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Columbia - Center for Futures Markets / Columbia - Center for Futures Markets

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
10
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 0.08 0.14 0.3 0.08 10 10 0 3 3 40 3 40 3 0 0 0.07
1991 0.09 0.11 0.21 0.08 9 19 3 4 7 33 3 50 4 0 0 0.06
1992 0 0.1 0.16 0.05 0 19 0 3 10 19 59 3 0 0 0.07
1993 0.11 0.13 0.26 0.05 0 19 0 5 15 9 1 59 3 0 0 0.07
1994 0 0.13 0 0 0 19 0 15 0 42 0 0 0.06
1995 0 0.18 0.32 0.05 0 19 0 6 21 0 19 1 0 0 0.09
1996 0 0.21 0.47 0 0 19 0 9 30 0 9 0 0 0.12
1997 0 0.23 0.79 0 0 19 0 15 45 0 0 0 0 0.13
1998 0 0.24 0.68 0 0 19 0 13 58 0 0 0 0 0.15
1999 0 0.32 0.58 0 0 19 0 11 69 0 0 0 0 0.21
2000 0 0.44 0.63 0 0 19 0 12 81 0 0 0 0 0.2
2001 0 0.4 1.63 0 0 19 0 31 112 0 0 0 0 0.22
2002 0 0.42 1.16 0 0 19 0 22 134 0 0 0 0 0.23
2003 0 0.42 0.68 0 0 19 0 13 147 0 0 0 0 0.24
2004 0 0.47 0.68 0 0 19 0 13 160 0 0 0 0 0.27
2005 0 0.49 1.05 0 0 19 0 20 180 0 0 0 0 0.29
2006 0 0.47 0.79 0 0 19 0 15 195 0 0 0 0 0.27
2007 0 0.39 0.89 0 0 19 0 17 212 0 0 0 0 0.22
2008 0 0.46 0.58 0 0 19 0 11 223 0 0 0 0 0.23
2009 0 0.43 1.47 0 0 19 0 28 251 0 0 0 0 0.22
2010 0 0.37 1.11 0 0 19 0 21 272 0 0 0 0 0.19
2011 0 0.46 1 0 0 19 0 19 291 0 0 0 0 0.25
2012 0 0.5 1.53 0 0 19 0 29 320 0 0 0 0 0.25
2013 0 0.5 2.58 0 0 19 0 49 369 0 0 0 0 0.24
2014 0 0.53 2.95 0 0 19 0 56 425 0 0 0 0 0.27
2015 0 0.53 1.84 0 0 19 0 35 460 0 0 0 0 0.27
2016 0 0.54 2.37 0 0 19 0 45 505 0 0 0 0 0.27
2017 0 0.54 1.79 0 0 19 0 34 539 0 0 0 0 0.27
2018 0 0.53 1.68 0 0 19 0 32 571 0 0 0 0 0.26
2019 0 0.55 1.32 0 0 19 0 25 596 0 0 0 0 0.32
2020 0 0.63 1.05 0 0 19 0 20 616 0 0 0 0 0.58
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
11989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

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159
21989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

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152
31989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

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95
41989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

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44
51989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

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40
61989MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6.

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28
71988DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.. (1988). Waller, Mark ; Thompson, Sarahelen. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:172.

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24
81989STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4.

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17
91989COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8.

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16
101989NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES.. (1989). SAVIT, R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:184.

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12
111988TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.. (1988). Kamara, A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:169.

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9
121989FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188.

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8
131989COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3.

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7
141989MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:201.

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5
151988LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.. (1988). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:177.

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5
161989COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY.. (1989). HARDOUVELIS, GIKAS. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t5.

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2
171991Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures.. (1991). Kroner, K. F.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:220.

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2
181991The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.. (1991). Thompson, Sarahelen ; Liu, S. M.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:216.

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1
191989VALUATION OF SWAPS.. (1989). SUNDARESAN, S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:183.

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1
201991Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets. (1991). Domowitz, Ian. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:214.

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1
211988FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.. (1988). MA, C. W.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:179.

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1
221988COMMODITY POOL PERFORMANCE:IS THE INFORMATION CONTAINED IN POOL PROSPECTUSES USEFUL?. (1988). Ma, C. ; EDWARDS, F. R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:csfm-166.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

Full description at Econpapers || Download paper

16
21989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

Full description at Econpapers || Download paper

12
31989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

Full description at Econpapers || Download paper

6
41989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

Full description at Econpapers || Download paper

6
51989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

Full description at Econpapers || Download paper

3
61989COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8.

Full description at Econpapers || Download paper

3
71989MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6.

Full description at Econpapers || Download paper

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