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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
4
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
1993 0 0.17 0 0 4 4 0 0 0 0 0 0 0.1
1994 0 0.17 0 0 11 15 32 0 4 4 0 0 0.08
1995 0.07 0.22 0.04 0.07 10 25 11 1 1 15 1 15 1 0 0 0.13
1996 0 0.25 0 0 10 35 2 1 21 25 0 0 0.14
1997 0.1 0.28 0.2 0.2 10 45 14 9 10 20 2 35 7 0 0 0.15
1998 0.05 0.31 0.14 0.11 5 50 1 7 17 20 1 45 5 0 0 0.18
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
11994Beta Stability and Portfolio Formation.. (1994). faff, robert ; Brooks, Robert ; Lee, J. H. H., . In: Melbourne - Centre in Finance. RePEc:fth:melrfi:94-3.

Full description at Econpapers || Download paper

24
2An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience.. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-4.

Full description at Econpapers || Download paper

11
31995Financial Market Deregulation and Bank Risk: Testing for Beta Instability.. (1995). faff, robert ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-3.

Full description at Econpapers || Download paper

10
41994Simultaneous Volatility Effects in Index Futures.. (1994). gannon, gerard. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:94-1.

Full description at Econpapers || Download paper

9
51997Modelling the Time-Varying Correlations Between National Stock Market Returns.. (1997). Mitchell, H. ; Ragunathan, V.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-7.

Full description at Econpapers || Download paper

3
61996Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period.. (1996). faff, robert ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:96-10.

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3
71995Autocorrelations, Returns and Australian Financial Futures.. (1995). Brooks, Robert ; Michaelides, P.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-9.

Full description at Econpapers || Download paper

2
81998Generalized Asymmetric Power ARCH Modeling of Exchange Rate Volatility.. (1998). Michell, H. ; McKenzie, M.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-2.

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1
91997The Right To Host The Olympic Games Should Be Auctioned To The Highest Bidder.. (1997). Stewart, M ; Wu, C-L, . In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-1.

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1
101998Hedging Operating Exposure Financially: The Effect of the Abandonment Option.. (1998). Aabo, T.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-5.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience.. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-4.

Full description at Econpapers || Download paper

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