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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
18
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
1971 0 1 1 0 0
1972 0 9 10 0 0
1973 0 5 15 0 0
1974 0 11 26 0 0
1975 0 10 36 0 1 0
1976 0 15 51 0 0
1977 0 8 59 0 1 0
1978 0 15 74 0 1 0
1979 0 14 88 0 2 0
1980 0 10 98 0 2 0
1981 0 12 110 0 0
1982 0 11 121 0 0
1983 0 8 129 0 1 0 1
1984 0 3 132 0 2 0
1985 0 12 144 0 5 0 1
1986 0 8 152 0 0
1987 0 15 167 0 5 0
1988 0 3 170 0 3 0
1989 0 9 179 0 5 0 1
1990 0.08 0.15 0.03 0.02 11 190 70 5 5 12 1 47 1 0 0 0.08
1991 0.1 0.14 0.05 0.09 18 208 31 11 16 20 2 46 4 0 0 0.08
1992 0.07 0.12 0.04 0.05 3 211 2 8 24 29 2 56 3 0 0 0.08
1993 0.1 0.16 0.06 0.16 7 218 20 13 37 21 2 44 7 0 2 0.29 0.1
1994 0.1 0.16 0.03 0.04 10 228 1521 6 43 10 1 48 2 0 1 0.1 0.08
1995 0.94 0.21 0.17 0.43 17 245 66 42 85 17 16 49 21 0 2 0.12 0.11
1996 0.56 0.24 0.14 0.31 10 255 32 35 120 27 15 55 17 3 8.6 1 0.1 0.13
1997 0.11 0.27 0.19 0.43 7 262 551 49 169 27 3 47 20 1 2 2 0.29 0.15
1998 0.71 0.3 0.24 0.73 9 271 592 66 235 17 12 51 37 3 4.5 3 0.33 0.18
1999 1.38 0.38 0.29 0.98 4 275 93 81 316 16 22 53 52 2 2.5 1 0.25 0.25
2000 1.69 0.52 0.4 0.94 6 281 138 112 428 13 22 47 44 0 0 0.24
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
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

937
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

527
31998Agency 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

490
41994Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

Full description at Econpapers || Download paper

490
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

195
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.

Full description at Econpapers || Download paper

112
71998The 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

88
81999Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288.

Full description at Econpapers || Download paper

81
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.

Full description at Econpapers || Download paper

65
101990Convergence 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

61
111987Gains 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.

Full description at Econpapers || Download paper

61
121979The 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

51
131994Bond 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

45
141989Consumption 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.

Full description at Econpapers || Download paper

27
151987Estimating 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

25
161976Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1976). Leland, Hayne ; Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:41.

Full description at Econpapers || Download paper

25
171995Optimal 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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24
181982To 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
191976A General Theory of Asset Valuation under Diffusion State Processes.. (1976). Mark. B. Garman., . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:50.

Full description at Econpapers || Download paper

17
201989Consumption 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.

Full description at Econpapers || Download paper

16
211972The 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.

Full description at Econpapers || Download paper

16
221993Tests 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
231995Foreign 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
241986Empirical 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
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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14
261987Risk 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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14
271999The 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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13
281988The 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
291978Welfare Aspects of Options and Supershares.. (1978). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:68.

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12
301976The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43.

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10
311991Continuously Rebalanced Investment Strategies.. (1991). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-205.

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10
321991Optimal 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

10
331995The 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
341972Descriptive 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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9
351998Search 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
361997Is 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
371987A Multi-Attribute Comparative Evaluation of a Relative Risk for a Sample of Banks.. (1987). Verma, Avinash K. ; Ronn, Ehud I.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:169.

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8
381982Comments on the Valuation of Derivative Assets.. (1982). Bick, Avi . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:125.

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8
391997Profits 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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8
401975The 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
411997Bank Risk Management: Theory.. (1997). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-272.

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7
422000Return-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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7
431983Pricing 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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6
442000Rational 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
451995Implied 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
461976Common Factors in Security Returns: Microeconomic Determinants and Macroeconomic Correlates.. (1976). Rosenberg, Barr ; Marathe, Vinay. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:44.

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6
471977The Limits of Price Information in Market Processes.. (1977). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:61.

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5
482000On 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
491998Valuation and Return Dynamics of New Ventures.. (1998). Jonathan B. Berk Richard C. Green, ; Naik, Vasant. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-284.

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5
501996Generalized Binomial Trees.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-264.

Full description at Econpapers || Download paper

5
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

155
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

80
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

60
41994Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

Full description at Econpapers || Download paper

34
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

20
61979A 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

14
71994Bond 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

13
81979The 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

10
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

6
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

4
121994Trading 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.

Full description at Econpapers || Download paper

3
131987Gains 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.

Full description at Econpapers || Download paper

3
142000On 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

2
151972The 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.

Full description at Econpapers || Download paper

2
161996Generalized Binomial Trees.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-264.

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
191976A General Theory of Asset Valuation under Diffusion State Processes.. (1976). Mark. B. Garman., . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:50.

Full description at Econpapers || Download paper

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