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Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
3
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 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0.29 0 7 7 13 2 2 0 0 0 2 0.29 0.29
2006 0 0.48 0 0 7 14 8 2 7 7 0 0 0.26
2007 0.29 0.4 0.25 0.29 2 16 1 4 6 14 4 14 4 0 0 0.22
2008 0.22 0.45 0.29 0.19 8 24 0 7 13 9 2 16 3 6 85.7 0 0.23
2009 0 0.43 0.07 0.08 5 29 10 2 15 10 24 2 0 0 0.23
2010 0.08 0.37 0.1 0.1 0 29 0 3 18 13 1 29 3 0 0 0.19
2011 0.2 0.47 0.03 0.05 0 29 0 1 19 5 1 22 1 0 0 0.25
2012 0 0.5 0.14 0.13 0 29 0 4 23 0 15 2 0 0 0.26
2013 0 0.52 0.03 0 0 29 0 1 24 0 13 0 0 0.24
2014 0 0.55 0.1 0 0 29 0 3 27 0 5 0 0 0.28
2015 0 0.54 0 0 0 29 0 27 0 0 0 0 0.28
2016 0 0.58 0.03 0 0 29 0 1 28 0 0 0 0 0.29
2017 0 0.6 0.17 0 0 29 0 5 33 0 0 0 0 0.3
2018 0 0.62 0 0 0 29 0 33 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
12006Debt and Taxes: Evidence from bank-financed unlisted firms. (2006). Bartholdy, Jan ; Mateus, Cesario. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-02.

Full description at Econpapers || Download paper

9
22009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03.

Full description at Econpapers || Download paper

8
32005Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01.

Full description at Econpapers || Download paper

6
42005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-05.

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3
52007Pricing the Option to Surrender in Incomplete Markets. (2007). Consiglio, Andrea ; de Giovanni, Domenico. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-02.

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2
62009Investment Timing, Liquidity, and Agency Costs of Debt. (2009). Hirth, Stefan ; Uhrig-Homburg, Marliese. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-04.

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2
72005Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2004-01.

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2
82005Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Rangvid, Jesper ; Joensen, Juanna Schroter. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-02.

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2
92009The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. (2009). Tsiaras, Leonidas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-02.

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1
102005Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-03.

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1
112008Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-04.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03.

Full description at Econpapers || Download paper

6
22005Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01.

Full description at Econpapers || Download paper

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