Research Program in Finance, Working Paper Series / Research Program in Finance, Institute for Business and Economic Research, UC Berkeley
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
6
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 | |
| 1999 | 0 | 0.39 | 0.4 | 0 | 5 | 5 | 97 | 1 | 2 | 0 | 0 | 0 | 1 | 0.2 | 0.25 | |||
| 2000 | 1.6 | 0.54 | 0.9 | 1.6 | 5 | 10 | 75 | 8 | 11 | 5 | 8 | 5 | 8 | 0 | 0 | 0.24 | ||
| 2003 | 0 | 0.53 | 0.62 | 0.7 | 3 | 13 | 13 | 7 | 49 | 0 | 10 | 7 | 0 | 0 | 0.3 | |||
| 2012 | 0 | 0.68 | 0.21 | 0 | 1 | 14 | 4 | 3 | 98 | 0 | 0 | 0 | 0 | 0.36 | ||||
| 2013 | 0 | 0.67 | 0.27 | 0 | 1 | 15 | 0 | 4 | 102 | 1 | 1 | 0 | 0 | 0.35 |
| 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 | 1999 | Order Flow and Exchange Rate Dynamics. (1999). Evans, Martin ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0dh1c16w. Full description at Econpapers || Download paper | 71 |
| 2 | 2000 | HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj. Full description at Econpapers || Download paper | 56 |
| 3 | 1999 | The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises. (1999). Hakansson, Nils H.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt6sq4c6g0. Full description at Econpapers || Download paper | 14 |
| 4 | 1999 | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes. (1999). Leland, Hayne E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0fw6k0hm. Full description at Econpapers || Download paper | 13 |
| 5 | 2003 | Return-Volume Dependence and Extremes in International Equity Markets. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt1z87z922. Full description at Econpapers || Download paper | 8 |
| 6 | 2000 | Rational Markets: Yes or No? The Affirmative Case. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt22q318mh. Full description at Econpapers || Download paper | 6 |
| 7 | 2000 | On the Relation Between Binomial and Trinomial Option Pricing Models. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt3bw450n0. Full description at Econpapers || Download paper | 6 |
| 8 | 2000 | On Adaptive Tail Index Estimation for Financial Return Models. (2000). Wagner, Niklas ; Marsh, Terry. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2651k8f5. Full description at Econpapers || Download paper | 5 |
| 9 | 2012 | Search Costs: The Neglected Spread Component. (2012). Flood, Mark ; Koedijk, Kees G. ; Huisman, Ronald ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt5q05g9pt. Full description at Econpapers || Download paper | 5 |
| 10 | 2003 | An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2qb613r5. Full description at Econpapers || Download paper | 5 |
| 11 | 2000 | Corporate Diversification and Agency. (2000). Katz, Michael ; Hermalin, Benjamin. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0p34c640. Full description at Econpapers || Download paper | 3 |
| 12 | 2003 | Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt7pb301tr. 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 | 2000 | HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj. Full description at Econpapers || Download paper | 16 |
| 2 | 1999 | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes. (1999). Leland, Hayne E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0fw6k0hm. Full description at Econpapers || Download paper | 2 |
| 3 | 2003 | Return-Volume Dependence and Extremes in International Equity Markets. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt1z87z922. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series