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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
28
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
1993 0 0.17 0.33 0 3 3 1 1 0 0 0 0 0.1
1994 0 0.17 0.18 0 8 11 40 3 3 3 0 0 0.08
1995 0.27 0.22 0.4 0.27 14 25 54 7 13 11 3 11 3 4 57.1 4 0.29 0.13
1996 0.05 0.25 0.16 0.04 26 51 167 6 21 22 1 25 1 1 16.7 5 0.19 0.14
1997 0.13 0.28 0.24 0.14 31 82 139 13 41 40 5 51 7 6 46.2 6 0.19 0.15
1998 0.23 0.31 0.23 0.18 29 111 672 19 67 57 13 82 15 5 26.3 3 0.1 0.18
1999 0.22 0.39 0.36 0.25 24 135 386 39 116 60 13 108 27 4 10.3 11 0.46 0.25
2000 0.64 0.54 0.44 0.41 10 145 39 53 180 53 34 124 51 0 0 0.24
2001 0.41 0.49 0.43 0.36 26 171 128 59 254 34 14 120 43 5 8.5 6 0.23 0.27
2002 0.42 0.54 0.45 0.47 58 229 361 89 358 36 15 120 56 17 19.1 22 0.38 0.31
2003 0.36 0.53 0.39 0.47 111 340 299 106 491 84 30 147 69 19 17.9 15 0.14 0.3
2004 0.28 0.6 0.42 0.38 272 612 1454 255 749 169 48 229 86 66 25.9 128 0.47 0.36
2005 0.28 0.6 0.34 0.29 257 869 771 297 1048 383 106 477 140 36 12.1 52 0.2 0.36
2006 0.22 0.59 0.3 0.24 6 875 63 266 1314 529 117 724 171 1 0.4 0 0.34
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
11998Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance. In: Finance. RePEc:wpa:wuwpfi:9803001.

Full description at Econpapers || Download paper

497
22004Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001.

Full description at Econpapers || Download paper

214
32005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011.

Full description at Econpapers || Download paper

202
41999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

191
52004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016.

Full description at Econpapers || Download paper

154
62004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017.

Full description at Econpapers || Download paper

152
72002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

117
82004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi. In: Finance. RePEc:wpa:wuwpfi:0401002.

Full description at Econpapers || Download paper

109
91999Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005.

Full description at Econpapers || Download paper

82
102004Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja ; Braun, Matias. In: Finance. RePEc:wpa:wuwpfi:0403001.

Full description at Econpapers || Download paper

74
112004Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018.

Full description at Econpapers || Download paper

69
121996Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002.

Full description at Econpapers || Download paper

53
131998Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005.

Full description at Econpapers || Download paper

52
142004Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?. (2004). Liberti, Jose. In: Finance. RePEc:wpa:wuwpfi:0404023.

Full description at Econpapers || Download paper

49
152006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

49
162002An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001.

Full description at Econpapers || Download paper

44
171996Risk Measurement: An Introduction to Value at Risk. (1996). Pearson, Neil ; Linsmeier, Thomas J.. In: Finance. RePEc:wpa:wuwpfi:9609004.

Full description at Econpapers || Download paper

44
181997Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun . In: Finance. RePEc:wpa:wuwpfi:9712007.

Full description at Econpapers || Download paper

38
192004Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015.

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37
202003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001.

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34
212003COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Yildirim, H. Semih ; Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004.

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33
221999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004.

Full description at Econpapers || Download paper

33
232005Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan. In: Finance. RePEc:wpa:wuwpfi:0501003.

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33
242001The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno. In: Finance. RePEc:wpa:wuwpfi:0111004.

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32
252004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

31
261998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: Finance. RePEc:wpa:wuwpfi:9810003.

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30
272004A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions. (2004). Subrahmanyam, Avanidhar ; Hirshleifer, David ; DANIEL, KENT D.. In: Finance. RePEc:wpa:wuwpfi:0412006.

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30
282004Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007.

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28
291994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

28
301997Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-Yang . In: Finance. RePEc:wpa:wuwpfi:9702001.

Full description at Econpapers || Download paper

27
312003International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003.

Full description at Econpapers || Download paper

27
322004Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon. In: Finance. RePEc:wpa:wuwpfi:0408003.

Full description at Econpapers || Download paper

27
331999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

Full description at Econpapers || Download paper

26
342005Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009.

Full description at Econpapers || Download paper

25
352001International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, Söhnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001.

Full description at Econpapers || Download paper

24
362005A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco. In: Finance. RePEc:wpa:wuwpfi:0512027.

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23
372005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

Full description at Econpapers || Download paper

22
382002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

Full description at Econpapers || Download paper

22
392004Consistent high-precision volatility from high-frequency data. (2004). Dacorogna, Michel ; Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005.

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22
402003Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li. In: Finance. RePEc:wpa:wuwpfi:0303008.

Full description at Econpapers || Download paper

21
412004Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:0409015.

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21
422005How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia. (2005). Pal, Sarmistha ; Mahambare, Vidya ; Driffield, Nigel. In: Finance. RePEc:wpa:wuwpfi:0509028.

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21
432004Does Investor Misvaluation Drive the Takeover Market?. (2004). Teoh, Siew Hong ; Hirshleifer, David ; Dong, Ming ; Richarson, Scott. In: Finance. RePEc:wpa:wuwpfi:0412002.

Full description at Econpapers || Download paper

21
442001Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001.

Full description at Econpapers || Download paper

20
452002Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008.

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20
462004Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007.

Full description at Econpapers || Download paper

20
472005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

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20
482005A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?. (2005). Guvenen, Fatih. In: Finance. RePEc:wpa:wuwpfi:0507009.

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19
492002Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207014.

Full description at Econpapers || Download paper

19
501998Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Wei, Anning ; Leuthold, Raymond M.. In: Finance. RePEc:wpa:wuwpfi:9805001.

Full description at Econpapers || Download paper

19
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance. In: Finance. RePEc:wpa:wuwpfi:9803001.

Full description at Econpapers || Download paper

81
22004Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001.

Full description at Econpapers || Download paper

43
32005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011.

Full description at Econpapers || Download paper

26
42004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017.

Full description at Econpapers || Download paper

10
52004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi. In: Finance. RePEc:wpa:wuwpfi:0401002.

Full description at Econpapers || Download paper

10
62004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016.

Full description at Econpapers || Download paper

10
72006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

7
82002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

6
92005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

6
101999Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005.

Full description at Econpapers || Download paper

6
111996Risk Measurement: An Introduction to Value at Risk. (1996). Pearson, Neil ; Linsmeier, Thomas J.. In: Finance. RePEc:wpa:wuwpfi:9609004.

Full description at Econpapers || Download paper

5
122004Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018.

Full description at Econpapers || Download paper

5
132004Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies. (2004). Godlewski, Christophe. In: Finance. RePEc:wpa:wuwpfi:0409030.

Full description at Econpapers || Download paper

5
142005Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009.

Full description at Econpapers || Download paper

4
151994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

4
162004Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon. In: Finance. RePEc:wpa:wuwpfi:0408003.

Full description at Econpapers || Download paper

4
171997Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-Yang . In: Finance. RePEc:wpa:wuwpfi:9702001.

Full description at Econpapers || Download paper

4
181999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

4
192004Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007.

Full description at Econpapers || Download paper

4
201997Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun . In: Finance. RePEc:wpa:wuwpfi:9712007.

Full description at Econpapers || Download paper

3
211996Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002.

Full description at Econpapers || Download paper

3
222001International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, Söhnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001.

Full description at Econpapers || Download paper

3
232004What Drives Default and Prepayment on Subprime Auto Loans?. (2004). Sabarwal, Tarun ; Heitfield, Erik . In: Finance. RePEc:wpa:wuwpfi:0405034.

Full description at Econpapers || Download paper

3
241999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004.

Full description at Econpapers || Download paper

2
252004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

2
262005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

Full description at Econpapers || Download paper

2
272003Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li. In: Finance. RePEc:wpa:wuwpfi:0303008.

Full description at Econpapers || Download paper

2
282004Linkages between Stock Prices and Exchange Rates in the EU and the United States. (2004). Stavarek, Daniel. In: Finance. RePEc:wpa:wuwpfi:0406006.

Full description at Econpapers || Download paper

2
292005An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta. (2005). Camilleri, Silvio. In: Finance. RePEc:wpa:wuwpfi:0507021.

Full description at Econpapers || Download paper

2
302005Risk Measure Pricing and Hedging in Incomplete Markets. (2005). Xu, Mingxin. In: Finance. RePEc:wpa:wuwpfi:0406004.

Full description at Econpapers || Download paper

2
312004Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja ; Braun, Matias. In: Finance. RePEc:wpa:wuwpfi:0403001.

Full description at Econpapers || Download paper

2
322002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

Full description at Econpapers || Download paper

2
332003DETERMINANTS OF THE FIRM’S CAPITAL STRUCTURE - THE CASE OF THE VERY SMALL ENTERPRISES. (2003). Barbosa, Evaldo ; CRISTIANA DE CASTRO MORAES, . In: Finance. RePEc:wpa:wuwpfi:0302001.

Full description at Econpapers || Download paper

2
341999How to account for virtual arbitrage in the standard derivative pricing. (1999). Ilinski, Kirill. In: Finance. RePEc:wpa:wuwpfi:9902002.

Full description at Econpapers || Download paper

2
352001Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001.

Full description at Econpapers || Download paper

2
361998Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Wei, Anning ; Leuthold, Raymond M.. In: Finance. RePEc:wpa:wuwpfi:9805001.

Full description at Econpapers || Download paper

2
372004Corporate Governance and Dividends Payout in India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0409007.

Full description at Econpapers || Download paper

2
381997Noise Traders, Market Sentiment, and Futures Price Behavior. (1997). Irwin, Scott ; Sanders, Dwight R. ; Leuthold, Raymond M.. In: Finance. RePEc:wpa:wuwpfi:9707001.

Full description at Econpapers || Download paper

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