Citation analysis for Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

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

5 Years H

Impact Factor

5 Years IF

0.75

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	12	12	30		0	0		0			0		0	0.06
1992	0	0.1	0.14	0	10	22	308	3	3	12		12		1	33.3	3	0.3	0.07
1993	0.05	0.13	0.09	0.05	12	34	23	3	6	22	1	22	1	3	100	1	0.08	0.07
1994	0.09	0.13	0.07	0.06	8	42	23	2	9	22	2	34	2	2	100		0	0.06
1995	0.2	0.18	0.23	0.14	14	56	58	13	22	20	4	42	6	9	69.2	6	0.43	0.09
1996	0.27	0.21	0.23	0.2	15	71	21	16	38	22	6	56	11	10	62.5	1	0.07	0.12
1997	0.17	0.23	0.16	0.17	6	77	17	12	50	29	5	59	10	2	16.7	1	0.17	0.13
1998	0.1	0.24	0.15	0.09	4	81	2	12	62	21	2	55	5	3	25		0	0.15
1999	0.2	0.32	0.49	0.17	15	96	21	38	109	10	2	47	8	25	65.8	23	1.53	0.21
2000	0	0.44	0.23	0.2	11	107	66	24	134	19		54	11	3	12.5		0	0.2
2001	0.12	0.4	0.21	0.06	4	111	6	22	157	26	3	51	3	2	9.1	1	0.25	0.22
2002	0.27	0.42	0.24	0.15	9	120	39	28	186	15	4	40	6	9	32.1	5	0.56	0.23
2003	0.38	0.42	0.39	0.28	12	132	45	51	237	13	5	43	12	22	43.1	2	0.17	0.24
2004	0.29	0.47	0.28	0.25	7	139	16	38	276	21	6	51	13	5	13.2	1	0.14	0.27
2005	0.11	0.49	0.23	0.12	5	144	5	33	309	19	2	43	5		0		0	0.29
2006	0.17	0.47	0.25	0.11	6	150	32	38	347	12	2	37	4	1	2.6	4	0.67	0.27
2007	0.64	0.39	0.31	0.49	1	151	0	47	394	11	7	39	19	1	2.1		0	0.22
2008	0.14	0.46	0.27	0.13	6	157	2	42	436	7	1	31	4	1	2.4		0	0.23
2009	0.14	0.43	0.2	0.32	2	159	0	32	468	7	1	25	8	2	6.3		0	0.22
2010	0	0.37	0.22	0.15	5	164	57	36	504	8		20	3		0	1	0.2	0.19
2011	0.86	0.46	0.23	0.5	3	167	5	39	543	7	6	20	10		0	1	0.33	0.25
2012	1.75	0.5	0.23	0.82	9	176	56	41	584	8	14	17	14	1	2.4	2	0.22	0.25
2013	0.25	0.5	0.17	0.2	2	178	0	31	615	12	3	25	5		0		0	0.24
2014	0.55	0.53	0.27	0.76	3	181	5	48	663	11	6	21	16		0		0	0.27
2015	0	0.53	0.31	1	3	184	11	57	720	5		22	22	1	1.8		0	0.27
2016	0.33	0.54	0.15	0.35	1	185	0	28	748	6	2	20	7		0		0	0.27
2017	0	0.54	0.15	0.28	0	185	0	27	775	4		18	5		0		0	0.27
2018	0	0.53	0.3	0.44	0	185	0	55	830	1		9	4		0		0	0.26
2019	0	0.55	0.13	0.57	0	185	0	24	854	0		7	4		0		0	0.32
2020	0	0.63	0.17	0.75	0	185	0	31	885	0		4	3		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	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	292
2	2010	Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers \|\| Download paper	54
3	2000	The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers \|\| Download paper	32
4	1995	Transformation of Heath-Jarrow-Morton Models to Markovian Systems. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:53. Full description at Econpapers \|\| Download paper	30
5	2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	29
6	2003	International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf. In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers \|\| Download paper	28
7	2006	Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147. Full description at Econpapers \|\| Download paper	24
8	1991	Determinants of Corporate Capital Structure: Australian Evidence. (1991). Chiarella, Carl ; Ah Boon Sim, ; Pham, Toan ; Tan, Madeleine. In: Working Paper Series. RePEc:uts:wpaper:3. Full description at Econpapers \|\| Download paper	19
9	2002	Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Gong, G.. In: Working Paper Series. RePEc:uts:wpaper:120. Full description at Econpapers \|\| Download paper	18
10	2000	The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100. Full description at Econpapers \|\| Download paper	16
11	1997	Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques. (1997). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:72. Full description at Econpapers \|\| Download paper	16
12	1993	The Sources of Unemployment: A Simple Econometric Analysis. (1993). Valentine, Tom . In: Working Paper Series. RePEc:uts:wpaper:32. Full description at Econpapers \|\| Download paper	15
13	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	15
14		Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42. Full description at Econpapers \|\| Download paper	14
15	2002	Type I Spurious Regression in Econometrics. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:114. Full description at Econpapers \|\| Download paper	14
16	2000	An Economic Analysis of the Peter and Dilbert Principles. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:101. Full description at Econpapers \|\| Download paper	12
17	1995	The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:54. Full description at Econpapers \|\| Download paper	9
18	1999	The Dynamics of the Cobweb when Producers are Risk Averse Learners. (1999). He, Xuezhong ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:90. Full description at Econpapers \|\| Download paper	9
19	1996	A Preference Free Partial Differential Equation for the Term Structure of Interest Rates. (1996). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:63. Full description at Econpapers \|\| Download paper	9
20	2015	Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182. Full description at Econpapers \|\| Download paper	9
21	1995	Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:47. Full description at Econpapers \|\| Download paper	9
22	2004	Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139. Full description at Econpapers \|\| Download paper	9
23	1992	Developments in Nonlinear Economic Dynamics: Past, Present and Future. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:14. Full description at Econpapers \|\| Download paper	8
24	1999	Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:95. Full description at Econpapers \|\| Download paper	7
25	1999	Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:94. Full description at Econpapers \|\| Download paper	7
26	2006	Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146. Full description at Econpapers \|\| Download paper	7
27	1999	Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:98. Full description at Econpapers \|\| Download paper	7
28	2003	Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model. (2003). Flaschel, Peter ; Chiarella, Carl ; Zhu, Peiyuan . In: Working Paper Series. RePEc:uts:wpaper:96. Full description at Econpapers \|\| Download paper	6
29	1999	Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:99. Full description at Econpapers \|\| Download paper	6
30	1994	The Changing Political Economy of Australian Racism. (1994). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:41. Full description at Econpapers \|\| Download paper	6
31	2002	Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner. In: Working Paper Series. RePEc:uts:wpaper:123. Full description at Econpapers \|\| Download paper	6
32	1999	Towards Applied Disequilibrium Growth Theory: I The Starting Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:93. Full description at Econpapers \|\| Download paper	6
33	2014	Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181. Full description at Econpapers \|\| Download paper	5
34	2011	Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2011). Stavrunova, Olena ; Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:167. Full description at Econpapers \|\| Download paper	5
35	2005	A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:143. Full description at Econpapers \|\| Download paper	5
36	2001	Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:111. Full description at Econpapers \|\| Download paper	5
37		Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study. (1992). Skully, Michael ; Chan, Keith ; McColough, D. In: Working Paper Series. RePEc:uts:wpaper:16. Full description at Econpapers \|\| Download paper	5
38	2012	Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers \|\| Download paper	5
39	2012	The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises. (2012). Baur, Dirk ; Tran, Duy T.. In: Working Paper Series. RePEc:uts:wpaper:172. Full description at Econpapers \|\| Download paper	5
40	2004	Basel II and Operational Risk - Overview of Key Concerns. (2004). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:134. Full description at Econpapers \|\| Download paper	5
41	1995	Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:51. Full description at Econpapers \|\| Download paper	5
42	1996	Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice. In: Working Paper Series. RePEc:uts:wpaper:61. Full description at Econpapers \|\| Download paper	5
43	2003	Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation. (2003). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:97. Full description at Econpapers \|\| Download paper	4
44	1991	Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:6. Full description at Econpapers \|\| Download paper	4
45	2005	A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:141. Full description at Econpapers \|\| Download paper	4
46	1996	Some Further Theoretical and Empirical Implications Regarding the Relationship between Earnings, Dividends and Stock Prices. (1996). Davidson, Ian ; Chiang, R. ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:60. Full description at Econpapers \|\| Download paper	3
47	1991	The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence. (1991). Ah Boon Sim, ; Pham, Toan ; Loria, Simon. In: Working Paper Series. RePEc:uts:wpaper:5. Full description at Econpapers \|\| Download paper	3
48	1994	Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities. (1994). Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:35. Full description at Econpapers \|\| Download paper	3
49	2002	Solving the Price-Earnings Puzzle. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:116. Full description at Econpapers \|\| Download paper	3
50	1993	Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia. (1993). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:28. Full description at Econpapers \|\| Download paper	3

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	22
2	2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	14
3	2015	Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182. Full description at Econpapers \|\| Download paper	5
4	2010	Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers \|\| Download paper	3
5	2004	Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139. Full description at Econpapers \|\| Download paper	3
6	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	2
7	1994	Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42. Full description at Econpapers \|\| Download paper	2
8	2015	Modelling the Animal Spirits of Banks Lending Behaviour. (2015). Zhi, Tianhao ; Di Guilmi, Corrado ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:183. Full description at Econpapers \|\| Download paper	2
9	2006	Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147. Full description at Econpapers \|\| Download paper	2
10	2012	Forecasting Bank Leverage. (2012). Shaffer, Sherrill ; Hambusch, Gerhard. In: Working Paper Series. RePEc:uts:wpaper:176. Full description at Econpapers \|\| Download paper	2
11	2003	International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf. In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers \|\| Download paper	2
12	2014	Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Journal of Economic Dynamics and Control / Elsevier	106	18
2	Papers / arXiv.org	65	7
3	MPRA Paper / University Library of Munich, Germany	103	7
4	International Review of Financial Analysis / Elsevier	49	5
5	IZA Discussion Papers / Institute of Labor Economics (IZA)	104	4
6	Journal of Evolutionary Economics / Springer	52	4
7	Department of Economics University of Siena / Department of Economics, University of Siena	12	3
8	NBER Working Papers / National Bureau of Economic Research, Inc	261	3
9	Economic Modelling / Elsevier	69	3
10	The Quarterly Review of Economics and Finance / Elsevier	44	3
11	BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group	17	3