Citation analysis for Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

5 Years IF

0.44

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	12	12	29		0	0		0			0		0	0.06
1992	0	0.1	0.14	0	10	22	269	3	3	12		12		1	33.3	3	0.3	0.07
1993	0.05	0.13	0.09	0.05	12	34	23	3	6	22	1	22	1	3	100	1	0.08	0.07
1994	0.09	0.13	0.07	0.06	8	42	17	2	9	22	2	34	2	2	100		0	0.06
1995	0.2	0.18	0.23	0.14	14	56	57	13	22	20	4	42	6	9	69.2	6	0.43	0.09
1996	0.27	0.22	0.23	0.2	15	71	20	16	38	22	6	56	11	10	62.5	1	0.07	0.11
1997	0.17	0.23	0.16	0.17	6	77	17	12	50	29	5	59	10	2	16.7	1	0.17	0.12
1998	0.1	0.24	0.15	0.09	4	81	2	12	62	21	2	55	5	3	25		0	0.15
1999	0.2	0.32	0.49	0.17	15	96	21	38	109	10	2	47	8	25	65.8	23	1.53	0.21
2000	0	0.46	0.24	0.2	11	107	60	25	135	19		54	11	3	12		0	0.2
2001	0.15	0.39	0.21	0.08	4	111	5	22	158	26	4	51	4	2	9.1	1	0.25	0.22
2002	0.27	0.42	0.24	0.15	9	120	35	28	187	15	4	40	6	9	32.1	5	0.56	0.24
2003	0.38	0.41	0.38	0.26	12	132	39	50	237	13	5	43	11	22	44	2	0.17	0.24
2004	0.29	0.47	0.28	0.25	7	139	13	38	276	21	6	51	13	5	13.2	1	0.14	0.27
2005	0.11	0.49	0.22	0.12	5	144	4	31	307	19	2	43	5		0		0	0.29
2006	0.25	0.48	0.24	0.11	6	150	30	36	343	12	3	37	4	1	2.8	4	0.67	0.26
2007	0.55	0.4	0.29	0.44	1	151	0	44	387	11	6	39	17	1	2.3		0	0.22
2008	0.14	0.45	0.24	0.13	6	157	3	38	425	7	1	31	4	1	2.6		0	0.23
2009	0.14	0.43	0.18	0.32	2	159	0	29	454	7	1	25	8	2	6.9		0	0.23
2010	0	0.37	0.2	0.15	5	164	26	33	487	8		20	3		0	1	0.2	0.19
2011	0.71	0.47	0.22	0.45	3	167	4	37	524	7	5	20	9		0	1	0.33	0.25
2012	1	0.5	0.19	0.47	9	176	38	33	557	8	8	17	8	1	3	2	0.22	0.26
2013	0.25	0.52	0.16	0.16	2	178	0	28	585	12	3	25	4		0		0	0.24
2014	0.55	0.55	0.23	0.43	3	181	3	42	627	11	6	21	9		0		0	0.28
2015	0	0.54	0.27	0.77	3	184	4	50	677	5		22	17	1	2		0	0.28
2016	0.33	0.58	0.11	0.35	1	185	0	21	698	6	2	20	7		0		0	0.29
2017	0.25	0.6	0.12	0.22	0	185	0	22	720	4	1	18	4		0		0	0.3
2018	0	0.62	0.24	0.44	0	185	0	44	764	1		9	4		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

#	Year	Title	Cited
1	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	252
2	2000	The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers \|\| Download paper	30
3	1995	Transformation of Heath-Jarrow-Morton Models to Markovian Systems. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:53. Full description at Econpapers \|\| Download paper	30
4	2003	International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf. In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers \|\| Download paper	25
5	2010	Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers \|\| Download paper	23
6	2006	Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147. Full description at Econpapers \|\| Download paper	22
7	1991	Determinants of Corporate Capital Structure: Australian Evidence. (1991). Chiarella, Carl ; Ah Boon Sim, ; Pham, Toan ; Tan, Madeleine. In: Working Paper Series. RePEc:uts:wpaper:3. Full description at Econpapers \|\| Download paper	18
8	1997	Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques. (1997). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:72. Full description at Econpapers \|\| Download paper	16
9	2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	16
10	2002	Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Gong, G.. In: Working Paper Series. RePEc:uts:wpaper:120. Full description at Econpapers \|\| Download paper	15
11	1993	The Sources of Unemployment: A Simple Econometric Analysis. (1993). Valentine, Tom . In: Working Paper Series. RePEc:uts:wpaper:32. Full description at Econpapers \|\| Download paper	15
12	2000	The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100. Full description at Econpapers \|\| Download paper	14
13	2002	Type I Spurious Regression in Econometrics. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:114. Full description at Econpapers \|\| Download paper	14
14	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	12
15	2000	An Economic Analysis of the Peter and Dilbert Principles. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:101. Full description at Econpapers \|\| Download paper	11
16		Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42. Full description at Econpapers \|\| Download paper	10
17	1995	Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:47. Full description at Econpapers \|\| Download paper	9
18	1999	The Dynamics of the Cobweb when Producers are Risk Averse Learners. (1999). He, Xuezhong ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:90. Full description at Econpapers \|\| Download paper	9
19	1996	A Preference Free Partial Differential Equation for the Term Structure of Interest Rates. (1996). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:63. Full description at Econpapers \|\| Download paper	9
20	2004	Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139. Full description at Econpapers \|\| Download paper	8
21	1995	The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:54. Full description at Econpapers \|\| Download paper	8
22	1999	Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:98. Full description at Econpapers \|\| Download paper	7
23	1992	Developments in Nonlinear Economic Dynamics: Past, Present and Future. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:14. Full description at Econpapers \|\| Download paper	7
24	2006	Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146. Full description at Econpapers \|\| Download paper	7
25	1999	Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:95. Full description at Econpapers \|\| Download paper	7
26	1999	Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:94. Full description at Econpapers \|\| Download paper	7
27	2002	Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner. In: Working Paper Series. RePEc:uts:wpaper:123. Full description at Econpapers \|\| Download paper	6
28	1999	Towards Applied Disequilibrium Growth Theory: I The Starting Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:93. Full description at Econpapers \|\| Download paper	6
29	2003	Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model. (2003). Flaschel, Peter ; Chiarella, Carl ; Zhu, Peiyuan . In: Working Paper Series. RePEc:uts:wpaper:96. Full description at Econpapers \|\| Download paper	6
30		Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study. (1992). Skully, Michael ; Chan, Keith ; McColough, D. In: Working Paper Series. RePEc:uts:wpaper:16. Full description at Econpapers \|\| Download paper	6
31	1999	Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:99. Full description at Econpapers \|\| Download paper	6
32	2011	Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2011). Stavrunova, Olena ; Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:167. Full description at Econpapers \|\| Download paper	5
33	1995	Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:51. Full description at Econpapers \|\| Download paper	5
34	2001	Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:111. Full description at Econpapers \|\| Download paper	5
35	1994	The Changing Political Economy of Australian Racism. (1994). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:41. Full description at Econpapers \|\| Download paper	5
36	1996	Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice. In: Working Paper Series. RePEc:uts:wpaper:61. Full description at Econpapers \|\| Download paper	4
37	2005	A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:141. Full description at Econpapers \|\| Download paper	4
38	2012	Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers \|\| Download paper	4
39	2004	Basel II and Operational Risk - Overview of Key Concerns. (2004). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:134. Full description at Econpapers \|\| Download paper	4
40	2003	Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation. (2003). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:97. Full description at Econpapers \|\| Download paper	4
41	2012	The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises. (2012). Baur, Dirk ; Tran, Duy T.. In: Working Paper Series. RePEc:uts:wpaper:172. Full description at Econpapers \|\| Download paper	4
42	1991	Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:6. Full description at Econpapers \|\| Download paper	4
43	2015	Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182. Full description at Econpapers \|\| Download paper	4
44	2005	A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:143. Full description at Econpapers \|\| Download paper	4
45	2002	Modelling the Value of the S&P 500 - A System Dynamics Perspective. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:115. Full description at Econpapers \|\| Download paper	3
46	2014	Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181. Full description at Econpapers \|\| Download paper	3
47	1999	Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:85. Full description at Econpapers \|\| Download paper	3
48	2000	Price Flexibility and Debt Dynamics in a High Order AS-AD Model. (2000). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:109. Full description at Econpapers \|\| Download paper	3
49	2010	Opportunities Lost and Regained in the Land of Opportunity Cost. (2010). O'Donnell, Roderick. In: Working Paper Series. RePEc:uts:wpaper:163. Full description at Econpapers \|\| Download paper	3
50	1995	Modelling the Yields on Australian Coupon Paying Bonds. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:50. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	34
2	2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	4
3	2010	Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers \|\| Download paper	3
4	1991	The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:11. Full description at Econpapers \|\| Download paper	3
5	2000	The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers \|\| Download paper	3
6	2011	Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2011). Stavrunova, Olena ; Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:167. Full description at Econpapers \|\| Download paper	3
7	2015	Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182. Full description at Econpapers \|\| Download paper	3
8	2014	Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181. Full description at Econpapers \|\| Download paper	2
9	2003	International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf. In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers \|\| Download paper	2
10	2000	The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100. Full description at Econpapers \|\| Download paper	2
11	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	2
12	2012	Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

Recent citations received in 2015

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Journal of Economic Dynamics and Control / Elsevier	98	18
2	MPRA Paper / University Library of Munich, Germany	87	10
3	International Review of Financial Analysis / Elsevier	35	10
4	Papers / arXiv.org	51	7
5	Economic Modelling / Elsevier	57	6
6	Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney	23	5
7	PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney	4	5
8	Decisions in Economics and Finance / Springer	7	3
9	Quantitative Finance / Taylor & Francis Journals	43	3
10	Journal of Evolutionary Economics / Springer	48	3
11	Applied Economics / Taylor & Francis Journals	57	3