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CRSP working papers / Center for Research in Security Prices, Graduate School of Business, University of Chicago

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
30
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
0 85 85 0 13 0 4 13
1994 0 0.17 0 0 1 86 210 1 0 0 0 0 0.08
1997 0 0.28 0.18 8 7 93 279 13 26 0 1 8 0 1 0.14 0.15
1998 0.57 0.31 0.25 1.25 12 105 945 26 52 7 4 8 10 0 9 0.75 0.18
1999 1.79 0.39 0.58 2.35 10 115 274 65 119 19 34 20 47 1 1.5 7 0.7 0.25
2000 2.55 0.54 1.07 2.21 11 126 555 135 254 22 56 29 64 7 5.2 6 0.55 0.24
2001 2.24 0.49 1.34 2.15 2 128 96 171 425 21 47 40 86 1 0.6 2 1 0.27
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
11998The Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

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367
22000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

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315
31997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

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251
41998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

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218
51994By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1994). Cochrane, John ; Campbell, John. In: CRSP working papers. RePEc:wop:chispw:412.

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211
61998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

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180
7A Theory of Bank Capital. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:363.

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150
8The Cost of Diversity: The Diversification Discount and Inefficient Investment. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:357.

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147
9The Cost of Diversity: The Diversification Discount and Inefficient Investment.. (). Zingales, Luigi ; Servaes, Henri ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:463.

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147
101999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

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117
111998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

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112
122000Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts. (2000). Stromberg, Per ; Kaplan, Steven. In: CRSP working papers. RePEc:wop:chispw:513.

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80
13Financial Dependence and Growth. (). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:344.

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78
141999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

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72
152000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

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65
16What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna. In: CRSP working papers. RePEc:wop:chispw:496.

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62
172000Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice. (2000). Davis, Steven ; Willen, Paul. In: CRSP working papers. RePEc:wop:chispw:523.

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53
182001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

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50
192001The Great Reversals: The Politics of Financial Development in the 20th Century. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:526.

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47
20Forecasting Profitability and Earnings. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:358.

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46
21Forecasting Profitability and Earnings.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:456.

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46
22Legal Determinants of External Finance,. (). Vishny, Robert ; Shleifer, Andrei ; Lopez-de-Silanes, Florencio ; La Porta, Rafael. In: CRSP working papers. RePEc:wop:chispw:324.

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42
23Information Acquisition in Financial Markets. (). Barlevy, Gadi ; Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:360.

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39
24How Does Information Quality Affect Stock Returns?. (). Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:361.

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35
25How Does Information Quality Affect Stock Returns?.. (). Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:462.

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34
26Portfolio Selection and Asset Pricing Models.. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:498.

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32
27Characteristics, Covariances, and Average Returns: 1929 to 1997. (). French, Kenneth ; Fama, Eugene ; Davis, James L.. In: CRSP working papers. RePEc:wop:chispw:359.

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32
281998Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:478.

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31
29Information Acquisition in Financial Markets.. (). Barlevy, Gadi ; Veronesi, Pietro. In: CRSP working papers. RePEc:wop:chispw:484.

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30
30Portfolio Selection and Asset Pricing Models. (). Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:356.

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30
31Investment Plans and Stock Returns.. (). Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:488.

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29
321999Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations. (1999). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:493.

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28
331998The Governance of the New Enterprise. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:487.

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25
34Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests. (). Stromberg, Per. In: CRSP working papers. RePEc:wop:chispw:459.

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22
35Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications.. (). Rajan, Raghuram ; Diamond, Douglas. In: CRSP working papers. RePEc:wop:chispw:518.

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22
362000Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms. (2000). Strahan, Philip E. ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:512.

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22
371999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C.. In: CRSP working papers. RePEc:wop:chispw:505.

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20
38The Diversification Discount: Cash Flows vs. Returns.. (). Polk, Christopher ; Lamont, Owen. In: CRSP working papers. RePEc:wop:chispw:504.

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17
39Liquidity Risk and Expected Stock Returns. (). Stambaugh, Robert ; Pastor, Lubos ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:531.

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16
401997Managerial Decisions and Long-Term Stock Price Performance. (1997). Stafford, Erik ; Mitchell, Mark L.. In: CRSP working papers. RePEc:wop:chispw:453.

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15
41Asset Pricing Models: Implications for Expected Returns and Portfolio Selection.. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:510.

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14
421998Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R.. In: CRSP working papers. RePEc:wop:chispw:470.

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14
43Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (). Pastor, Lubos ; MacKinlay, Craig A. ; PSTOR, LUBO. In: CRSP working papers. RePEc:wop:chispw:362.

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14
44Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act. (). Rajan, Raghuram ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:325.

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12
451999Organization Design. (1999). Harris, Milton ; Raviv, Artur . In: CRSP working papers. RePEc:wop:chispw:499.

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10
46Characteristics, Covariances, and Average Returns: 1929-1997.. (). French, Kenneth ; Fama, Eugene ; Davis, James. In: CRSP working papers. RePEc:wop:chispw:471.

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10
47Prospect Theory and Asset Prices.. (). HUANG, MING ; Santos, Tano ; Barberis, Nicholas. In: CRSP working papers. RePEc:wop:chispw:494.

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9
48Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?.. (). French, Kenneth ; Fama, Eugene. In: CRSP working papers. RePEc:wop:chispw:509.

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9
491997Efficiency and Distribution in Financial Restructuring: The Case of the Ferruzzi Group. (1997). Zingales, Luigi ; Penati, Alessandro . In: CRSP working papers. RePEc:wop:chispw:466.

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9
501999Is the Financial System Politically Independent? Perspectives on the Political Economy of Banking and Financial Regulation. (1999). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:492.

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9
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000In Search of New Foundations. (2000). Zingales, Luigi. In: CRSP working papers. RePEc:wop:chispw:515.

Full description at Econpapers || Download paper

59
21998The Paradox of Liquidity. (1998). Rajan, Raghuram ; Myers, Stewart C.. In: CRSP working papers. RePEc:wop:chispw:339.

Full description at Econpapers || Download paper

57
31997Do Changes in Dividends Signal the Future or the Past?. (1997). Thaler, Richard ; michaely, roni ; Benartzi, Shlomo . In: CRSP working papers. RePEc:wop:chispw:455.

Full description at Econpapers || Download paper

35
41999New Facts in Finance. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:490.

Full description at Econpapers || Download paper

10
51998A Frictionless View of U.S. Inflation. (1998). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:479.

Full description at Econpapers || Download paper

9
61999Portfolio Advice for a Multifactor World. (1999). Cochrane, John. In: CRSP working papers. RePEc:wop:chispw:491.

Full description at Econpapers || Download paper

9
71998Which Capitalism? Lessons from the East Asian Crisis. (1998). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:486.

Full description at Econpapers || Download paper

9
81998Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees. (1998). Stratmann, Thomas ; Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:349.

Full description at Econpapers || Download paper

8
92001The Influence of the Financial Revolution on the Nature of Firms. (2001). Zingales, Luigi ; Rajan, Raghuram. In: CRSP working papers. RePEc:wop:chispw:525.

Full description at Econpapers || Download paper

3
101999Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations. (1999). Kroszner, Randall S.. In: CRSP working papers. RePEc:wop:chispw:493.

Full description at Econpapers || Download paper

3
111998Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R.. In: CRSP working papers. RePEc:wop:chispw:470.

Full description at Econpapers || Download paper

2
122000The Role of Social Capital in Financial Development. (2000). Zingales, Luigi ; Sapienza, Paola ; Guiso, Luigi. In: CRSP working papers. RePEc:wop:chispw:511.

Full description at Econpapers || Download paper

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