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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
#YearTitleCited
11999Order 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
22000HOw 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
31999The 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
41999Optimal 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
52003Return-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
62000Rational Markets: Yes or No? The Affirmative Case. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt22q318mh.

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6
72000On the Relation Between Binomial and Trinomial Option Pricing Models. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt3bw450n0.

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6
82000On 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.

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5
92012Search 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.

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5
102003An 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.

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5
112000Corporate Diversification and Agency. (2000). Katz, Michael ; Hermalin, Benjamin. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0p34c640.

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3
122003Measuring 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.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000HOw 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
21999Optimal 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
32003Return-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:
YearTitle
Recent citations