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PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney

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
2001 0 0 0 2 2 0 0 0 0 0 0
2004 0 2.5 0 2 4 7 8 13 0 2 1 12.5 8 4
2005 0 0.25 0 4 8 3 2 15 2 4 0 2 0.5
2007 0.25 0.14 0.17 6 14 50 2 17 4 1 6 1 0 0
2009 0 0.11 0 4 18 13 2 19 6 12 0 2 0.5
2010 0.25 0.12 0.14 8 26 0 3 22 4 1 14 2 0 0
2011 0 0.13 0.11 4 30 0 4 26 12 18 2 0 2 0.5
2012 0 0.32 0.32 8 38 0 12 38 12 22 7 0 0
2013 0 0.22 0.08 8 46 1 10 48 12 24 2 3 30 0
2014 0 0.38 0.13 6 52 5 20 68 16 32 4 0 0
2015 0.29 0.23 0.12 12 64 0 15 83 14 4 34 4 1 6.7 1 0.08
2016 0.11 0.11 0.08 6 70 0 8 91 18 2 38 3 0 0
2017 0 0.07 0 4 74 0 5 96 18 40 0 0
2018 0 0.23 0 8 82 0 19 115 10 36 6 31.6 0
2019 0 0.06 0 8 90 0 5 120 12 36 0 0
2020 0 0.08 0 5 95 0 8 128 16 38 0 0
2021 0 0.06 0 1 96 0 6 134 13 31 0 0
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
12007Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1.

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36
22007Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). , Nicolabruti-Liberati ; Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1-2007.

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33
32009Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy . In: PhD Thesis. RePEc:uts:finphd:19.

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14
42009Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy. In: PhD Thesis. RePEc:uts:finphd:2-2009.

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13
52004Inference and Intraday Analysis of Diversified World Stock Indices. (2004). Kelly, Leah. In: PhD Thesis. RePEc:uts:finphd:1-2004.

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8
62014Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai. In: PhD Thesis. RePEc:uts:finphd:13.

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6
72005A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina . In: PhD Thesis. RePEc:uts:finphd:1-2005.

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4
82014Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai. In: PhD Thesis. RePEc:uts:finphd:1-2014.

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4
92005A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions. (2005). Nikitopoulos-Sklibosios, Christina . In: PhD Thesis. RePEc:uts:finphd:6.

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4
102007Pricing of Contingent Claims Under the Real-World Measure. (2007). Miller, Shane . In: PhD Thesis. RePEc:uts:finphd:25.

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3
112007Pricing of Contingent Claims Under the Real-World Measure. (2007). Miller, Shane. In: PhD Thesis. RePEc:uts:finphd:2-2007.

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3
122013Modeling Diversified Equity Indices. (2013). Rendek, Renata . In: PhD Thesis. RePEc:uts:finphd:23.

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2
132013Modeling Diversified Equity Indices. (2013). Rendek, Renata . In: PhD Thesis. RePEc:uts:finphd:4-2013.

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2
142011Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege . In: PhD Thesis. RePEc:uts:finphd:1-2011.

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1
152011Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege . In: PhD Thesis. RePEc:uts:finphd:5.

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1
162001Bankruptcy Probability: A Theoretical and Empirical Examination. (2001). Peat, Maurice. In: PhD Thesis. RePEc:uts:finphd:20.

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1
172012Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia. (2012). Fernandez, Leonardo . In: PhD Thesis. RePEc:uts:finphd:3.

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1
182012Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia. (2012). Fernandez, Leonardo . In: PhD Thesis. RePEc:uts:finphd:1-2012.

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1
192015Price Discovery in US and Australian Stock and Options Markets. (2015). Patel, Vinay . In: PhD Thesis. RePEc:uts:finphd:27.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Numerical Solution of Stochastic Differential Equations with Jumps in Finance. (2007). , Nicolabruti-Liberati ; Bruti-Liberati, Nicola . In: PhD Thesis. RePEc:uts:finphd:1-2007.

Full description at Econpapers || Download paper

6
Citing documents used to compute impact factor:
YearTitle
Recent citations