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Weiss Center Working Papers / Wharton School - Weiss Center for International Financial Research

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
9
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
1990 0 0.17 0.38 0 16 16 1314 6 6 3 3 0 6 0.38 0.1
1991 0.26 0.15 0.11 0.26 31 47 170 5 11 19 5 19 5 0 0 0.1
1992 0.21 0.13 0.22 0.2 3 50 7 11 22 47 10 50 10 0 0 0.09
1993 0.06 0.17 0.15 0.11 10 60 41 9 31 34 2 53 6 0 2 0.2 0.1
1994 0.23 0.17 0.18 0.16 2 62 18 11 42 13 3 63 10 0 1 0.5 0.08
1996 0.5 0.25 0.39 0.2 4 66 19 26 92 2 1 46 9 0 2 0.5 0.14
1998 0.5 0.32 0.43 0.19 6 72 22 31 153 4 2 16 3 0 0 0.18
1999 0.33 0.39 0.41 0.33 1 73 0 30 183 6 2 12 4 0 0 0.26
2000 0.57 0.54 0.72 0.55 1 74 15 53 236 7 4 11 6 0 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
#YearTitleCited
11990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Weiss Center Working Papers. RePEc:fth:pennif:1-90.

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1267
21991Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:3-91.

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88
31991Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, R. D.. In: Weiss Center Working Papers. RePEc:fth:pennif:11-91.

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28
41990THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS.. (1990). Zeldes, Stephen ; Mankiw, N. Gregory. In: Weiss Center Working Papers. RePEc:fth:pennif:23-90.

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28
51994Puzzles in international Financial Markets.. (1994). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:94-7.

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19
62000Using Asset Prices to Measure the Cost of Business Cycles.. (2000). Jermann, Urban ; Alvarez, Fernando. In: Weiss Center Working Papers. RePEc:fth:pennif:00-1.

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16
71991An Ordered Probit Analysis of Transaction Stock Prices.. (1991). Lo, Andrew ; Hausman, Jerry ; MacKinlay, A. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:26-91.

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11
81996Consumption, Stock Returns, and the Gains from International Risk-Sharing.. (1996). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:96-4.

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10
91998Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey. (1998). Bodnar, Gordon ; Gebhart, G.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-03.

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10
101993Currency Option Pricing in Credible Target Zones.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-7.

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9
111998Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification. (1998). Bodnar, Gordon ; Tang, C. ; Weintrop, J.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-02.

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9
121990MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES.. (1990). DUMAS, B. ; Delgado, F.. In: Weiss Center Working Papers. RePEc:fth:pennif:20-90.

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8
131993Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?. (1993). Evans, Martin ; Lewis, K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-12.

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8
141993Trends in Expected Returns in Currency and Bond Markets.. (1993). Evans, Martin ; Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-4.

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8
151996The Effects of Industry Structure on Economic Exposure.. (1996). Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:96-3.

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8
161993Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter.. (1993). Lewis, K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-11.

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7
171990ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.. (1990). Stambaugh, Robert ; Kandel, Shmuel. In: Weiss Center Working Papers. RePEc:fth:pennif:7-90.

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7
181992Does Foreign Exchange Intervention Signal Future Monetary Policy?. (1992). Kaminsky, Graciela ; Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-3.

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6
191991Differences in execution Prices among the Nyse, the Regionals and the NASD.. (1991). Goldstein, Michael ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:4-92.

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6
201991The Behavior of Stock Returns Around N.B.E.R. Turning Points : An Overview.. (1991). SIEGEL, J. J.. In: Weiss Center Working Papers. RePEc:fth:pennif:5-91.

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5
211991Security Prices and Market Transparency.. (1991). Madhavan, Ananth. In: Weiss Center Working Papers. RePEc:fth:pennif:1-92.

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5
221991Budget Deficits and Government Accounting.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:28-91.

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5
231991The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview.. (1991). SIEGEL, J. J.. In: Weiss Center Working Papers. RePEc:fth:pennif:13-91.

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4
241990THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.. (1990). BATES, D. S.. In: Weiss Center Working Papers. RePEc:fth:pennif:28-90.

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4
251991On Testing Sustainability of Government Deficits in a Stochastic Environment.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:19-91.

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3
261991Effects of Bid-Ask Spreads and Prices Discreteness on Stock Returns.. (1991). Dravid, A. R.. In: Weiss Center Working Papers. RePEc:fth:pennif:6-91.

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3
271991Robust Power Calculations With tests for Serial Correlation in stock Returns.. (1991). Richardson, M. ; Smith, T.. In: Weiss Center Working Papers. RePEc:fth:pennif:12-91.

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3
281991Quantity-Adjusting Options and Forward Contracts.. (1991). Eisenberg, Larry ; Babbel, David. In: Weiss Center Working Papers. RePEc:fth:pennif:29-91.

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3
291991Risk and Returns of low-Grade Bonds: An Update.. (1991). Kein, D. B. ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:15-91.

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3
301993Siegels Paradox and Pricing of Currency Options.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-8.

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3
311991Limited Market Participation and Volatility of Asset Prices.. (1991). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:14-91.

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3
321991How Long do Unilateral Target Zones last?. (1991). Svensson, Lars ; DUMAS, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:1991-2.

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3
331993Realignment Bank and Currency Option Pricing in Target Zones.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-6.

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2
341998Pass-Through and Exposure. (1998). Bodnar, Gordon ; DUMAS, B. ; Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-01.

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2
351993Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options.. (1993). BATES, D. S.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-13.

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2
361993Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities.. (1993). Craig, A. ; Richardson, M. ; Dravid, A.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-5.

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2
371989SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.. (1989). Gorton, Gary ; Dow, James. In: Weiss Center Working Papers. RePEc:fth:pennif:3-90.

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2
381993The World Price of Foreign Exchange Risk.. (1993). DUMAS, B. ; Solnik, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-9.

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2
391998Explaining Home Bias in Equities and Consumption. (1998). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-05.

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2
401991Limited Market Participation and Volatility of Asset Prices.. (1991). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:2-92.

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2
411990THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS.. (1990). Keim, Donald ; Gyourko, Joseph. In: Weiss Center Working Papers. RePEc:fth:pennif:5-90.

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2
421992Determinants of Short-Term Real Interest Differentials Between Japan and the United States.. (1992). Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-2.

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2
431990Adjustment of Consumersdurables Stocks: Evidence from Automobile Purchases.. (1990). Eberly, Janice. In: Weiss Center Working Papers. RePEc:fth:pennif:22-91.

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1
441991The Sustainnability of Budget Deficit in a Stochastic Economy.. (1991). Henning, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:17-91.

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1
451990MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS.. (1990). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:26-90.

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1
461991Quantity-adjusting Options and Forward Contracts.. (1991). Eisenberg, Larry ; Babbel, David. In: Weiss Center Working Papers. RePEc:fth:pennif:24-91.

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1
471991A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, S.. In: Weiss Center Working Papers. RePEc:fth:pennif:2-91.

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1
481996Price Convergence of Periphical European Countries on the Way to the EMU: A Time Series Approach.. (1996). Tamarit, Cecilio ; Esteve, Vicente ; Camarero, Mariam. In: Weiss Center Working Papers. RePEc:fth:pennif:96-2.

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1
491991Bayesian Inference and Portfolio Efficiency.. (1991). Stambaugh, Robert ; Kandel, Shmuel ; McCulloch, R.. In: Weiss Center Working Papers. RePEc:fth:pennif:8-91.

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1
50The Peseta Real Exchange Rate: Which Are Its Determinants?. (1996). Tamarit, Cecilio ; Esteve, Vicente ; Camarero, Mariam. In: Weiss Center Working Papers. RePEc:fth:pennif:96-1.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Weiss Center Working Papers. RePEc:fth:pennif:1-90.

Full description at Econpapers || Download paper

45
21991Differences in execution Prices among the Nyse, the Regionals and the NASD.. (1991). Goldstein, Michael ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:4-92.

Full description at Econpapers || Download paper

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