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CRSP working papers / Center for Research in Security Prices, Graduate School of Business, University of Chicago

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
29
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 1 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 1 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 1 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 1 0 0 0 0 0.07
1994 0 0.13 0 0 1 1 206 1 0 0 0 0 0.06
1995 4 0.18 4 4 0 1 0 4 5 1 4 1 4 0 0 0.09
1996 3 0.22 3 3 0 1 0 3 8 1 3 1 3 0 0 0.11
1997 0 0.23 1.63 6 7 8 200 10 21 0 1 6 0 1 0.14 0.12
1998 0.57 0.24 1.3 1.25 12 20 668 26 47 7 4 8 10 0 9 0.75 0.15
1999 1.37 0.32 1.87 1.85 10 30 195 54 103 19 26 20 37 1 1.9 6 0.6 0.21
2000 2.41 0.46 3.1 2.07 11 41 401 127 230 22 53 29 60 7 5.5 5 0.45 0.2
2001 2.14 0.39 3.84 2.03 2 43 74 165 395 21 45 40 81 1 0.6 2 1 0.22
2002 3.38 0.42 4.56 2.26 0 43 0 196 591 13 44 42 95 0 0 0.24
2003 5 0.41 4.51 2.77 0 43 0 194 785 2 10 35 97 0 0 0.24
2004 0 0.47 5.19 1.7 0 43 0 223 1008 0 23 39 0 0 0.27
2005 0 0.49 6.02 2.62 0 43 0 259 1267 0 13 34 0 0 0.29
2006 0 0.48 5.07 2.5 0 43 0 218 1485 0 2 5 0 0 0.26
2007 0 0.4 4.19 0 0 43 0 180 1665 0 0 0 0 0.22
2008 0 0.45 4.33 0 0 43 0 186 1851 0 0 0 0 0.23
2009 0 0.43 4.65 0 0 43 0 200 2051 0 0 0 0 0.23
2010 0 0.37 2.49 0 0 43 0 107 2158 0 0 0 0 0.19
2011 0 0.47 4.16 0 0 43 0 179 2337 0 0 0 0 0.25
2012 0 0.5 2.42 0 0 43 0 104 2441 0 0 0 0 0.26
2013 0 0.52 2.02 0 0 43 0 87 2528 0 0 0 0 0.24
2014 0 0.55 1.51 0 0 43 0 65 2593 0 0 0 0 0.28
2015 0 0.54 1.74 0 0 43 0 75 2668 0 0 0 0 0.28
2016 0 0.58 1.6 0 0 43 0 69 2737 0 0 0 0 0.29
2017 0 0.6 1.84 0 0 43 0 79 2816 0 0 0 0 0.3
2018 0 0.62 1.49 0 0 43 0 64 2880 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 Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

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238
21994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1994). Cochrane, John ; Campbell, John. In: CRSP working papers. RePEc:wop:chispw:412.

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207
32000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

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204
41997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

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179
51998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

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176
6A Theory of Bank Capital. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:363.

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150
7The Cost of Diversity: The Diversification Discount and Inefficient Investment. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:357.

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147
8The Cost of Diversity: The Diversification Discount and Inefficient Investment.. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:463.

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147
91998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

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104
101999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

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100
111998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

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92
12Financial Dependence and Growth. (). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:344.

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76
132000Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts. (2000). Stromberg, Per ; Kaplan, Steven. In: CRSP working papers. RePEc:wop:chispw:513.

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72
14What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna. In: CRSP working papers. RePEc:wop:chispw:496.

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63
152000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

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57
16Forecasting Profitability and Earnings. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:358.

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46
17Forecasting Profitability and Earnings.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:456.

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46
182001The Great Reversals: The Politics of Financial Development in the 20th Century. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:526.

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41
19Legal Determinants of External Finance,. (). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: CRSP working papers. RePEc:wop:chispw:324.

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39
20Information Acquisition in Financial Markets. (). Barlevy, Gadi ; Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:360.

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39
212000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul. In: CRSP working papers. RePEc:wop:chispw:523.

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38
221999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

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37
23How Does Information Quality Affect Stock Returns?. (). Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:361.

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35
24How Does Information Quality Affect Stock Returns?.. (). Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:462.

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34
252001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

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34
26Characteristics, Covariances, and Average Returns: 1929 to 1997. (). French, Kenneth ; Fama, Eugene ; Davis, James L.. In: CRSP working papers. RePEc:wop:chispw:359.

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31
27Portfolio Selection and Asset Pricing Models.. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:498.

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31
28Information Acquisition in Financial Markets.. (). Barlevy, Gadi ; Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:484.

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30
29Portfolio Selection and Asset Pricing Models. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:356.

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30
30Investment Plans and Stock Returns.. (). Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:488.

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29
311998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:478.

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28
321998The Governance of the New Enterprise. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:487.

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24
33Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests. (). Stromberg, Per. In: CRSP working papers. RePEc:wop:chispw:459.

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22
34Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications.. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:518.

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22
351999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C.. In: CRSP working papers. RePEc:wop:chispw:505.

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17
36The Diversification Discount: Cash Flows vs. Returns.. (). Polk, Christopher ; Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:504.

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17
37Liquidity Risk and Expected Stock Returns. (). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:531.

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16
381997Managerial Decisions and Long-Term Stock Price Performance. (1997). Stafford, Erik ; Mitchell, Mark L.. In: CRSP working papers. RePEc:wop:chispw:453.

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15
39Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:362.

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14
402000Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms. (2000). Strahan, Philip E. ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:512.

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14
41Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:510.

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14
42Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act. (). Rajan, Raghuram ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:325.

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13
431999Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations. (1999). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:493.

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11
441998Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R.. In: CRSP working papers. RePEc:wop:chispw:470.

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10
451999Organization Design. (1999). Harris, Milton ; Raviv, Artur . In: CRSP working papers. RePEc:wop:chispw:499.

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10
46Characteristics, Covariances, and Average Returns: 1929-1997.. (). French, Kenneth ; Fama, Eugene ; Davis, James. In: CRSP working papers. RePEc:wop:chispw:471.

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10
47Prospect Theory and Asset Prices.. (). HUANG, MING ; Santos, Tano ; Barberis, Nicholas. In: CRSP working papers. RePEc:wop:chispw:494.

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9
48The Equity Premium.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:522.

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8
49Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:509.

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8
502000Rational Panics and Stock Market Crashes. (2000). Barlevy, Gadi ; Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:483.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

Full description at Econpapers || Download paper

37
21997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

Full description at Econpapers || Download paper

35
31998The Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

Full description at Econpapers || Download paper

32
41998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

Full description at Econpapers || Download paper

25
51998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

Full description at Econpapers || Download paper

19
61999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

Full description at Econpapers || Download paper

9
71998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

Full description at Econpapers || Download paper

6
81998Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R.. In: CRSP working papers. RePEc:wop:chispw:470.

Full description at Econpapers || Download paper

3
92001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

Full description at Econpapers || Download paper

3
101997Efficiency and Distribution in Financial Restructuring: The Case of the Ferruzzi Group. (1997). Zingales, Luigi ; Penati, Alessandro . In: CRSP working papers. RePEc:wop:chispw:466.

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3
112000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

Full description at Econpapers || Download paper

3
121999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

Full description at Econpapers || Download paper

3
132000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul. In: CRSP working papers. RePEc:wop:chispw:523.

Full description at Econpapers || Download paper

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