23
2009 0 0.43 0.3 0 0 241 0 73 1277 0 0 0 0 0.23
2010 0 0.37 0.22 0 0 241 0 53 1330 0 0 0 0 0.19
2011 0 0.47 0.35 0 0 241 0 84 1414 0 0 0 0 0.25
2012 0 0.5 0.23 0 0 241 0 56 1470 0 0 0 0 0.26
2013 0 0.52 0.24 0 0 241 0 57 1527 0 0 0 0 0.24
2014 0 0.55 0.25 0 0 241 0 61 1588 0 0 0 0 0.28
2015 0 0.54 0.31 0 0 241 0 74 1662 0 0 0 0 0.28
2016 0 0.58 0.26 0 0 241 0 62 1724 0 0 0 0 0.29
2017 0 0.6 0.2 0 0 241 0 48 1772 0 0 0 0 0.3
2018 0 0.62 0.24 0 0 241 0 58 1830 0 0 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
11998The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007.

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260
21997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Lauterbach, Beni ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004.

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138
31996Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks. (1996). Madhavan, Ananth ; Roomans, Mark ; Richardson, Matthew. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-34.

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87
41999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-059.

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83
51997Economic News and the Yield Curve: Evidence from the U.S. Treasury Market. (1997). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-005.

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77
61999Does Option Compensation Increase Managerial Risk Appetite?. (1999). Carpenter, Jennifer. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-076.

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73
72000Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07.

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71
82001Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01.

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67
91998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081.

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49
102001Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10.

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42
112000Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-014.

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40
122001Financial Globalization and Real Regionalization.. (2001). Perri, Fabrizio ; Heathcote, Jonathan. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-11.

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38
131997Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks. (1997). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-022.

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38
141999The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks. (1999). Lozano-Vivas, Ana ; Lovell, C. ; Kumbhakar, Subal ; HASAN, IFTEKHAR ; C. A. Knox Lovell, ; C. A. Knox Lovell, ; C. A. Knox Lovell, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-064.

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34
151996Affine Models of Currency Pricing. (1996). Telmer, Chris ; Backus, David ; Foresi, Silverio . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-9.

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33
161998Do Investors Care About Sentiment?. (1998). Elton, Edwin J. ; Gruber, Martin J. ; Busse, Jeffrey A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028.

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31
171999(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-061.

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30
182001The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07.

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29
191999When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003.

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27
201998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063.

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26
211998The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013.

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23
221997Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3.

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22
231999Portfolio Performance and Agency. (1999). Dybvig, Philip ; Carpenter, Jennifer ; Farnsworth, Heber K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-046.

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21
242001The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00.

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21
251999Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-028.

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20
261998Hedge Funds and the Asian Currency Crisis of 1997. (1998). Goetzmann, William ; Brown, Stephen ; Park, James M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-014.

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20
271997The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1997). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-1.

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20
281998Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises. (1998). Rosen, Harvey ; Holtz-Eakin, Douglas ; Fluck, Zsuzsanna . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-038.

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20
292000The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Ofek, Eli ; Richardson, Matthew. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054.

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20
301999Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; Kallal, Hedi ; hedi, Hachani. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-036.

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19
311999Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027.

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18
321999Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-063.

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18
331999Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012.

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17
341998The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes. (1998). Ravid, Abraham S. ; Sundgren, S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-054.

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15
351998Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-031.

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13
361997Time-Varying Sharpe Ratios and Market Timing. (1997). Whitelaw, Robert F.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-074.

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13
371997No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Brenner, Menachem ; Young Ho Eom, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009.

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11
381998Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Kose, John ; Chidambaran, N. K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044.

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11
391998An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps. (1998). Gupta, Anurag ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-068.

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11
401998How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis ; Christoffersen, Peter. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-080.

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10
411995Shareholder Proposals and Corporate Governance. (1995). John, Kose ; Klein, April . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-046.

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10
421999Regime Shifts and Bond Returns. (1999). Boudoukh, Jacob ; Smith, Tom ; Whitelaw, Robert ; Richardson, Matthew. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-010.

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9
4319991998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors. (1999). Ripston, Beth A. ; Levich, Richard M. ; Hayt, Gregory S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-074.

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9
441997Universal Banking: A Shareholder Value Perspective. (1997). Walter, Ingo. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-40.

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9
451999Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-060.

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8
461998CEO Involvement in the Selection of New Board Members: An Empirical Analysis. (1998). Yermack, David ; Shivdasani, Anil. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-059.

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8
471999A Multifractal Model of Assets Returns. (1999). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-072.

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8
481999The Price of Options Illiquidity. (1999). Hauser, Shmuel ; Eldor, Rafi ; Brenner, Menachem. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-086.

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8
491997Compensation and Top Management Turnover. (1997). Yermack, David ; Mehran, Hamid. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-051.

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7
501999On the Formation and Structure of International Exchanges. (1999). Jorgensen, Bjorn ; Kavajecz, Kenneth A. ; Clayton, Matthew J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-057.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Amihud, Yakov ; Lauterbach, Beni ; Mendelson, Haim . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004.

Full description at Econpapers || Download paper

20
21998The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Saunders, Anthony ; Scalise, Joseph M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007.

Full description at Econpapers || Download paper

14
32000Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07.

Full description at Econpapers || Download paper

12
41997Modern Portfolio Theory, 1950 to Date. (1997). Elton, Edwin J. ; Gruber, Martin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3.

Full description at Econpapers || Download paper

8
51999(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-061.

Full description at Econpapers || Download paper

7
62001Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01.

Full description at Econpapers || Download paper

6
71999Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027.

Full description at Econpapers || Download paper

5
81997No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Brenner, Menachem ; Young Ho Eom, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009.

Full description at Econpapers || Download paper

5
92001Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10.

Full description at Econpapers || Download paper

4
101998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063.

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4
111999Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; Kallal, Hedi ; hedi, Hachani. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-036.

Full description at Econpapers || Download paper

3
121998Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises. (1998). Rosen, Harvey ; Holtz-Eakin, Douglas ; Fluck, Zsuzsanna . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-038.

Full description at Econpapers || Download paper

3
131999Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012.

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3
141999Estimating Risk Parameters. (1999). Damodaran, Aswath. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-019.

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2
152001The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07.

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2
161999When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, Günter ; Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003.

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2
172000Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt. (2000). Huang, Jingzhi ; Acharya, Viral ; SUNDARAM, R. ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-048.

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2
182000Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-073.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations