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Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
5
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 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
2005 0 0.58 0.29 0 7 7 22 2 2 0 0 0 2 0.29 0.36
2006 0 0.58 0.14 0 7 14 14 2 4 7 7 2 100 2 0.29 0.34
2007 0.57 0.5 0.63 0.57 2 16 1 10 14 14 8 14 8 4 40 0 0.29
2008 0.22 0.58 1.29 0.31 8 24 2 31 45 9 2 16 5 28 90.3 6 0.75 0.3
2009 0 0.56 0.07 0.08 5 29 25 2 47 10 24 2 0 0 0.32
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
#YearTitleCited
12009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03.

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14
22006Debt and Taxes: Evidence from bank-financed unlisted firms. (2006). Bartholdy, Jan ; Mateus, Cesario. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-02.

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12
32005Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01.

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10
42009The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. (2009). Tsiaras, Leonidas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-02.

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7
52005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-05.

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6
62006Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange. (2006). Tanggaard, Carsten ; Yu, Wei ; Porter, David C. ; Weaver, Daniel G.. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-97.

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5
72006The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Hog, Espen P. ; Frederiksen, Per H.. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-01.

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5
82009Investment Timing, Liquidity, and Agency Costs of Debt. (2009). Hirth, Stefan ; Uhrig-Homburg, Marliese. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-04.

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4
92005Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-03.

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4
102005Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Rangvid, Jesper ; Joensen, Juanna Schroter. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-02.

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4
112005Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2004-01.

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3
122008Private benefits in corporate control transactions. (2008). Poulsen, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-03.

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2
132008Investment decisions with benefits of control. (2008). Poulsen, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-02.

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2
142006Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?. (2006). Rasmussen, Anne-Sofie Reng. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-04.

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2
152005GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing. (2005). Willemann, Soren . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-04.

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2
162008Pricing of Traffic Light Options and other Correlation Derivatives. (2008). Kokholm, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-01.

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2
172006Conducting event studies on a small stock exchange. (2006). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-03.

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2
182007Lapse Rate Modeling: A Rational Expectation Approach. (2007). de Giovanni, Domenico. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-03.

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2
192007Pricing the Option to Surrender in Incomplete Markets. (2007). Consiglio, Andrea ; de Giovanni, Domenico. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-02.

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2
202008Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-04.

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1
212009A Consistent Pricing Model for Index Options and Volatility Derivatives. (2009). Cont, Rama ; Kokholm, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-05.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations