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Research Program in Finance Working Papers / University of California at Berkeley

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
17
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 0.45 0.02 11 11 54 5 5 12 1 47 1 0 0 0.07
1991 0.1 0.11 0.31 0.09 18 29 25 9 14 20 2 46 4 0 0 0.06
1992 0.07 0.1 0.25 0.05 3 32 2 8 22 29 2 56 3 0 0 0.07
1993 0.1 0.13 0.33 0.16 7 39 20 13 35 21 2 44 7 0 2 0.29 0.07
1994 0.1 0.13 0.1 0.04 10 49 1221 5 40 10 1 48 2 0 1 0.1 0.06
1995 0.88 0.18 0.5 0.41 17 66 59 33 73 17 15 49 20 0 1 0.06 0.09
1996 0.48 0.21 0.41 0.27 10 76 25 31 104 27 13 55 15 3 9.7 1 0.1 0.12
1997 0.11 0.23 0.53 0.4 7 83 493 44 148 27 3 47 19 1 2.3 2 0.29 0.13
1998 0.71 0.24 0.63 0.65 9 92 467 58 206 17 12 51 33 3 5.2 0 0.15
1999 1.38 0.32 0.75 0.87 4 96 77 72 278 16 22 53 46 2 2.8 1 0.25 0.21
2000 1.46 0.44 0.91 0.85 6 102 118 93 371 13 19 47 40 0 0 0.2
2001 1.5 0.4 0.95 1.19 0 102 0 97 468 10 15 36 43 0 0 0.22
2002 0.33 0.42 0.92 1.35 0 102 0 94 562 6 2 26 35 0 0 0.23
2003 0 0.42 1.24 1.37 0 102 0 126 688 0 19 26 0 0 0.24
2004 0 0.47 1.28 0.9 0 102 0 131 819 0 10 9 0 0 0.27
2005 0 0.49 1.13 0.67 0 102 0 115 934 0 6 4 0 0 0.29
2006 0 0.47 1.15 0 0 102 0 117 1051 0 0 0 0 0.27
2007 0 0.39 1.02 0 0 102 0 104 1155 0 0 0 0 0.22
2008 0 0.46 1.34 0 0 102 0 137 1292 0 0 0 0 0.23
2009 0 0.43 1.39 0 0 102 0 142 1434 0 0 0 0 0.22
2010 0 0.37 1.25 0 0 102 0 128 1562 0 0 0 0 0.19
2011 0 0.46 0.96 0 0 102 0 98 1660 0 0 0 0 0.25
2012 0 0.5 1.09 0 0 102 0 111 1771 0 0 0 0 0.25
2013 0 0.5 1.34 0 0 102 0 137 1908 0 0 0 0 0.24
2014 0 0.53 1.56 0 0 102 0 159 2067 0 0 0 0 0.27
2015 0 0.53 1.58 0 0 102 0 161 2228 0 0 0 0 0.27
2016 0 0.54 1.59 0 0 102 0 162 2390 0 0 0 0 0.27
2017 0 0.54 1.18 0 0 102 0 120 2510 0 0 0 0 0.27
2018 0 0.53 1.35 0 0 102 0 138 2648 0 0 0 0 0.26
2019 0 0.55 1.38 0 0 102 0 141 2789 0 0 0 0 0.32
2020 0 0.63 1.3 0 0 102 0 133 2922 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
11994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233.

Full description at Econpapers || Download paper

706
21997International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271.

Full description at Econpapers || Download paper

475
31994Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

Full description at Econpapers || Download paper

448
41998Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278.

Full description at Econpapers || Download paper

397
51979A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85.

Full description at Econpapers || Download paper

163
62000How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev.

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97
71999Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288.

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71
81998The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282.

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59
91994Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.. (1994). Lehmann, Bruce N. ; Modest, David M.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-234.

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52
101979The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94.

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48
111990Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199.

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47
121994Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240.

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29
131989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-191.

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27
141976Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1976). Leland, Hayne ; Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:41.

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23
151982To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124.

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23
161995Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads.. (1995). Leland, Hayne ; Toft, Klaus Bjerre. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-259.

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22
171987Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173.

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21
181987Gains from International Diversification: l968-85 Returns on Portfolios of Stocks and Bonds.. (1987). Hakansson, Nils H. ; Grauer, Robert R.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:168.

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17
191989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-189.

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16
201993Tests of Microstructural Hypotheses in the Foreign Exchange Market.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-230.

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15
211986Empirical Assessment of Present Value Relations.. (1986). Meese, Richard ; Mattey, Joe. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:162.

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15
221995Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-243.

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15
231987Risk and Return in an Equilibrium APT.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:174.

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13
241988The Attributes, Behavior and Performance of U.S. Mutual Funds.. (1988). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:181.

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12
251996Recovering Risk Aversion from Option Prices and Realized Returns.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-265.

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12
261978Welfare Aspects of Options and Supershares.. (1978). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:68.

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10
271976The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43.

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9
281995The Rise and Fall of Bank Control in the United States: 1890-1920.. (1995). Cantillo, Miguel. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-254-rev.

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9
291997Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-270.

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8
301991Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models.. (1991). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-209.

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8
311991Continuously Rebalanced Investment Strategies.. (1991). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-205.

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8
321975The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets.. (1975). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:34.

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8
331972The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.. (1972). Rosenberg, Barr . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:11.

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8
341998Search Costs: The Neglected Spread Component.. (1998). Lyons, Richard ; Huisman, Ronald ; Flood, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-285.

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8
351972Descriptive Theories of Financial Institutions Under Uncertainty.. (1972). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:9.

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7
361982Comments on the Valuation of Derivative Assets.. (1982). Bick, Avi . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:125.

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7
371997Profits and Position Control: A Week of FX Dealing.. (1997). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-273.

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7
381999The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises.. (1999). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-287.

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7
391995Implied Probability Distributions: Empirical Analysis.. (1995). Jackwerth, Jens ; Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-250.

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6
402000Rational Markets: Yes or No? The Affirmative Case.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-294.

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6
412000On the Relation Between Binomial and Trinomial Option Pricing Models.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-292.

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5
421983Pricing Deposit Insurance: The Effects of Mismeasurement.. (1983). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:142.

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5
432000On Adaptive Tail Index Estimation for Financial Return Models.. (2000). Wagner, Niklas ; Marsh, Terry. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-295.

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5
441990Moment Approximation and Estimation of Diffusion Models of Asset Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-193.

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4
451993Optimal Transparency in a Dealership Market with an Application to Foreign Exchange.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-231.

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4
461981Sufficient and Necessary Conditions for Information to Have Social Value in Pure Exchange.. (1981). ohlson, james ; Kunkel, Gregory J. ; Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:122.

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4
471989LBOs and Taxes: No One to Blame But Ourselves?. (1989). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-185.

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4
481996Implied Binomial Trees: Generalizations and Empirical Tests.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-262.

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4
491996Optimal Asset Rebalancing in the Presence of Transactions Costs.. (1996). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-261.

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4
502000Return-Volume Dependence and Extremes in International Equity Markets.. (2000). Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-293.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233.

Full description at Econpapers || Download paper

135
21998Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278.

Full description at Econpapers || Download paper

74
31997International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271.

Full description at Econpapers || Download paper

70
41994Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

Full description at Econpapers || Download paper

33
52000How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev.

Full description at Econpapers || Download paper

15
61979The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94.

Full description at Econpapers || Download paper

12
71979A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85.

Full description at Econpapers || Download paper

11
81994Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240.

Full description at Econpapers || Download paper

9
91990Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199.

Full description at Econpapers || Download paper

5
101998The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282.

Full description at Econpapers || Download paper

4
111987Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173.

Full description at Econpapers || Download paper

3
122000On the Relation Between Binomial and Trinomial Option Pricing Models.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-292.

Full description at Econpapers || Download paper

3
131972Descriptive Theories of Financial Institutions Under Uncertainty.. (1972). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:9.

Full description at Econpapers || Download paper

2
141982To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124.

Full description at Econpapers || Download paper

2
151996Generalized Binomial Trees.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-264.

Full description at Econpapers || Download paper

2
161999The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises.. (1999). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-287.

Full description at Econpapers || Download paper

2
171991Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models.. (1991). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-209.

Full description at Econpapers || Download paper

2
181995Explaining Forward Exchange Bias...Intraday.. (1995). Rose, Andrew ; Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-242.

Full description at Econpapers || Download paper

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