Citation analysis for Princeton, Department of Economics - Financial Research Center / Princeton, Department of Economics

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

5 Years IF

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	0.08	0.13	0.22	0.08	9	9	13	2	2	24	2	24	2		0		0	0.07
1991	0	0.11	0.13	0.06	7	16	5	2	4	19		33	2		0		0	0.06
1992	0.06	0.1	0.29	0.13	5	21	43	6	10	16	1	40	5		0		0	0.07
1993	0.17	0.13	0.13	0.09	9	30	17	4	14	12	2	45	4		0		0	0.07
1994	0.07	0.13	0.33	0.05	0	30	0	10	24	14	1	40	2		0		0	0.06
1995	0.11	0.19	0.43	0.03	0	30	0	13	37	9	1	30	1		0		0	0.09
1996	0	0.22	0.37	0.1	0	30	0	11	48	0		21	2		0		0	0.12
1997	0	0.23	0.2	0	0	30	0	6	54	0		14			0		0	0.12
1998	0	0.24	0.43	0.11	0	30	0	13	67	0		9	1		0		0	0.15
1999	0	0.32	0.6	0	0	30	0	18	85	0		0			0		0	0.21
2000	0	0.47	0.4	0	0	30	0	12	97	0		0			0		0	0.2
2001	0	0.4	0.5	0	0	30	0	15	112	0		0			0		0	0.22
2002	0	0.41	0.47	0	0	30	0	14	126	0		0			0		0	0.23
2003	0	0.42	0.63	0	0	30	0	19	145	0		0			0		0	0.24
2004	0	0.47	0.6	0	0	30	0	18	163	0		0			0		0	0.27
2005	0	0.49	0.7	0	0	30	0	21	184	0		0			0		0	0.29
2006	0	0.48	0.33	0	0	30	0	10	194	0		0			0		0	0.27
2007	0	0.41	0.67	0	0	30	0	20	214	0		0			0		0	0.22
2008	0	0.46	0.5	0	0	30	0	15	229	0		0			0		0	0.23
2009	0	0.43	0.73	0	0	30	0	22	251	0		0			0		0	0.23
2010	0	0.37	0.93	0	0	30	0	28	279	0		0			0		0	0.2
2011	0	0.47	0.73	0	0	30	0	22	301	0		0			0		0	0.25
2012	0	0.5	0.53	0	0	30	0	16	317	0		0			0		0	0.26
2013	0	0.52	0.53	0	0	30	0	16	333	0		0			0		0	0.24
2014	0	0.54	0.97	0	0	30	0	29	362	0		0			0		0	0.28
2015	0	0.54	1	0	0	30	0	30	392	0		0			0		0	0.28
2016	0	0.57	0.63	0	0	30	0	19	411	0		0			0		0	0.29
2017	0	0.58	0.8	0	0	30	0	24	435	0		0			0		0	0.28
2018	0	0.6	0.73	0	0	30	0	22	457	0		0			0		0	0.31
2019	0	0.65	0.63	0	0	30	0	19	476	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

#	Year	Title	Cited
1	1988	LIQUIDITY AND MARKET STRUCTURE. (1988). Miller, Merton ; Grossman, Sanford. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:88. Full description at Econpapers \|\| Download paper	364
2	1992	Testing for Price Anomalies in real Estate Auctions.. (1992). Genesove, David ; Ashenfelter, Orley. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:128. Full description at Econpapers \|\| Download paper	41
3	1988	SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR. (1988). Kyle, Albert ; Campbell, John. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:95. Full description at Econpapers \|\| Download paper	37
4	1993	Testing for Imperfect Competition at the Fulton Fish Market.. (1993). Graddy, Kathryn. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:137. Full description at Econpapers \|\| Download paper	18
5	1988	ENTRY AND EXIT DECISIONS UNDER UNCERTAINTY. (1988). Dixit, Avinash. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:91. Full description at Econpapers \|\| Download paper	16
6	1990	INTERNATIONAL EVIDENCE ON PSYCHOLOGICAL BARRIERS IN ASSET PRICES AND THE EFFICIENT MARKET HYPOTHESIS.. (1990). Donaldson, R. G.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:116. Full description at Econpapers \|\| Download paper	8
7	1988	PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION.. (1988). Hamao, Yasushi ; Campbell, John. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:100. Full description at Econpapers \|\| Download paper	7
8	1991	What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns.. (1991). Campbell, John ; Ammer, J.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:127. Full description at Econpapers \|\| Download paper	4
9	1990	PSYCHOLOGICAL BARRIERS IN ASSET PRICES, RATIONALITY AND THE EFFICIENT MARKET HYPOTHESIS.. (1990). Donaldson, R. G.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:114. Full description at Econpapers \|\| Download paper	3
10	1990	AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS.. (1990). Campbell, John ; CAMBELL, J. Y. ; HENTSCHEL, L.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:118. Full description at Econpapers \|\| Download paper	3
11	1992	Entrepreneurial Decisions and Liquidity Constraints.. (1992). Rosen, Harvey ; Joulfaian, David ; HOLTZ-EAKIN, D.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:129. Full description at Econpapers \|\| Download paper	3
12	1990	MULTI-UNIT, MULTI-PERIOD AUCTIONS. SUPPLY UNCERTAINCY OF SYMETRIC EQUILIBRIA.. (1990). Swinkels, Jeroen. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:115. Full description at Econpapers \|\| Download paper	2
13	1988	BETTING BIAS IN EXOTIC BETS. (1988). ASCH, P. ; QUANDT, R. E.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:90. Full description at Econpapers \|\| Download paper	2
14	1991	Portfolio Insurance And Asset Prices.. (1991). Uhlig, Harald ; Donaldson, R. G.. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:126. Full description at Econpapers \|\| Download paper	2
15	1989	EFFECTS OF THE INTERNATIONAL ECONOMY ON THE DOMESTIC INDUSTRIES: TESTS USING FINANCIAL DATA.. (1989). Gentry, William ; Bodnar, Gordon. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:106. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	1988	LIQUIDITY AND MARKET STRUCTURE. (1988). Miller, Merton ; Grossman, Sanford. In: Princeton, Department of Economics - Financial Research Center. RePEc:fth:prinec:88. Full description at Econpapers \|\| Download paper	49

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	54	13
2	Journal of Financial Economics / Elsevier	221	8
3	CEPR Discussion Papers / C.E.P.R. Discussion Papers	134	7
4	Post-Print / HAL	104	5
5	Research in International Business and Finance / Elsevier	24	3
6	Journal of Futures Markets / John Wiley & Sons, Ltd.	32	3
7	Working Papers / HAL	32	3
8	Journal of Financial Markets / Elsevier	46	3
9	International Review of Financial Analysis / Elsevier	36	3
10	Pacific-Basin Finance Journal / Elsevier	38	3
11	Tinbergen Institute Discussion Papers / Tinbergen Institute	29	3

Princeton, Department of Economics - Financial Research Center / Princeton, Department of Economics - Financial Research Center