Citation analysis for Melbourne - Centre in Finance / Melbourne

Citation Profile [Updated: 2022-01-09 21:43:50]

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	0.14	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	31		0	4		4			0		0	0.06
1995	0.07	0.18	0.04	0.07	10	25	11	1	1	15	1	15	1		0		0	0.09
1996	0	0.21	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	0.13
1998	0.05	0.24	0.14	0.11	5	50	0	7	17	20	1	45	5		0		0	0.15
1999	0	0.32	0.08	0.09	0	50	0	4	21	15		46	4		0		0	0.21
2000	0	0.44	0.04	0.03	0	50	0	2	23	5		35	1		0		0	0.2
2001	0	0.4	0	0	0	50	0		23	0		25			0		0	0.22
2002	0	0.42	0.08	0	0	50	0	4	27	0		15			0		0	0.23
2003	0	0.42	0.06	0.2	0	50	0	3	30	0		5	1		0		0	0.24
2004	0	0.47	0.08	0	0	50	0	4	34	0		0			0		0	0.27
2005	0	0.49	0.06	0	0	50	0	3	37	0		0			0		0	0.29
2006	0	0.47	0.04	0	0	50	0	2	39	0		0			0		0	0.27
2007	0	0.39	0	0	0	50	0		39	0		0			0		0	0.22
2008	0	0.46	0.06	0	0	50	0	3	42	0		0			0		0	0.23
2009	0	0.43	0.06	0	0	50	0	3	45	0		0			0		0	0.22
2010	0	0.37	0.06	0	0	50	0	3	48	0		0			0		0	0.19
2011	0	0.46	0.02	0	0	50	0	1	49	0		0			0		0	0.25
2012	0	0.5	0.02	0	0	50	0	1	50	0		0			0		0	0.25
2013	0	0.5	0	0	0	50	0		50	0		0			0		0	0.24
2014	0	0.53	0.02	0	0	50	0	1	51	0		0			0		0	0.27
2015	0	0.53	0.04	0	0	50	0	2	53	0		0			0		0	0.27
2016	0	0.54	0.02	0	0	50	0	1	54	0		0			0		0	0.27
2017	0	0.54	0.02	0	0	50	0	1	55	0		0			0		0	0.27
2018	0	0.53	0.02	0	0	50	0	1	56	0		0			0		0	0.26
2019	0	0.55	0.02	0	0	50	0	1	57	0		0			0		0	0.32
2020	0	0.63	0	0	0	50	0		57	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

#	Year	Title	Cited
1	1994	Beta 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	23
2	1995	Financial 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	10
3	1994	Simultaneous 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
4		An 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
5	1996	Further 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. Full description at Econpapers \|\| Download paper	3
6	1997	Modelling the Time-Varying Correlations Between National Stock Market Returns.. (1997). Mitchell, H. ; Ragunathan, V.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-7. Full description at Econpapers \|\| Download paper	3
7	1995	Autocorrelations, Returns and Australian Financial Futures.. (1995). Brooks, Robert ; Michaelides, P.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-9. Full description at Econpapers \|\| Download paper	2
8	1998	Hedging Operating Exposure Financially: The Effect of the Abandonment Option.. (1998). Aabo, T.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-5. 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

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Research in International Business and Finance / Elsevier	31	1
2	Economics and Finance in Indonesia / Faculty of Economics and Business, University of Indonesia	5	1
3	The Quarterly Review of Economics and Finance / Elsevier	44	1
4	International Journal of Economics and Financial Issues / Econjournals	15	1

Melbourne - Centre in Finance / Melbourne - Centre in Finance