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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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1998 | Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance. In: Finance. RePEc:wpa:wuwpfi:9803001. Full description at Econpapers || Download paper | 311 |
2 | 1999 | Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers || Download paper | 175 |
3 | 2005 | Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, ÃÂlvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011. Full description at Econpapers || Download paper | 153 |
4 | 2004 | Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001. Full description at Econpapers || Download paper | 135 |
5 | 2004 | Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016. Full description at Econpapers || Download paper | 110 |
6 | 2004 | Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017. Full description at Econpapers || Download paper | 108 |
7 | 2002 | Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015. Full description at Econpapers || Download paper | 104 |
8 | 2004 | Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja ; Braun, Matias. In: Finance. RePEc:wpa:wuwpfi:0403001. Full description at Econpapers || Download paper | 68 |
9 | 2004 | Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi. In: Finance. RePEc:wpa:wuwpfi:0401002. Full description at Econpapers || Download paper | 55 |
10 | 1998 | Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005. Full description at Econpapers || Download paper | 54 |
11 | 2002 | An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001. Full description at Econpapers || Download paper | 52 |
12 | 2004 | Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018. Full description at Econpapers || Download paper | 49 |
13 | 1996 | Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002. Full description at Econpapers || Download paper | 41 |
14 | 2006 | Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers || Download paper | 39 |
15 | 1999 | Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005. Full description at Econpapers || Download paper | 38 |
16 | 1997 | Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun . In: Finance. RePEc:wpa:wuwpfi:9712007. Full description at Econpapers || Download paper | 34 |
17 | 2003 | COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Yildirim, H. Semih ; Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004. Full description at Econpapers || Download paper | 33 |
18 | 2004 | Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?. (2004). Liberti, Jose. In: Finance. RePEc:wpa:wuwpfi:0404023. Full description at Econpapers || Download paper | 33 |
19 | 2003 | Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001. Full description at Econpapers || Download paper | 32 |
20 | 2001 | The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno. In: Finance. RePEc:wpa:wuwpfi:0111004. Full description at Econpapers || Download paper | 30 |
21 | 1996 | Risk Measurement: An Introduction to Value at Risk. (1996). Pearson, Neil ; Linsmeier, Thomas J.. In: Finance. RePEc:wpa:wuwpfi:9609004. Full description at Econpapers || Download paper | 29 |
22 | 2005 | Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan. In: Finance. RePEc:wpa:wuwpfi:0501003. Full description at Econpapers || Download paper | 29 |
23 | 2004 | Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015. Full description at Econpapers || Download paper | 28 |
24 | 2004 | A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions. (2004). Subrahmanyam, Avanidhar ; Hirshleifer, David ; DANIEL, KENT D.. In: Finance. RePEc:wpa:wuwpfi:0412006. Full description at Econpapers || Download paper | 27 |
25 | 1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004. Full description at Econpapers || Download paper | 23 |
26 | 2004 | Consistent high-precision volatility from high-frequency data. (2004). Dacorogna, Michel ; Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005. Full description at Econpapers || Download paper | 22 |
27 | 2004 | Does Investor Misvaluation Drive the Takeover Market?. (2004). Teoh, Siew Hong ; Hirshleifer, David ; Dong, Ming ; Richarson, Scott. In: Finance. RePEc:wpa:wuwpfi:0412002. Full description at Econpapers || Download paper | 22 |
28 | 1994 | Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001. Full description at Econpapers || Download paper | 22 |
29 | 2003 | International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003. Full description at Econpapers || Download paper | 22 |
30 | 1999 | Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers || Download paper | 20 |
31 | 1998 | Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: Finance. RePEc:wpa:wuwpfi:9810003. Full description at Econpapers || Download paper | 20 |
32 | 2004 | Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades. (2004). Teoh, Siew Hong ; Myers, Linda ; Hirshleifer, David. In: Finance. RePEc:wpa:wuwpfi:0412003. Full description at Econpapers || Download paper | 20 |
33 | 2005 | How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia. (2005). Pal, Sarmistha ; Mahambare, Vidya ; Driffield, Nigel. In: Finance. RePEc:wpa:wuwpfi:0509028. Full description at Econpapers || Download paper | 20 |
34 | 2002 | Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008. Full description at Econpapers || Download paper | 20 |
35 | 2004 | Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007. Full description at Econpapers || Download paper | 20 |
36 | 2002 | Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006. Full description at Econpapers || Download paper | 19 |
37 | 2004 | Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon. In: Finance. RePEc:wpa:wuwpfi:0408003. Full description at Econpapers || Download paper | 19 |
38 | 2002 | Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207014. Full description at Econpapers || Download paper | 19 |
39 | 2005 | Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009. Full description at Econpapers || Download paper | 19 |
40 | 2004 | Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008. Full description at Econpapers || Download paper | 18 |
41 | 2005 | A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco. In: Finance. RePEc:wpa:wuwpfi:0512027. Full description at Econpapers || Download paper | 17 |
42 | 2002 | Herding and Contrarian Behavior in Financial Markets - An Internet Experiment. (2002). Roider, Andreas ; Oechssler, Jörg ; Drehmann, Mathias. In: Finance. RePEc:wpa:wuwpfi:0210005. Full description at Econpapers || Download paper | 17 |
43 | 2004 | Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007. Full description at Econpapers || Download paper | 17 |
44 | 2003 | Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li. In: Finance. RePEc:wpa:wuwpfi:0303008. Full description at Econpapers || Download paper | 17 |
45 | 2005 | Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Kearney, Colm ; Poti, Valerio. In: Finance. RePEc:wpa:wuwpfi:0507008. Full description at Econpapers || Download paper | 17 |
46 | 2004 | Risk Analysis in Investment Appraisal. (2004). Savvides, Savvakis. In: Finance. RePEc:wpa:wuwpfi:0409020. Full description at Econpapers || Download paper | 17 |
47 | 2004 | Simulation-based stress testing of banksâ regulatory capital adequacy. (2004). Jokivuolle, Esa ; Peura, Samu . In: Finance. RePEc:wpa:wuwpfi:0405003. Full description at Econpapers || Download paper | 17 |
48 | 2004 | Is Fairly Priced Deposit Insurance Possible?. (2004). Thakor, Anjan ; Chan, Yuk-Shee ; Greenbaum, Stuart I.. In: Finance. RePEc:wpa:wuwpfi:0411018. Full description at Econpapers || Download paper | 17 |
49 | 2001 | International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, Söhnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001. Full description at Econpapers || Download paper | 16 |
50 | 2001 | An Empirical Comparison of Default Swap Pricing Models. (2001). Vorst, Ton ; Houweling, Patrick. In: Finance. RePEc:wpa:wuwpfi:0112003. Full description at Econpapers || Download paper | 16 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1998 | Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance. In: Finance. RePEc:wpa:wuwpfi:9803001. Full description at Econpapers || Download paper | 47 |
2 | 2005 | Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, ÃÂlvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011. Full description at Econpapers || Download paper | 39 |
3 | 2004 | Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001. Full description at Econpapers || Download paper | 31 |
4 | 2004 | Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016. Full description at Econpapers || Download paper | 15 |
5 | 2004 | Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017. Full description at Econpapers || Download paper | 15 |
6 | 2004 | Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi. In: Finance. RePEc:wpa:wuwpfi:0401002. Full description at Econpapers || Download paper | 8 |
7 | 2004 | Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007. Full description at Econpapers || Download paper | 8 |
8 | 1996 | Risk Measurement: An Introduction to Value at Risk. (1996). Pearson, Neil ; Linsmeier, Thomas J.. In: Finance. RePEc:wpa:wuwpfi:9609004. Full description at Econpapers || Download paper | 7 |
9 | 2006 | Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers || Download paper | 6 |
10 | 2004 | Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018. Full description at Econpapers || Download paper | 6 |
11 | 2004 | Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008. Full description at Econpapers || Download paper | 6 |
12 | 2002 | Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015. Full description at Econpapers || Download paper | 5 |
13 | 2005 | How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia. (2005). Pal, Sarmistha ; Mahambare, Vidya ; Driffield, Nigel. In: Finance. RePEc:wpa:wuwpfi:0509028. Full description at Econpapers || Download paper | 5 |
14 | 2005 | Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan. In: Finance. RePEc:wpa:wuwpfi:0501003. Full description at Econpapers || Download paper | 4 |
15 | 1999 | Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers || Download paper | 4 |
16 | 2004 | Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015. Full description at Econpapers || Download paper | 4 |
17 | 2004 | Financial liberalization, saving, investment and growth in MENA countries. (2004). Achy, Lahcen. In: Finance. RePEc:wpa:wuwpfi:0411004. Full description at Econpapers || Download paper | 3 |
18 | 2004 | Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007. Full description at Econpapers || Download paper | 3 |
19 | 2005 | Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017. Full description at Econpapers || Download paper | 3 |
20 | 2004 | Stochastic Skew in Currency Options. (2004). Wu, Liuren ; Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:0409014. Full description at Econpapers || Download paper | 2 |
21 | 2005 | Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model. (2005). pianca, paolo. In: Finance. RePEc:wpa:wuwpfi:0511005. Full description at Econpapers || Download paper | 2 |
22 | 2004 | Overnight Indexed Swaps and Floored Compounded Instrument in HJM One-Factor Model. (2004). Henrard, Marc. In: Finance. RePEc:wpa:wuwpfi:0402008. Full description at Econpapers || Download paper | 2 |
23 | 2005 | Long Memory Options: LM Evidence and Simulations. (2005). Los, Cornelis ; JAMDEE, SUTTHISIT. In: Finance. RePEc:wpa:wuwpfi:0505003. Full description at Econpapers || Download paper | 2 |
24 | 2002 | Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006. Full description at Econpapers || Download paper | 2 |
25 | 1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004. Full description at Econpapers || Download paper | 2 |
26 | 2004 | Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies. (2004). Godlewski, Christophe. In: Finance. RePEc:wpa:wuwpfi:0409030. Full description at Econpapers || Download paper | 2 |
27 | 2004 | What Drives Default and Prepayment on Subprime Auto Loans?. (2004). Sabarwal, Tarun ; Heitfield, Erik . In: Finance. RePEc:wpa:wuwpfi:0405034. Full description at Econpapers || Download paper | 2 |
28 | 1997 | Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun . In: Finance. RePEc:wpa:wuwpfi:9712007. Full description at Econpapers || Download paper | 2 |
29 | 2004 | Risk Analysis in Investment Appraisal. (2004). Savvides, Savvakis. In: Finance. RePEc:wpa:wuwpfi:0409020. Full description at Econpapers || Download paper | 2 |
30 | 2004 | Corporate Governance and Dividends Payout in India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0409007. Full description at Econpapers || Download paper | 2 |
31 | 2005 | The impact of the 1988 Basel Accord on banks capital ratios and credit risk-taking: an international study. (2005). Van Roy, Patrick. In: Finance. RePEc:wpa:wuwpfi:0509013. Full description at Econpapers || Download paper | 2 |
32 | 2002 | Smart Monte Carlo: Various tricks using Malliavin calculus. (2002). Benhamou, Eric. In: Finance. RePEc:wpa:wuwpfi:0212004. Full description at Econpapers || Download paper | 2 |
33 | 1998 | The Rise and Fall of Bank Control in the United States: 1890-1939. (1998). Simon, Miguel Cantillo. In: Finance. RePEc:wpa:wuwpfi:9803005. Full description at Econpapers || Download paper | 2 |
34 | 2005 | AN EMPIRICAL ANALYSIS OF SHARE BUYBACKS IN INDIA. (2005). Mishra, Asim. In: Finance. RePEc:wpa:wuwpfi:0507001. Full description at Econpapers || Download paper | 2 |
35 | 1994 | Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001. Full description at Econpapers || Download paper | 2 |
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