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

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

5 Years IF

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
1991	0	0.14	0	0	12	12	32		0	0		0			0		0	0.08
1992	0	0.12	0.14	0	10	22	322	3	3	12		12		1	33.3	3	0.3	0.08
1993	0.05	0.16	0.12	0.05	12	34	24	4	7	22	1	22	1	4	100	2	0.17	0.1
1994	0.09	0.16	0.07	0.06	8	42	23	2	10	22	2	34	2	2	100		0	0.08
1995	0.2	0.21	0.23	0.14	14	56	63	13	23	20	4	42	6	9	69.2	6	0.43	0.11
1996	0.36	0.24	0.25	0.23	15	71	21	18	41	22	8	56	13	12	66.7	1	0.07	0.13
1997	0.17	0.27	0.17	0.17	6	77	17	13	54	29	5	59	10	3	23.1	1	0.17	0.15
1998	0.1	0.3	0.15	0.09	4	81	2	12	66	21	2	55	5	3	25		0	0.18
1999	0.2	0.38	0.51	0.19	15	96	21	40	115	10	2	47	9	26	65	23	1.53	0.25
2000	0	0.52	0.23	0.2	11	107	67	24	140	19		54	11	3	12.5		0	0.24
2001	0.15	0.48	0.23	0.08	4	111	8	24	165	26	4	51	4	2	8.3	1	0.25	0.27
2002	0.27	0.52	0.24	0.15	9	120	40	28	194	15	4	40	6	9	32.1	5	0.56	0.29
2003	0.38	0.51	0.39	0.28	12	132	47	52	246	13	5	43	12	23	44.2	3	0.25	0.29
2004	0.33	0.57	0.29	0.27	7	139	17	39	286	21	7	51	14	5	12.8	1	0.14	0.35
2005	0.11	0.58	0.23	0.12	5	144	7	33	319	19	2	43	5		0		0	0.36
2006	0.17	0.58	0.25	0.11	6	150	32	38	357	12	2	37	4	1	2.6	4	0.67	0.34
2007	0.64	0.5	0.32	0.49	1	151	0	49	406	11	7	39	19	1	2		0	0.29
2008	0.14	0.58	0.27	0.16	6	157	3	43	449	7	1	31	5	1	2.3		0	0.3
2009	0.14	0.56	0.2	0.32	2	159	0	32	481	7	1	25	8	2	6.3		0	0.32
2010	0	0.51	0.22	0.15	5	164	65	36	517	8		20	3		0	1	0.2	0.29
2011	1.14	0.6	0.25	0.6	3	167	5	42	559	7	8	20	12		0	1	0.33	0.35
2012	2.38	0.65	0.27	1.18	9	176	69	47	606	8	19	17	20	1	2.1	2	0.22	0.34
2013	0.25	0.64	0.18	0.2	2	178	1	32	638	12	3	25	5		0		0	0.34
2014	0.55	0.65	0.27	0.76	3	181	7	48	686	11	6	21	16		0		0	0.34
2015	0.2	0.63	0.32	1.05	3	184	11	59	745	5	1	22	23	1	1.7		0	0.35
2016	0.33	0.63	0.15	0.35	1	185	0	28	773	6	2	20	7		0		0	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	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	306
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	59
3	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	37
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	32
5	2000	The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers \|\| Download paper	32
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	20
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	17
11	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	16
12	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
13	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
14	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
15		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
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	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	10
18	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
19	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
20	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
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	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
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	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	7
25	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
26	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
27	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	7
28	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	7
29	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
30	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
31	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
32	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	6
33	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
34	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
35	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
36	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
37	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	5
38	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
39	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
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	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
42	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
43		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
44	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	4
45	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
46	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
47	2010	Opportunities Lost and Regained in the Land of Opportunity Cost. (2010). O'Donnell, Roderick. In: Working Paper Series. RePEc:uts:wpaper:163. Full description at Econpapers \|\| Download paper	3
48	2010	Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions. (2010). Kano, Takashi ; Takechi, Kazutaka . In: Working Paper Series. RePEc:uts:wpaper:162. Full description at Econpapers \|\| Download paper	3
49	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
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	25
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	20
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	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	3
5	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	3
6	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
7	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	2
8	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
9	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

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	118	18
2	Papers / arXiv.org	80	8
3	International Review of Financial Analysis / Elsevier	60	6
4	Journal of Economic Interaction and Coordination / Springer	21	5
5	MPRA Paper / University Library of Munich, Germany	119	5
6	The Quarterly Review of Economics and Finance / Elsevier	51	5
7	Resources Policy / Elsevier	55	5
8	BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group	19	3
9	Decisions in Economics and Finance / Springer	10	3
10	Journal of International Financial Markets, Institutions and Money / Elsevier	62	3
11	IZA Discussion Papers / Institute of Labor Economics (IZA)	127	3