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

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
2003 0 0.51 0.5 0 2 2 9 1 0 0 0 0 0.29
2004 0 0.57 0.08 0 11 13 30 1 2 2 2 1 100 1 0.09 0.35
2005 0.38 0.58 0.3 0.38 7 20 3 6 8 13 5 13 5 0 1 0.14 0.36
2006 0.33 0.58 0.38 0.3 6 26 15 10 18 18 6 20 6 0 2 0.33 0.34
2007 0.15 0.5 0.22 0.23 1 27 4 6 24 13 2 26 6 0 0 0.29
2008 0.57 0.58 0.21 0.22 2 29 15 6 30 7 4 27 6 0 0 0.3
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
12006Testing the Conditional Mean Function of Autoregressive Conditional Duration Models. (2006). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200606.

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12
22008The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901.

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12
32004A 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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11
42003International 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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9
52007Aggregation of Information and Beliefs in Prediction Markets. (2007). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200701.

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5
62004Order Aggressiveness and Order Book Dynamics. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200504.

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5
72008Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter . In: FRU Working Papers. RePEc:kud:kuiefr:200801.

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4
82004Bayesian 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
92004The Equity Premium Puzzle and the Ex Post Bias. (2004). Madsen, Jakob. In: FRU Working Papers. RePEc:kud:kuiefr:200401.

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3
102004Expected Utility Theory with “Small Worlds”. (2004). Gyntelberg, Jacob ; Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200404.

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3
112005The 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
122004The Strategy of Professional Forecasting. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200405.

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2
132006Bankruptcy, Counterparty Risk, and Contagion. (2006). Kraft, Holger ; Steffensen, Mogens. In: FRU Working Papers. RePEc:kud:kuiefr:200603.

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2
142004The 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
152006Regulation of Banking Groups. (2006). Harr, Thomas ; Ronde, Thomas. In: FRU Working Papers. RePEc:kud:kuiefr:200601.

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2
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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2
172005How 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
182003A General Theory of Decision Making. (2003). Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200402.

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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