FRU Working Papers / University of Copenhagen. Department of Economics. Finance Research Unit
[Raw
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[50 most relevant papers]
[cites used to compute IF]
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| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | The 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 |
| 2 | 2006 | Testing 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 |
| 3 | 2004 | A 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 |
| 4 | 2003 | International 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 |
| 5 | 2004 | Order 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 |
| 6 | 2006 | Regulation of Banking Groups. (2006). Harr, Thomas ; Ronde, Thomas. In: FRU Working Papers. RePEc:kud:kuiefr:200601. Full description at Econpapers || Download paper | 5 |
| 7 | 2007 | Aggregation of Information and Beliefs in Prediction Markets. (2007). SÃÆørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200701. Full description at Econpapers || Download paper | 5 |
| 8 | 2008 | Price 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 |
| 9 | 2006 | Bankruptcy, Counterparty Risk, and Contagion. (2006). Kraft, Holger ; Steffensen, Mogens. In: FRU Working Papers. RePEc:kud:kuiefr:200603. Full description at Econpapers || Download paper | 4 |
| 10 | 2004 | Expected Utility Theory with ââ¬ÅSmall Worldsââ¬Â. (2004). Gyntelberg, Jacob ; Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200404. Full description at Econpapers || Download paper | 3 |
| 11 | 2004 | Bayesian Learning in Financial Markets ââ¬â 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 |
| 12 | 2004 | The 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 |
| 13 | 2004 | The Timing of Bets and the Favorite-Longshot Bias. (2004). SÃÆørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200412. Full description at Econpapers || Download paper | 2 |
| 14 | 2004 | Bubbles 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 |
| 15 | 2005 | How 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 |
| 16 | 2005 | The 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 |
| 17 | 2004 | The Strategy of Professional Forecasting. (2004). SÃÆørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200405. Full description at Econpapers || Download paper | 2 |
| 18 | 2003 | A General Theory of Decision Making. (2003). Hansen, Frank. In: FRU Working Papers. RePEc:kud:kuiefr:200402. Full description at Econpapers || Download paper | 1 |
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