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Melbourne - Centre in Finance / Melbourne - Centre in Finance

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
4
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 0.13 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 4 4 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 11 15 30 0 4 4 0 0 0.06
1995 0.07 0.19 0.04 0.07 10 25 10 1 1 15 1 15 1 0 0 0.09
1996 0 0.22 0 0 10 35 2 1 21 25 0 0 0.12
1997 0.1 0.23 0.2 0.2 10 45 11 9 10 20 2 35 7 0 0 0.12
1998 0.05 0.24 0.12 0.09 5 50 1 6 16 20 1 45 4 0 0 0.15
1999 0 0.32 0.08 0.09 0 50 0 4 20 15 46 4 0 0 0.21
2000 0 0.47 0.04 0.03 0 50 0 2 22 5 35 1 0 0 0.2
2001 0 0.4 0 0 0 50 0 22 0 25 0 0 0.22
2002 0 0.41 0.08 0 0 50 0 4 26 0 15 0 0 0.23
2003 0 0.42 0.06 0.2 0 50 0 3 29 0 5 1 0 0 0.24
2004 0 0.47 0.06 0 0 50 0 3 32 0 0 0 0 0.27
2005 0 0.49 0.06 0 0 50 0 3 35 0 0 0 0 0.29
2006 0 0.48 0.04 0 0 50 0 2 37 0 0 0 0 0.27
2007 0 0.41 0 0 0 50 0 37 0 0 0 0 0.22
2008 0 0.46 0.06 0 0 50 0 3 40 0 0 0 0 0.23
2009 0 0.43 0.06 0 0 50 0 3 43 0 0 0 0 0.23
2010 0 0.37 0.08 0 0 50 0 4 47 0 0 0 0 0.2
2011 0 0.47 0.02 0 0 50 0 1 48 0 0 0 0 0.25
2012 0 0.5 0.02 0 0 50 0 1 49 0 0 0 0 0.26
2013 0 0.52 0 0 0 50 0 49 0 0 0 0 0.24
2014 0 0.54 0.02 0 0 50 0 1 50 0 0 0 0 0.28
2015 0 0.54 0.04 0 0 50 0 2 52 0 0 0 0 0.28
2016 0 0.57 0.02 0 0 50 0 1 53 0 0 0 0 0.29
2017 0 0.58 0.02 0 0 50 0 1 54 0 0 0 0 0.28
2018 0 0.6 0.02 0 0 50 0 1 55 0 0 0 0 0.31
2019 0 0.65 0.02 0 0 50 0 1 56 0 0 0 0 0.38
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
11994Beta Stability and Portfolio Formation.. (1994). faff, robert ; Brooks, Robert ; Lee, J. H. H., . In: Melbourne - Centre in Finance. RePEc:fth:melrfi:94-3.

Full description at Econpapers || Download paper

22
21995Financial Market Deregulation and Bank Risk: Testing for Beta Instability.. (1995). faff, robert ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-3.

Full description at Econpapers || Download paper

9
3An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience.. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-4.

Full description at Econpapers || Download paper

9
41994Simultaneous Volatility Effects in Index Futures.. (1994). gannon, gerard. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:94-1.

Full description at Econpapers || Download paper

9
51997Modelling the Time-Varying Correlations Between National Stock Market Returns.. (1997). Mitchell, H. ; Ragunathan, V.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-7.

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3
61996Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period.. (1996). faff, robert ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:96-10.

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3
71995Autocorrelations, Returns and Australian Financial Futures.. (1995). Brooks, Robert ; Michaelides, P.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-9.

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2
81998Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange.. (1998). faff, robert ; Brooks, Robert ; Michell, H. ; McKenzie, M.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-3.

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1
91998Hedging Operating Exposure Financially: The Effect of the Abandonment Option.. (1998). Aabo, T.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-5.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience.. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-4.

Full description at Econpapers || Download paper

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