[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1999 | 0 | 0.39 | 0.2 | 0 | 30 | 30 | 129 | 6 | 6 | 0 | 0 | 0 | 6 | 0.2 | 0.26 | |||
2000 | 0.23 | 0.54 | 0.21 | 0.23 | 12 | 42 | 73 | 9 | 15 | 30 | 7 | 30 | 7 | 0 | 1 | 0.08 | 0.25 | |
2001 | 0.6 | 0.49 | 0.58 | 0.6 | 24 | 66 | 376 | 38 | 53 | 42 | 25 | 42 | 25 | 0 | 12 | 0.5 | 0.28 | |
2002 | 0.83 | 0.54 | 0.76 | 0.74 | 13 | 79 | 60 | 60 | 113 | 36 | 30 | 66 | 49 | 0 | 7 | 0.54 | 0.31 | |
2003 | 1.03 | 0.53 | 0.7 | 0.65 | 22 | 101 | 235 | 70 | 184 | 37 | 38 | 79 | 51 | 1 | 1.4 | 12 | 0.55 | 0.3 |
2004 | 1.03 | 0.6 | 0.65 | 0.61 | 23 | 124 | 273 | 79 | 265 | 35 | 36 | 101 | 62 | 0 | 9 | 0.39 | 0.36 | |
2005 | 0.98 | 0.6 | 0.61 | 0.7 | 21 | 145 | 194 | 89 | 354 | 45 | 44 | 94 | 66 | 0 | 8 | 0.38 | 0.36 | |
2006 | 0.82 | 0.59 | 0.71 | 0.74 | 15 | 160 | 116 | 114 | 468 | 44 | 36 | 103 | 76 | 1 | 0.9 | 11 | 0.73 | 0.34 |
2007 | 0.92 | 0.52 | 0.62 | 0.71 | 6 | 166 | 19 | 101 | 571 | 36 | 33 | 94 | 67 | 0 | 4 | 0.67 | 0.29 | |
2008 | 1.29 | 0.59 | 0.68 | 0.83 | 33 | 199 | 414 | 135 | 706 | 21 | 27 | 87 | 72 | 0 | 22 | 0.67 | 0.29 | |
2009 | 0.97 | 0.58 | 0.81 | 0.87 | 4 | 203 | 21 | 164 | 870 | 39 | 38 | 98 | 85 | 0 | 4 | 1 | 0.33 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11. Full description at Econpapers || Download paper | 182 |
2 | 2008 | Fitting vast dimensional time-varying covariance models. (2008). Shephard, Neil ; Engle, Robert ; Shepphard, Kevin. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe30. Full description at Econpapers || Download paper | 132 |
3 | 2005 | Sovereign Debt Without Default Penalties. (2005). Guembel, Alexander ; Sussman, Oren . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe17. Full description at Econpapers || Download paper | 92 |
4 | 2003 | Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08. Full description at Econpapers || Download paper | 84 |
5 | 2001 | A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05. Full description at Econpapers || Download paper | 81 |
6 | 2004 | A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05. Full description at Econpapers || Download paper | 66 |
7 | 1999 | Finance, Investment and Growth. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe09. Full description at Econpapers || Download paper | 62 |
8 | 2003 | Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03. Full description at Econpapers || Download paper | 58 |
9 | 2004 | Likelihood-based estimation of latent generalised ARCH structures. (2004). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe02. Full description at Econpapers || Download paper | 49 |
10 | 2000 | Credit Derivatives, Disintermediation and Investment Decisions. (2000). Morrison, Alan. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe01. Full description at Econpapers || Download paper | 49 |
11 | 2006 | Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe05. Full description at Econpapers || Download paper | 48 |
12 | 2008 | Measuring downside risk - realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe01. Full description at Econpapers || Download paper | 48 |
13 | 2008 | Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe29. Full description at Econpapers || Download paper | 37 |
14 | 2003 | Procyclicality and the new Basel Accord - Banks choice of loan rating system. (2003). Tsomocos, Dimitrios ; Catarineu-Rabell, Eva ; Jackson, Patricia. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe06. Full description at Econpapers || Download paper | 32 |
15 | 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe20. Full description at Econpapers || Download paper | 31 |
16 | 2008 | Where do firms incorporate? Deregulation and the cost of entry. (2008). Wagner, Hannes ; Mayer, Colin ; Becht, Marco. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe04. Full description at Econpapers || Download paper | 29 |
17 | 2004 | A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe21. Full description at Econpapers || Download paper | 29 |
18 | 2003 | Ownership: Evolution and Regulation. (2003). Rossi, Stefano ; Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe14. Full description at Econpapers || Download paper | 26 |
19 | 2008 | Returns to Shareholder Activism. (2008). Rossi, Stefano ; Mayer, Colin ; Becht, Marco ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe07. Full description at Econpapers || Download paper | 26 |
20 | 2004 | Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing. (2004). Tsomocos, Dimitrios ; FREIXAS, XAVIER. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe13. Full description at Econpapers || Download paper | 25 |
21 | 2003 | A Model to Analyse Financial Fragility. (2003). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe13. Full description at Econpapers || Download paper | 25 |
22 | 2008 | Copula-Based Models for Financial Time Series. (2008). Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe21. Full description at Econpapers || Download paper | 24 |
23 | 2001 | From market games to real-world markets. (2001). Hart, Michael ; Jefferies, Paul ; Hui, P. M. ; Johnson, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf02. Full description at Econpapers || Download paper | 24 |
24 | 2006 | Searching for a Metric for Financial Stability. (2006). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, C. ; Aspachs, O. ; Segoviano, M.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe09. Full description at Econpapers || Download paper | 24 |
25 | 2005 | Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe08. Full description at Econpapers || Download paper | 22 |
26 | 2005 | Why are Securitization Issues Tranched?. (2005). Jenkinson, Tim ; Firla-Cuchra, Maciej . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe04. Full description at Econpapers || Download paper | 21 |
27 | 2008 | Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models. (2008). Shephard, Neil ; Flury, Thomas. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe32. Full description at Econpapers || Download paper | 19 |
28 | 2008 | Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15. Full description at Econpapers || Download paper | 19 |
29 | 1999 | How Do Financial Systems Affect Economic Performance?. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe08. Full description at Econpapers || Download paper | 17 |
30 | 2005 | Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe05. Full description at Econpapers || Download paper | 17 |
31 | 2009 | Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2009fe02. Full description at Econpapers || Download paper | 17 |
32 | 2008 | Good IPOs draw in bad: Inelastic banking capacity and hot markets. (2008). Noe, Thomas ; Khanna, Naveen ; Sonti, Ramana . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe10. Full description at Econpapers || Download paper | 15 |
33 | 2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe24. Full description at Econpapers || Download paper | 15 |
34 | 2006 | Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; BÃÆÃÂ¥rdsen, Gunnar ; Bardsen, Gunnar ; Lindquist, Kjersti-Gro . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe01. Full description at Econpapers || Download paper | 15 |
35 | On the Equivalence of Floating and Fixed-Strike Asian Options. (2001). Wojakowski, Rafal ; Henderson, Vicky. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf08. Full description at Econpapers || Download paper | 15 | |
36 | 1999 | IPO Underpricing, Wealth Losses and the Curious Role of Venture Capitalists in the Creation of Public Companies. (1999). Ljungqvist, Alexander. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe04. Full description at Econpapers || Download paper | 14 |
37 | 2003 | Partnership Firms, Reputation and Human Capital. (2003). Morrison, Alan ; William J. Wilhelm, Jr., . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe02. Full description at Econpapers || Download paper | 14 |
38 | 2001 | Application of multi-agent games to the prediction of financial time-series. (2001). lamper, David ; Howison, Sam ; Jefferies, Paul ; Johnson, Neil F. ; Hart, Michael L.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf04. Full description at Econpapers || Download paper | 13 |
39 | 2008 | Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Jenkinson, Tim ; STRMBERG, PER ; Axelson, Ulf . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe20. Full description at Econpapers || Download paper | 13 |
40 | 2004 | Financial Liberalisation and Capital Regulation in Open Economies. (2004). Morrison, Alan ; White, Lucy . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe10. Full description at Econpapers || Download paper | 12 |
41 | 2006 | Devaluation without common knowledge. (2006). Rochon, Celine. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe03. Full description at Econpapers || Download paper | 12 |
42 | 2002 | Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe03. Full description at Econpapers || Download paper | 12 |
43 | 2001 | Predictability of large future changes in a competitive evolving population. (2001). lamper, David ; Howison, Sam ; Johnson, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf01. Full description at Econpapers || Download paper | 12 |
44 | 2008 | Evaluating Volatility and Correlation Forecasts. (2008). Sheppard, Kevin ; Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe22. Full description at Econpapers || Download paper | 12 |
45 | 2007 | A Note on the Central Limit Theorem for Bipower Variation of General Functions. (2007). Podolskij, Mark ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2007fe03. Full description at Econpapers || Download paper | 11 |
46 | 2003 | Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects. (2003). Morrison, Alan ; Loranth, Gyongyi. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe11. Full description at Econpapers || Download paper | 11 |
47 | 2002 | IPO Pricing in the Dot-com Bubble. (2002). Ljungqvist, Alexander ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe07. Full description at Econpapers || Download paper | 11 |
48 | 2004 | Likelihood based inference for diffusion driven models. (2004). Shephard, Neil ; Pitt, Michael K ; Chib, Siddhartha . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe17. Full description at Econpapers || Download paper | 11 |
49 | 2005 | Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law. (2005). Mayer, Colin ; Fluck, Zsuzsanna . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe07. Full description at Econpapers || Download paper | 11 |
50 | 2000 | Non-Gaussian OU based models and some of their uses in financial economics. (2000). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2000mf01. Full description at Econpapers || Download paper | 11 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Measuring downside risk - realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe01. Full description at Econpapers || Download paper | 19 |
2 | 2003 | Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03. Full description at Econpapers || Download paper | 11 |
3 | 2003 | Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08. Full description at Econpapers || Download paper | 10 |
4 | 2001 | Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11. Full description at Econpapers || Download paper | 7 |
5 | 2008 | Good IPOs draw in bad: Inelastic banking capacity and hot markets. (2008). Noe, Thomas ; Khanna, Naveen ; Sonti, Ramana . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe10. Full description at Econpapers || Download paper | 5 |
6 | 2008 | Where do firms incorporate? Deregulation and the cost of entry. (2008). Wagner, Hannes ; Mayer, Colin ; Becht, Marco. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe04. Full description at Econpapers || Download paper | 5 |
7 | 2001 | A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05. Full description at Econpapers || Download paper | 4 |
8 | 2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe24. Full description at Econpapers || Download paper | 3 |
9 | 2008 | Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Jenkinson, Tim ; STRMBERG, PER ; Axelson, Ulf . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe20. Full description at Econpapers || Download paper | 2 |
10 | 2001 | From market games to real-world markets. (2001). Hart, Michael ; Jefferies, Paul ; Hui, P. M. ; Johnson, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf02. Full description at Econpapers || Download paper | 2 |
11 | 2008 | Returns to Shareholder Activism. (2008). Rossi, Stefano ; Mayer, Colin ; Becht, Marco ; Franks, Julian. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe07. Full description at Econpapers || Download paper | 2 |
12 | 2005 | Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe08. Full description at Econpapers || Download paper | 2 |
13 | 2008 | Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15. Full description at Econpapers || Download paper | 2 |
14 | 2004 | A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05. Full description at Econpapers || Download paper | 2 |
15 | 2004 | Likelihood based inference for diffusion driven models. (2004). Shephard, Neil ; Pitt, Michael K ; Chib, Siddhartha . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe17. Full description at Econpapers || Download paper | 2 |
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