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FRU Working Papers / University of Copenhagen. Department of Economics. Finance Research Unit

Citation Profile [Updated: 2022-01-09 21:43:50]
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 0.14 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 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0.5 0 2 2 3 1 0 0 0 0 0.24
2004 0 0.47 0.08 0 11 13 23 1 2 2 2 1 100 1 0.09 0.27
2005 0.23 0.49 0.2 0.23 7 20 3 4 6 13 3 13 3 0 1 0.14 0.29
2006 0.22 0.47 0.23 0.2 6 26 7 6 12 18 4 20 4 0 0 0.27
2007 0.15 0.39 0.22 0.23 1 27 3 6 18 13 2 26 6 0 0 0.22
2008 0.43 0.46 0.17 0.19 2 29 9 5 23 7 3 27 5 0 0 0.23
2009 0 0.43 0.14 0.11 0 29 0 4 27 3 27 3 0 0 0.22
2010 0.5 0.37 0.14 0.06 0 29 0 4 31 2 1 16 1 0 0 0.19
2011 0 0.46 0.1 0.33 0 29 0 3 34 0 9 3 0 0 0.25
2012 0 0.5 0.17 1 0 29 0 5 39 0 3 3 0 0 0.25
2013 0 0.5 0.1 0.5 0 29 0 3 42 0 2 1 0 0 0.24
2014 0 0.53 0.03 0 0 29 0 1 43 0 0 0 0 0.27
2015 0 0.53 0.07 0 0 29 0 2 45 0 0 0 0 0.27
2016 0 0.54 0.14 0 0 29 0 4 49 0 0 0 0 0.27
2017 0 0.54 0.1 0 0 29 0 3 52 0 0 0 0 0.27
2018 0 0.53 0.03 0 0 29 0 1 53 0 0 0 0 0.26
2019 0 0.55 0 0 0 29 0 53 0 0 0 0 0.32
2020 0 0.63 0 0 0 29 0 53 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
12008The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901.

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10
22004A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200403.

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8
32004Order Aggressiveness and Order Book Dynamics. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200504.

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5
42006Testing the Conditional Mean Function of Autoregressive Conditional Duration Models. (2006). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200606.

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5
52003International Parity Relationships Between Germany and the United States: A Joint Modelling Approach. (2003). MacDonald, Ronald ; juselius, katarina. In: FRU Working Papers. RePEc:kud:kuiefr:200408.

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4
62007Aggregation of Information and Beliefs in Prediction Markets. (2007). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200701.

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4
72004Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery. (2004). Hautsch, Nikolaus ; Hess, Dieter . In: FRU Working Papers. RePEc:kud:kuiefr:200406.

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3
82004Expected Utility Theory with “Small Worlds”. (2004). Gyntelberg, Jacob ; Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200404.

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3
92005The latent factor VAR model: Testing for a common component in the intraday trading process. (2005). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200503.

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2
102004The Timing of Bets and the Favorite-Longshot Bias. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200412.

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2
112006Regulation of Banking Groups. (2006). Harr, Thomas ; Ronde, Thomas. In: FRU Working Papers. RePEc:kud:kuiefr:200601.

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2
122005How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach. (2005). Kraft, Holger ; Steffensen, Mogens. In: FRU Working Papers. RePEc:kud:kuiefr:200507.

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2
132004The Equity Premium Puzzle and the Ex Post Bias. (2004). Madsen, Jakob. In: FRU Working Papers. RePEc:kud:kuiefr:200401.

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1
142004The Strategy of Professional Forecasting. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200405.

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1
152006Bankruptcy, Counterparty Risk, and Contagion. (2006). Kraft, Holger ; Steffensen, Mogens. In: FRU Working Papers. RePEc:kud:kuiefr:200603.

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1
162004Bubbles and Busts: The 1990s in the Mirror of the 1920s. (2004). White, Eugene. In: FRU Working Papers. RePEc:kud:kuiefr:200409.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor:
YearTitle
Recent citations