Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
6
Impact Factor
0
5 Years IF
0.16
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 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 5 5 4 0 0 0 0 0 0.22
2006 0 0.47 0 0 7 12 3 0 5 5 0 0 0.21
2007 0 0.42 0 0 9 21 8 0 12 12 0 0 0.19
2008 0 0.45 0 0 9 30 0 0 16 21 0 0 0.21
2009 0.11 0.44 0.05 0.07 7 37 24 2 2 18 2 30 2 0 0 0.21
2010 0 0.44 0.07 0.08 7 44 10 3 5 16 37 3 0 0 0.18
2011 0.29 0.46 0.12 0.13 7 51 12 5 11 14 4 39 5 0 0 0.21
2012 0 0.47 0.07 0.08 6 57 31 4 15 14 39 3 0 1 0.17 0.19
2013 0.08 0.53 0.12 0.11 9 66 19 6 23 13 1 36 4 0 0 0.22
2014 0.27 0.55 0.16 0.25 9 75 21 12 35 15 4 36 9 0 2 0.22 0.21
2015 0.44 0.55 0.2 0.32 9 84 7 17 52 18 8 38 12 0 1 0.11 0.21
2016 0.28 0.56 0.28 0.48 8 92 1 26 78 18 5 40 19 0 0 0.2
2017 0.12 0.58 0.23 0.29 8 100 1 23 101 17 2 41 12 0 0 0.21
2018 0.06 0.7 0.24 0.23 10 110 0 26 127 16 1 43 10 0 0 0.28
2019 0 0.88 0.17 0.16 12 122 0 21 148 18 44 7 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
12012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079.

Full description at Econpapers || Download paper

14
22014Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005.

Full description at Econpapers || Download paper

11
32013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007.

Full description at Econpapers || Download paper

11
42009Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007.

Full description at Econpapers || Download paper

11
52012Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061.

Full description at Econpapers || Download paper

11
62011The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009.

Full description at Econpapers || Download paper

6
72015Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039.

Full description at Econpapers || Download paper

6
82009Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051.

Full description at Econpapers || Download paper

6
92007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR. (2007). JAWADI, Fredj ; Koubbaa, Yosra . In: Finance. RePEc:cai:finpug:fina_281_0029.

Full description at Econpapers || Download paper

6
102010Employees investment behaviors in a company based savings plan. (2010). Aubert, Nicolas ; Rapp, Thomas. In: Finance. RePEc:cai:finpug:fina_311_0005.

Full description at Econpapers || Download paper

5
112013What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067.

Full description at Econpapers || Download paper

5
122012The Performance of French LBO Firms: New data and new results. (2012). Gaspar, Jose-Miguel . In: Finance. RePEc:cai:finpug:fina_332_0007.

Full description at Econpapers || Download paper

4
132009An Empirical Analysis of the Firms Reorganization Decision. (2009). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_301_0121.

Full description at Econpapers || Download paper

4
142011A survey of ‘culture and finance. (2011). Charles, . In: Finance. RePEc:cai:finpug:fina_321_0075.

Full description at Econpapers || Download paper

4
152014The 99% Market Sentiment Index. (2014). ROGER, Patrick. In: Finance. RePEc:cai:finpug:fina_353_0053.

Full description at Econpapers || Download paper

4
162014Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007.

Full description at Econpapers || Download paper

4
172010Mathematical Methods for Financial Markets. (2010). Jeanblanc, Monique ; Chesney, Marc ; Yor, Marc. In: Finance. RePEc:cai:finpug:fina_311_0081.

Full description at Econpapers || Download paper

3
182013Portfolio choice and financial advice. (2013). Direr, Alexis ; Visser, Michael. In: Finance. RePEc:cai:finpug:fina_342_0035.

Full description at Econpapers || Download paper

3
192006New Intensity and Conditional Volatility on the French Stock Market. (2006). Cousin, Jean-Gabriel ; de Launois, Tanguy . In: Finance. RePEc:cai:finpug:fina_271_0007.

Full description at Econpapers || Download paper

2
202014The Computation of Risk Budgets under the Lévy Process Assumption. (2014). le Courtois, Olivier ; Walter, Christian. In: Finance. RePEc:cai:finpug:fina_352_0087.

Full description at Econpapers || Download paper

2
212005La dynamique de la volatilité à très haute fréquence des taux longs euro. (2005). Lespagnol, Charlotte ; Teiletche, Jerome . In: Finance. RePEc:cai:finpug:fina_262_0087.

Full description at Econpapers || Download paper

2
222009Optimism and overconfidence investors biases: a methodological note. (2009). Fabre, Bruno ; Franois-Heude, Alain . In: Finance. RePEc:cai:finpug:fina_301_0079.

Full description at Econpapers || Download paper

2
232007Business Risk Targeting and Rescheduling of Distressed Debt. (2007). Moraux, Franck ; Navatte, Patrick. In: Finance. RePEc:cai:finpug:fina_282_0043.

Full description at Econpapers || Download paper

2
242005On the use of Nearest Neighbors in finance. (2005). Huck, Nicolas ; Guegan, Dominique. In: Finance. RePEc:cai:finpug:fina_262_0067.

Full description at Econpapers || Download paper

2
252012Corporate Risk Management and Information Disclosure. (2012). Gabillon, Emmanuelle. In: Finance. RePEc:cai:finpug:fina_332_0101.

Full description at Econpapers || Download paper

2
262010Dynamic strategies when consumption and wealth risk aversions differ. (2010). Six, Pierre. In: Finance. RePEc:cai:finpug:fina_312_0093.

Full description at Econpapers || Download paper

2
272006Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?. (2006). Kaestner, Michael . In: Finance. RePEc:cai:finpug:fina_272_0005.

Full description at Econpapers || Download paper

2
282017Employment Protection and Payout Policy. (2017). Bollaert, Helen ; Beuselinck, Christof ; Ahmad, Muhammad Farooq. In: Finance. RePEc:cai:finpug:fina_383_0005.

Full description at Econpapers || Download paper

1
292007Limpact de ladmission à la cote sur les performances économiques des entreprises. (2007). Serve, Stéphanie. In: Finance. RePEc:cai:finpug:fina_282_0079.

Full description at Econpapers || Download paper

1
302015Too much of a good thing? The impact of a new bankruptcy law in Canada. (2015). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_362_0037.

Full description at Econpapers || Download paper

1
312010Exchange Options when One Underlying Price Can Jump. (2010). Randrianarivony, Rivo ; Quittard-Pinon, Franois. In: Finance. RePEc:cai:finpug:fina_311_0033.

Full description at Econpapers || Download paper

1
322017Investor sentiment and stock return predictability: The power of ignorance. (2017). ROGER, Patrick ; D'Hondt, Catherine. In: Finance. RePEc:cai:finpug:fina_382_0007.

Full description at Econpapers || Download paper

1
332012Sophistication of Individual Investors and Disposition Effect Dynamics. (2012). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, M. In: Finance. RePEc:cai:finpug:fina_331_0009.

Full description at Econpapers || Download paper

1
342014M&A Outcomes and Willingness to Sell. (2014). de Bodt, Eric ; de Bruyne, Irina ; Cousin, Jean-Gabriel. In: Finance. RePEc:cai:finpug:fina_351_0007.

Full description at Econpapers || Download paper

1
352016The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited. (2016). Racicot, François-Éric ; Theoret, Raymond . In: Finance. RePEc:cai:finpug:fina_371_0051.

Full description at Econpapers || Download paper

1
362011Capital Structure Decisions of French Very Small Businesses. (2011). Aktas, Nihat ; Cousin, Jean-Gabriel ; Bellettre, Ingrid . In: Finance. RePEc:cai:finpug:fina_321_0043.

Full description at Econpapers || Download paper

1
372009Idiosyncratic Volatility Change and Event Study Tests. (2009). Aktas, Nihat ; Cousin, Jean-Gabriel ; de Bodt, Eric . In: Finance. RePEc:cai:finpug:fina_302_0031.

Full description at Econpapers || Download paper

1
382011A Structural Balance Sheet Model of Sovereign Credit Risk. (2011). Hübner, Georges ; Franois, Pascal ; Sibille, Jean-Roch ; Hubner, Georges . In: Finance. RePEc:cai:finpug:fina_322_0137.

Full description at Econpapers || Download paper

1
392005Is Automotive Leasing a Risky Business?. (2005). Schmit, Mathias . In: Finance. RePEc:cai:finpug:fina_262_0035.

Full description at Econpapers || Download paper

1
402016Emerging Market Risk Premia Fluctuations: A micro founded decomposition. (2016). Margaretic, Paula. In: Finance. RePEc:cai:finpug:fina_371_0007.

Full description at Econpapers || Download paper

1
412009Is employee ownership so senseless. (2009). Lapied, André ; Aubert, Nicolas ; Rousseau, Patrick ; Grand, Bernard. In: Finance. RePEc:cai:finpug:fina_302_0005.

Full description at Econpapers || Download paper

1
422018Financial decisions of the financially literate. (2018). Aubert, Nicolas ; Bekrar, Yacine ; Kammoun, Niaz. In: Finance. RePEc:cai:finpug:fina_392_0043.

Full description at Econpapers || Download paper

1
432011Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies. (2011). Nguyen, Bang Dang . In: Finance. RePEc:cai:finpug:fina_322_0053.

Full description at Econpapers || Download paper

1
442013Legality and the Spread of Voluntary Investor Protection. (2013). Cumming, Douglas ; Imadeddine, Gael ; Schwienbacher, Armin. In: Finance. RePEc:cai:finpug:fina_343_0031.

Full description at Econpapers || Download paper

1
452008Multiple Potential Payers and Sovereign Bond Prices. (2008). OOSTERLINCK, Kim ; ureche -Rangau, Loredana ; Ureche-Rangau, Loredana. In: Finance. RePEc:cai:finpug:fina_291_0031.

Full description at Econpapers || Download paper

1
462015On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds). (2015). Prigent, Jean-Luc ; BERTRAND, Philippe. In: Finance. RePEc:cai:finpug:fina_362_0067.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079.

Full description at Econpapers || Download paper

6
22014Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007.

Full description at Econpapers || Download paper

4
32014Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005.

Full description at Econpapers || Download paper

4
42013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007.

Full description at Econpapers || Download paper

3
52015Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039.

Full description at Econpapers || Download paper

3
62013What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067.

Full description at Econpapers || Download paper

3
72009Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051.

Full description at Econpapers || Download paper

3
82012Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061.

Full description at Econpapers || Download paper

3
92009Optimism and overconfidence investors biases: a methodological note. (2009). Fabre, Bruno ; Franois-Heude, Alain . In: Finance. RePEc:cai:finpug:fina_301_0079.

Full description at Econpapers || Download paper

2
102007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR. (2007). JAWADI, Fredj ; Koubbaa, Yosra . In: Finance. RePEc:cai:finpug:fina_281_0029.

Full description at Econpapers || Download paper

2
112009Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007.

Full description at Econpapers || Download paper

2
122011The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009.

Full description at Econpapers || Download paper

2
132010Dynamic strategies when consumption and wealth risk aversions differ. (2010). Six, Pierre. In: Finance. RePEc:cai:finpug:fina_312_0093.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document