Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
5
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
2003 0 0.53 0.5 0 2 2 10 1 0 0 0 0 0.3
2004 0 0.6 0.08 0 11 13 31 1 2 2 2 1 100 1 0.09 0.36
2005 0.38 0.6 0.3 0.38 7 20 3 6 8 13 5 13 5 0 1 0.14 0.36
2006 0.33 0.59 0.38 0.3 6 26 20 10 18 18 6 20 6 0 2 0.33 0.34
2007 0.31 0.52 0.3 0.31 1 27 4 8 26 13 4 26 8 0 0 0.29
2008 0.57 0.59 0.21 0.22 2 29 15 6 32 7 4 27 6 0 0 0.29
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
12008The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901.

Full description at Econpapers || Download paper

12
22006Testing the Conditional Mean Function of Autoregressive Conditional Duration Models. (2006). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200606.

Full description at Econpapers || Download paper

12
32004A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200403.

Full description at Econpapers || Download paper

11
42003International Parity Relationships Between Germany and the United States: A Joint Modelling Approach. (2003). MacDonald, Ronald ; juselius, katarina. In: FRU Working Papers. RePEc:kud:kuiefr:200408.

Full description at Econpapers || Download paper

10
52004Order Aggressiveness and Order Book Dynamics. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200504.

Full description at Econpapers || Download paper

6
62006Regulation of Banking Groups. (2006). Harr, Thomas ; Ronde, Thomas. In: FRU Working Papers. RePEc:kud:kuiefr:200601.

Full description at Econpapers || Download paper

5
72007Aggregation of Information and Beliefs in Prediction Markets. (2007). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200701.

Full description at Econpapers || Download paper

5
82008Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter . In: FRU Working Papers. RePEc:kud:kuiefr:200801.

Full description at Econpapers || Download paper

4
92006Bankruptcy, Counterparty Risk, and Contagion. (2006). Kraft, Holger ; Steffensen, Mogens. In: FRU Working Papers. RePEc:kud:kuiefr:200603.

Full description at Econpapers || Download paper

4
102004Expected Utility Theory with “Small Worlds”. (2004). Gyntelberg, Jacob ; Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200404.

Full description at Econpapers || Download paper

3
112004Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery. (2004). Hautsch, Nikolaus ; Hess, Dieter . In: FRU Working Papers. RePEc:kud:kuiefr:200406.

Full description at Econpapers || Download paper

3
122004The Equity Premium Puzzle and the Ex Post Bias. (2004). Madsen, Jakob. In: FRU Working Papers. RePEc:kud:kuiefr:200401.

Full description at Econpapers || Download paper

3
132004The Timing of Bets and the Favorite-Longshot Bias. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200412.

Full description at Econpapers || Download paper

2
142004Bubbles and Busts: The 1990s in the Mirror of the 1920s. (2004). White, Eugene. In: FRU Working Papers. RePEc:kud:kuiefr:200409.

Full description at Econpapers || Download paper

2
152005How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach. (2005). Kraft, Holger ; Steffensen, Mogens. In: FRU Working Papers. RePEc:kud:kuiefr:200507.

Full description at Econpapers || Download paper

2
162005The latent factor VAR model: Testing for a common component in the intraday trading process. (2005). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200503.

Full description at Econpapers || Download paper

2
172004The Strategy of Professional Forecasting. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200405.

Full description at Econpapers || Download paper

2
182003A General Theory of Decision Making. (2003). Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200402.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor:
YearTitle
Recent citations