LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
7
Impact Factor (IF)
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2006 | 0 | 0.58 | 0.33 | 0 | 9 | 9 | 19 | 1 | 3 | 0 | 0 | 0 | 1 | 0.11 | 0.34 | |||
| 2007 | 0.67 | 0.5 | 0.3 | 0.67 | 11 | 20 | 43 | 6 | 9 | 9 | 6 | 9 | 6 | 0 | 0 | 0.29 | ||
| 2008 | 0.4 | 0.58 | 0.31 | 0.4 | 12 | 32 | 6 | 9 | 19 | 20 | 8 | 20 | 8 | 1 | 11.1 | 0 | 0.3 | |
| 2009 | 0.57 | 0.56 | 0.39 | 0.44 | 9 | 41 | 10 | 16 | 35 | 23 | 13 | 32 | 14 | 2 | 12.5 | 0 | 0.32 | |
| 2010 | 0.1 | 0.51 | 0.22 | 0.1 | 14 | 55 | 73 | 11 | 47 | 21 | 2 | 41 | 4 | 2 | 18.2 | 7 | 0.5 | 0.29 |
| 2011 | 0.43 | 0.6 | 0.23 | 0.27 | 16 | 71 | 19 | 16 | 63 | 23 | 10 | 55 | 15 | 0 | 1 | 0.06 | 0.35 | |
| 2012 | 0.57 | 0.65 | 0.3 | 0.39 | 17 | 88 | 19 | 26 | 89 | 30 | 17 | 62 | 24 | 1 | 3.8 | 1 | 0.06 | 0.34 |
| 2013 | 0.18 | 0.64 | 0.27 | 0.29 | 14 | 102 | 14 | 28 | 117 | 33 | 6 | 68 | 20 | 3 | 10.7 | 2 | 0.14 | 0.34 |
| 2014 | 0.1 | 0.65 | 0.14 | 0.16 | 13 | 115 | 21 | 16 | 133 | 31 | 3 | 70 | 11 | 0 | 5 | 0.38 | 0.34 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2010 | Contingent Capital: The Case for COERCs. (2010). Wolff, Christian ; Vermaelen, Theo ; Pennacchi, George. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-08. Full description at Econpapers || Download paper | 33 |
| 2 | Intervention Policy of the BoJ: a Unified Approach. (2007). Lecourt, Christelle ; Gnabo, Jean-Yves. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-19. Full description at Econpapers || Download paper | 27 | |
| 3 | 2006 | The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable. (2006). Weill, Laurent ; BLAZY, R̮̩gis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-09. Full description at Econpapers || Download paper | 14 |
| 4 | 2010 | Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14. Full description at Econpapers || Download paper | 12 |
| 5 | 2010 | Leverage and risk in US commercial banking in the light of the current financial crisis. (2010). Wolff, Christian ; Papanikolaou, Nikolaos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-12. Full description at Econpapers || Download paper | 10 |
| 6 | 2014 | Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; KrÃÆäussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07. Full description at Econpapers || Download paper | 8 |
| 7 | 2010 | Ownership Concentration, Family Control and Performance of Firms. (2010). Hamadi, Malika. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-03. Full description at Econpapers || Download paper | 8 |
| 8 | 2012 | Modeling default correlation in a US retail loan portfolio. (2012). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-19. Full description at Econpapers || Download paper | 6 |
| 9 | 2010 | Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates. (2010). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-13. Full description at Econpapers || Download paper | 5 |
| 10 | Why Do Banks Ask for Collateral and Which Ones?. (2006). Weill, Laurent ; BLAZY, R̮̩gis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-07. Full description at Econpapers || Download paper | 5 | |
| 11 | 2008 | Loss Functions in Option Valuation: A Framework for Selection. (2008). Wolff, Christian ; Lehnert, Thorsten ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-11. Full description at Econpapers || Download paper | 5 |
| 12 | 2011 | Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas. (2011). Jin, Xisong ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-10. Full description at Econpapers || Download paper | 5 |
| 13 | 2007 | Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?. (2007). CHOPARD, Bertrand ; BLAZY, R̮̩gis ; Guigou, Jean-Daniel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-02. Full description at Econpapers || Download paper | 5 |
| 14 | 2009 | A Cumulative Prospect Theory Approach to Option Pricing. (2009). Wolff, Christian ; Lehnert, Thorsten ; Versluis, Cokki . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-03. Full description at Econpapers || Download paper | 5 |
| 15 | 2007 | Bid and price effects of increased competition in the first-price auction: experimental evidence. (2007). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-17. Full description at Econpapers || Download paper | 5 |
| 16 | 2013 | Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations. (2013). Neugebauer, Tibor ; FÃÆüllbrunn, Sascha ; Fullbrunn, Sascha. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-14. Full description at Econpapers || Download paper | 4 |
| 17 | 2007 | Direct Mechanisms, Menus and Latent Contracts. (2007). Piaser, Gwenael. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-09. Full description at Econpapers || Download paper | 4 |
| 18 | 2011 | Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra. (2011). Bommel, Jos Van ; Hoffmann, Peter ; van Bommel, Jos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-9. Full description at Econpapers || Download paper | 4 |
| 19 | 2011 | Does the GARCH Structural Credit Risk Model Make a Difference?. (2011). Nadal De Simone, Francisco ; Jin, Xisong ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-6. Full description at Econpapers || Download paper | 4 |
| 20 | 2013 | Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. (2013). Neugebauer, Tibor ; FLLBRUNN, SASCHA . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-10. Full description at Econpapers || Download paper | 4 |
| 21 | 2012 | Optimal mix of funded and unfunded pension systems: the case of Luxembourg. (2012). Schiltz, Jang ; Guigou, Jean-Daniel. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-13. Full description at Econpapers || Download paper | 3 |
| 22 | 2011 | Corporate Governance and Financial Development: A Study of the French Case. (2011). Guigou, Jean-Daniel ; boughanmi, afef ; BLAZY, R̮̩gis ; Defffains, Bruno . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-11. Full description at Econpapers || Download paper | 3 |
| 23 | 2014 | The 2011 European Short Sale Ban: An Option Market Perspective. (2014). Stork, Philip ; KrÃÆäussl, Roman ; Felix, Luiz ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-02. Full description at Econpapers || Download paper | 3 |
| 24 | 2014 | Skewness Risk Premium: Theory and Empirical Evidence. (2014). Wolff, Christian ; Lin, Yuehao ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-05. Full description at Econpapers || Download paper | 3 |
| 25 | 2007 | On multiple-principal multiple-agent models of moral hazard. (2007). attar, andrea ; Piaser, Gwenael ; Rajan, Uday . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-01. Full description at Econpapers || Download paper | 3 |
| 26 | 2012 | Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment. (2012). Neugebauer, Tibor ; Fatas, Enrique ; Cabrera, Susana ; Lacomba, Juan A.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-3. Full description at Econpapers || Download paper | 3 |
| 27 | 2009 | Large powerful shareholders and cash holding. (2009). Hamadi, Malika ; Anderson, Ronald W.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-04. Full description at Econpapers || Download paper | 3 |
| 28 | 2011 | Cultural Values, CEO Risk Aversion and Corporate Takeovers. (2011). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-01. Full description at Econpapers || Download paper | 3 |
| 29 | 2012 | The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity. (2012). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-8. Full description at Econpapers || Download paper | 3 |
| 30 | 2014 | Recall Searching with and without Recall. (2014). Sadrieh, Abdolkarim ; Neugebauer, Tibor ; Di Cagno, Daniela ; Rodriguez-Palmero, Carlos . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-09. Full description at Econpapers || Download paper | 2 |
| 31 | 2012 | Effectiveness of independent boards of Luxembourg funds. (2012). Hazenberg, Jan Jaap. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-11. Full description at Econpapers || Download paper | 2 |
| 32 | 2010 | Georges-Louis Leclerc de Buffonââ¬â¢sââ¬ËEssays on Moral Arithmeticââ¬â¢. (2010). Neugebauer, Tibor ; Hey, John ; Pasca, Carmen . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-06. Full description at Econpapers || Download paper | 2 |
| 33 | 2012 | Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Jin, Xisong ; Lehnert, Thorsten ; Bekkour, Lamia ; Rasmouki, Fanou . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-4. Full description at Econpapers || Download paper | 2 |
| 34 | 2014 | Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-13. Full description at Econpapers || Download paper | 2 |
| 35 | 2013 | Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?. (2013). Martelin, Nicolas ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-11. Full description at Econpapers || Download paper | 2 |
| 36 | 2013 | Forecasting distress in European SME portfolios. (2013). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-2. Full description at Econpapers || Download paper | 2 |
| 37 | 2010 | An Optimal Control Approach to Portfolio Optimisation with Conditioning Information. (2010). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-09. Full description at Econpapers || Download paper | 2 |
| 38 | 2011 | Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals. (2011). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-12. Full description at Econpapers || Download paper | 2 |
| 39 | 2009 | TIPS, Inflation Expectations and the Financial Crisis. (2009). Andonov, Aleksandar ; Lehnert, Thorsten ; Bardong, Florian . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-09. Full description at Econpapers || Download paper | 1 |
| 40 | 2014 | News Media Sentiment and Investor Behavior. (2014). KrÃÆäussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-03. Full description at Econpapers || Download paper | 1 |
| 41 | 2008 | Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Stefan T. M. Straetmans, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-12. Full description at Econpapers || Download paper | 1 |
| 42 | 2012 | Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market. (2012). Otsubo, Yoichi. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-6. Full description at Econpapers || Download paper | 1 |
| 43 | 2009 | Behavioral Heterogeneity in the Option Market. (2009). Frijns, Bart ; Lehnert, Thorsten ; Zwinkels, Remco . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-07. Full description at Econpapers || Download paper | 1 |
| 44 | 2013 | The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Wolff, Christian ; Papanikolaou, Nikolaos ; Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13. Full description at Econpapers || Download paper | 1 |
| 45 | 2009 | The Dark Side of Global Integration: Increasing Tail Dependence. (2009). Vermeulen, Robert ; antonio. cosma@uni. lu, ; Beine, Michel. In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-05. Full description at Econpapers || Download paper | 1 |
| 46 | 2013 | Does it Pay to Invest in Art? A Selection-corrected Returns Perspective. (2013). KrÃÆäussl, Roman ; Korteweg, Arthur ; Kraussl, Roman ; Verwijmeren, Patrick. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-7. Full description at Econpapers || Download paper | 1 |
| 47 | An Experimental Analysis of Optimal Renewable Resource Management: The Fishery. (2008). Sadrieh, Abdolkarim ; Neugebauer, Tibor ; Hey, John. In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-10. Full description at Econpapers || Download paper | 1 | |
| 48 | 2010 | Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment. (2010). Neugebauer, Tibor ; FÃÆüllbrunn, Sascha ; Fullbrunn, Sascha. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-04. Full description at Econpapers || Download paper | 1 |
| 49 | 2011 | Strategic delegation and collusion: Do incentive schemes matter?. (2011). de Lamirande, Patrick ; Lovat, Bruno ; Guigou, Jean-Daniel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-02. Full description at Econpapers || Download paper | 1 |
| 50 | 2013 | Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*. (2013). KrÃÆäussl, Roman ; Krause Montalbert, Stefan ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-6. 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 |
|---|---|---|---|
| 1 | 2012 | Modeling default correlation in a US retail loan portfolio. (2012). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-19. Full description at Econpapers || Download paper | 5 |
| 2 | 2013 | Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations. (2013). Neugebauer, Tibor ; FÃÆüllbrunn, Sascha ; Fullbrunn, Sascha. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-14. Full description at Econpapers || Download paper | 3 |
| 3 | 2010 | Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series