Working Paper Series / University of Trier, Research Group Quantitative Finance and Risk Analysis
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
2
Impact Factor (IF)
0.25
5 Years IF
0.13
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 | |
| 2019 | 0 | 0.63 | 0.13 | 0 | 8 | 8 | 5 | 1 | 1 | 0 | 0 | 1 | 100 | 1 | 0.13 | 0.37 | ||
| 2020 | 0.13 | 0.72 | 0.06 | 0.13 | 8 | 16 | 2 | 1 | 2 | 8 | 1 | 8 | 1 | 0 | 0 | 0.78 | ||
| 2022 | 0.25 | 0.78 | 0.12 | 0.13 | 1 | 17 | 0 | 2 | 7 | 8 | 2 | 16 | 2 | 1 | 50 | 0 | 0.25 |
| 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 | 2019 | Financial Stability and the Fed: Evidence fromCongressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Working Paper Series. RePEc:trr:qfrawp:201905. Full description at Econpapers || Download paper | 2 |
| 2 | 2023 | Hawks and Doves: Financial Market Perception of Western Support for Ukraine. (2023). Weber, Enzo ; Repko, Maria ; Neuenkirch, Matthias. In: Working Paper Series. RePEc:trr:qfrawp:202302. Full description at Econpapers || Download paper | 2 |
| 3 | 2020 | The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2020). Neuenkirch, Matthias ; Bennani, Hamza. In: Working Paper Series. RePEc:trr:qfrawp:202008. Full description at Econpapers || Download paper | 2 |
| 4 | 2019 | Portfolio Optimization with Optimal Expected Utility Risk Measures. (2019). Geissel, S ; Fink, H ; Seifried, F T ; Herbinger, J. In: Working Paper Series. RePEc:trr:qfrawp:201907. Full description at Econpapers || Download paper | 1 |
| 5 | 2019 | Capital Structure Decisions, Loss Aversion, and Equity Premium. (2019). Cao, JI ; Breuer, Wolfgang ; Soypak, Can K ; Rieger, Marc Oliver. In: Working Paper Series. RePEc:trr:qfrawp:201904. Full description at Econpapers || Download paper | 1 |
| 6 | 2019 | A Cautionary Note on Niu and Zeng (2018). (2019). Rieger, Marc Oliver ; Cao, JI. In: Working Paper Series. RePEc:trr:qfrawp:201903. Full description at Econpapers || Download paper | 1 |
| 7 | 2020 | Sign Matters: Stock Movement Based Trading Decisions of Private Investors. (2020). Rieger, Marc Oliver ; Muhl, Stefan ; Chen, Hung Ling . In: Working Paper Series. RePEc:trr:qfrawp:202001. Full description at Econpapers || Download paper | 1 |
| 8 | 2019 | Systemic Impact of the Risk Based Fund Classification and Implications for Fund Management. (2019). Rieger, Marc Oliver ; Ewen, Martin. In: Working Paper Series. RePEc:trr:qfrawp:201901. 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 | 2020 | The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2020). Neuenkirch, Matthias ; Bennani, Hamza. In: Working Paper Series. RePEc:trr:qfrawp:202008. Full description at Econpapers || Download paper | 2 |
| 2 | 2023 | Hawks and Doves: Financial Market Perception of Western Support for Ukraine. (2023). Weber, Enzo ; Repko, Maria ; Neuenkirch, Matthias. In: Working Paper Series. RePEc:trr:qfrawp:202302. Full description at Econpapers || Download paper | 2 |
| 3 | 2019 | Financial Stability and the Fed: Evidence fromCongressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Working Paper Series. RePEc:trr:qfrawp:201905. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 2
| Year | Title | |
|---|---|---|
| 2022 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2022). Neuenkirch, Matthias ; Umlandt, Dennis ; Gretener, Alexander Georges. In: Working Paper Series. RePEc:trr:qfrawp:202202. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Mixture Vector Autoregressions with Score-Driven Weights. (2022). Neuenkirch, Matthias ; Umlandt, Dennis ; Gretener, Alexander Georges. In: Research Papers in Economics. RePEc:trr:wpaper:202202. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
| Year | Citing document |
|---|
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Capital Structure Decisions, Loss Aversion, and Equity Premium. (2019). Cao, JI ; Breuer, Wolfgang ; Soypak, Can K ; Rieger, Marc Oliver. In: Working Paper Series. RePEc:trr:qfrawp:201904. Full description at Econpapers || Download paper |
10 most frequent citing series