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Center for Financial Institutions Working Papers / Wharton School Center for Financial Institutions, University of Pennsylvania

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
34
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
1976 0 1 1 0 0
1991 0 0.14 0 0 1 2 2 0 0 0 0 0 0.1
1992 0 0.13 0 0 1 3 0 0 1 1 0 0 0.09
1993 0 0.17 0 0 10 13 44 0 2 2 0 0 0.1
1994 0 0.17 0 0 21 34 282 0 11 12 0 0 0.08
1995 0.42 0.22 0.42 0.39 23 57 891 21 24 31 13 33 13 4 19 8 0.35 0.13
1996 0.75 0.25 0.48 0.64 51 108 497 48 76 44 33 56 36 23 47.9 8 0.16 0.14
1997 0.74 0.28 0.84 0.6 49 157 2400 129 208 74 55 106 64 29 22.5 44 0.9 0.15
1998 0.56 0.31 0.7 0.59 36 193 411 134 343 100 56 154 91 21 15.7 8 0.22 0.18
1999 0.92 0.39 0.81 0.65 50 243 800 198 541 85 78 180 117 17 8.6 18 0.36 0.25
2000 0.73 0.54 0.89 0.75 41 284 573 249 793 86 63 209 156 40 16.1 16 0.39 0.24
2001 0.82 0.49 0.88 0.75 42 326 450 285 1081 91 75 227 170 32 11.2 10 0.24 0.27
2002 0.92 0.54 0.97 0.89 41 367 547 356 1437 83 76 218 193 25 7 29 0.71 0.31
2003 1.01 0.53 0.98 0.82 11 378 61 370 1807 83 84 210 173 9 2.4 7 0.64 0.3
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
11997Efficiency of Financial Institutions: International Survey and Directions for Future Research. (1997). Berger, Allen ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-05.

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1400
21997Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-04.

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1118
31995The Role of Capital in Financial Institutions. (1995). Szego, Giorgio ; Berger, Allen ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-01.

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365
41995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been. (1995). Kashyap, Anil ; Berger, Allen ; Scalise, Joseph. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-06.

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348
51999Diversity of Opinion and Financing of New Technologies. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-30.

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153
61999Real Estate Booms and Banking Busts: An International Perspective. (1999). wachter, susan ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-27.

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119
71994Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch in the U.S.?. (1994). Udell, Gregory ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-07.

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111
82000Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry. (2000). Weiss, Mary ; Cummins, John ; Berger, Allen ; Zi, Hongmin . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-29.

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107
91998Financial Contagion Journal of Political Economy. (1998). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-31.

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96
101996Catastrophe Insurance, Capital Markets and Uninsurable Risks. (1996). russell, thomas ; Jaffee, Dwight M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-12.

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94
111996The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function. (1996). Berger, Allen ; Akhavein, Jalal ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-03.

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93
122001Comparative Financial Systems: A Survey. (2001). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-15.

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93
132001Do Financial Institutions Matter?. (2001). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-04.

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84
141999Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies. (1999). Di Giorgio, Giorgio ; Di Noia, Carmine . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-11.

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75
152002Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-27.

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70
161998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-10.

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65
172000The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development. (2000). Chatusripitak, Nathporn ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-08.

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64
182002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-23.

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62
191996How Are Derivatives Used? Evidence from the Mutual Fund Industry. (1996). Pontiff, Jeffrey ; Koski, Jennifer. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-27.

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61
201995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-07.

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59
212002Payout Policy. (2002). michaely, roni ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-21.

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58
221994The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses. (1994). Hannan, Timothy ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-29.

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54
232000Recovering Risky Technologies Using the Almost Ideal Demand System: An Application to U.S. Banking. (2000). Mester, Loretta ; Hughes, Joseph ; Moon, Choon-Geol ; Lang, William . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-47.

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54
241997Risk Management by Insurers: An Analysis of the Process. (1997). Babbel, David ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-16.

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54
252000Optimal Currency Crises. (2000). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-23.

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52
261999Overcoming the Inherent Dependency of DEA Efficiency Scores: A Bootstrap Approach. (1999). XUE, MEI ; Harker, Patrick T.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-17.

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51
272002Financial Intermediation. (2002). Gorton, Gary ; Winton, Andrew . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-28.

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49
281999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-08.

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46
291997Commercial Bank Risk Management: An Analysis of the Process. (1997). Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-11.

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45
301996The Theory of Financial Intermediation. (1996). Allen, Franklin ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-32.

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43
312001Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-01.

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40
321995Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks. (1995). Mester, Loretta ; Hughes, Joseph ; Moon, Choon-Geol ; Lang, William . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-16.

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35
332002Forecasting the Term Structure of Government Bond Yields. (2002). Diebold, Francis ; Li, Canlin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-34.

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35
341994Bank Scale Economies, Mergers, Concentration, and Efficiency: The U.S. Experience. (1994). Berger, Allen ; Humphrey, David . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-25.

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34
351999Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending. (1999). Winton, Andrew . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-16.

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33
361976Optimal Financial Crises. (1976). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-01.

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33
371999At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America. (1999). Tschoegl, Adrian ; Guillen, Mauro F.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-41.

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32
382000The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-27.

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31
391999What Do Financial Intermediaries Do?. (1999). Allen, Franklin ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-30.

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30
402000Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing. (2000). Schuermann, Til ; Diebold, Francis ; Bangia, Anil. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-26.

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30
411999The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-18.

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30
421993Strategic Management and Financial Markets. (1993). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-04.

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30
432001Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition. (2001). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-22.

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30
441997On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance. (1997). Froot, Kenneth ; Paul G. J. O'Connell, . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-24.

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29
451999What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?. (1999). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-10.

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29
462002Liquidity, Efficiency and Bank Bailouts. (2002). Huang, Lixin ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-33.

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28
471998Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods. (1998). Weiss, Mary ; Cummins, John. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-22.

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28
481996Financial Pricing of Insurance in the Multiple Line Insurance Company. (1996). Phillips, Richard ; Cummins, John ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-09.

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28
491998Horizon Problems and Extreme Events in Financial Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Christoffersen, Peter. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-16.

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27
501999Corporate Governance and Competition. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-28.

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27
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997Efficiency of Financial Institutions: International Survey and Directions for Future Research. (1997). Berger, Allen ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-05.

Full description at Econpapers || Download paper

91
21997Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-04.

Full description at Econpapers || Download paper

87
31995The Role of Capital in Financial Institutions. (1995). Szego, Giorgio ; Berger, Allen ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-01.

Full description at Econpapers || Download paper

29
41999Diversity of Opinion and Financing of New Technologies. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-30.

Full description at Econpapers || Download paper

17
52000Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry. (2000). Weiss, Mary ; Cummins, John ; Berger, Allen ; Zi, Hongmin . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-29.

Full description at Econpapers || Download paper

15
62001Comparative Financial Systems: A Survey. (2001). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-15.

Full description at Econpapers || Download paper

15
71997Commercial Bank Risk Management: An Analysis of the Process. (1997). Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-11.

Full description at Econpapers || Download paper

9
81995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been. (1995). Kashyap, Anil ; Berger, Allen ; Scalise, Joseph. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-06.

Full description at Econpapers || Download paper

8
91994Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch in the U.S.?. (1994). Udell, Gregory ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-07.

Full description at Econpapers || Download paper

8
102001Do Financial Institutions Matter?. (2001). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-04.

Full description at Econpapers || Download paper

6
111999Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending. (1999). Winton, Andrew . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-16.

Full description at Econpapers || Download paper

6
121999Real Estate Booms and Banking Busts: An International Perspective. (1999). wachter, susan ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-27.

Full description at Econpapers || Download paper

6
131997Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-37.

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5
141993Strategic Management and Financial Markets. (1993). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-04.

Full description at Econpapers || Download paper

4
151995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-07.

Full description at Econpapers || Download paper

4
161997Risk Management by Insurers: An Analysis of the Process. (1997). Babbel, David ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-16.

Full description at Econpapers || Download paper

4
171999Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies. (1999). Di Giorgio, Giorgio ; Di Noia, Carmine . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-11.

Full description at Econpapers || Download paper

4
182002Financial Intermediation. (2002). Gorton, Gary ; Winton, Andrew . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-28.

Full description at Econpapers || Download paper

3
191999Is Share Price Related to Marketability? Evidence from Mutual Fund Share Splits. (1999). Krishnamurthy, Srinivasan ; Fernando, Chitru S. ; Spindt, Paul A.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-06.

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3
201996Productivity and Technical Efficiency in the Italian Insurance Industry. (1996). Cummins, John ; Turchetti, Giuseppe. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-10.

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3
212002The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts. (2002). Schmukler, Sergio ; Claessens, Stijn ; Klingebiel, Daniela . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-03.

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3
222002On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates. (2002). Babbel, David ; Dutta, Kabir K.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-25.

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2
231996Calculating Value-at-Risk. (1996). Fallon, William. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-49.

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2
241998Problem Bank Resolution: Evaluating the Options. (1998). Santomero, Anthony M. ; Hoffman, Paul. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-05.

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2
252000Optimal Currency Crises. (2000). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-23.

Full description at Econpapers || Download paper

2
261995Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks. (1995). Mester, Loretta ; Hughes, Joseph ; Moon, Choon-Geol ; Lang, William . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-16.

Full description at Econpapers || Download paper

2
272000The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development. (2000). Chatusripitak, Nathporn ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-08.

Full description at Econpapers || Download paper

2
281999Overcoming the Inherent Dependency of DEA Efficiency Scores: A Bootstrap Approach. (1999). XUE, MEI ; Harker, Patrick T.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-17.

Full description at Econpapers || Download paper

2
291995Problem Loans and Cost Efficiency in Commercial Banks. (1995). Berger, Allen ; De Young, Robert ; Deyoung, Robert. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-01.

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2
301995Universal Banking and the Future of Small Business Lending. (1995). Udell, Gregory ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-17.

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2
312000Holders of the Purse Strings: Governance and Performance of Public Retirement Systems. (2000). Mitchell, Olivia ; Useem, Michael . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-08.

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2
322002Venture Capital and Corporate Governance. (2002). Allen, Franklin ; Song, Wei-Ling . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:03-05.

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2
331994Bank Scale Economies, Mergers, Concentration, and Efficiency: The U.S. Experience. (1994). Berger, Allen ; Humphrey, David . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-25.

Full description at Econpapers || Download paper

2
342001Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-01.

Full description at Econpapers || Download paper

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