[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 | |
1994 | 0 | 0.17 | 0 | 0 | 1 | 1 | 44 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1995 | 0 | 0.22 | 0 | 0 | 2 | 3 | 3 | 0 | 1 | 1 | 0 | 0 | 0.13 | |||||
1996 | 0 | 0.25 | 0.4 | 0 | 2 | 5 | 17 | 1 | 2 | 3 | 3 | 1 | 100 | 1 | 0.5 | 0.14 | ||
1997 | 1 | 0.27 | 0.92 | 1.2 | 7 | 12 | 144 | 11 | 13 | 4 | 4 | 5 | 6 | 1 | 9.1 | 4 | 0.57 | 0.15 |
1998 | 1.11 | 0.32 | 0.9 | 1.08 | 8 | 20 | 157 | 18 | 31 | 9 | 10 | 12 | 13 | 5 | 27.8 | 3 | 0.38 | 0.18 |
1999 | 0.4 | 0.39 | 0.46 | 0.35 | 6 | 26 | 35 | 12 | 43 | 15 | 6 | 20 | 7 | 1 | 8.3 | 3 | 0.5 | 0.26 |
2000 | 0.5 | 0.54 | 0.59 | 0.52 | 8 | 34 | 157 | 19 | 63 | 14 | 7 | 25 | 13 | 5 | 26.3 | 2 | 0.25 | 0.25 |
2001 | 0.21 | 0.49 | 0.74 | 0.65 | 5 | 39 | 133 | 29 | 92 | 14 | 3 | 31 | 20 | 2 | 6.9 | 2 | 0.4 | 0.28 |
2002 | 0.38 | 0.54 | 0.43 | 0.47 | 7 | 46 | 236 | 20 | 112 | 13 | 5 | 34 | 16 | 5 | 25 | 1 | 0.14 | 0.31 |
2003 | 0.83 | 0.53 | 0.63 | 0.59 | 5 | 51 | 38 | 32 | 144 | 12 | 10 | 34 | 20 | 5 | 15.6 | 1 | 0.2 | 0.3 |
2004 | 0.83 | 0.6 | 0.89 | 0.77 | 4 | 55 | 33 | 49 | 193 | 12 | 10 | 31 | 24 | 4 | 8.2 | 0 | 0.36 | |
2005 | 0.22 | 0.6 | 0.62 | 0.52 | 6 | 61 | 86 | 38 | 231 | 9 | 2 | 29 | 15 | 7 | 18.4 | 2 | 0.33 | 0.36 |
2006 | 0.5 | 0.59 | 0.63 | 0.56 | 1 | 62 | 10 | 39 | 270 | 10 | 5 | 27 | 15 | 2 | 5.1 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Statistical properties of stock order books: empirical results and models. (2002). Potters, Marc ; Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0203511. Full description at Econpapers || Download paper | 162 |
2 | 2000 | Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500026. Full description at Econpapers || Download paper | 139 |
3 | 2001 | The leverage effect in financial markets: retarded volatility and market panic. (2001). Potters, Marc ; Matacz, Andrew ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0101120. Full description at Econpapers || Download paper | 101 |
4 | 1998 | A Langevin approach to stock market fluctuations and crashes. (1998). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500027. Full description at Econpapers || Download paper | 79 |
5 | 1997 | Scaling in stock market data: stable laws and beyond. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9705087. Full description at Econpapers || Download paper | 79 |
6 | 1994 | The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes. (1994). Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500040. Full description at Econpapers || Download paper | 45 |
7 | 2005 | Financial Applications of Random Matrix Theory: Old Laces and New Pieces. (2005). Potters, Marc ; Bouchaud, Jean-Philippe ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500058. Full description at Econpapers || Download paper | 42 |
8 | 2002 | An introduction to statistical finance. (2002). Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:313238. Full description at Econpapers || Download paper | 39 |
9 | 2002 | More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0210710. Full description at Econpapers || Download paper | 38 |
10 | 2001 | More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:29960. Full description at Econpapers || Download paper | 35 |
11 | 2003 | Fluctuations and response in financial markets: the subtle nature of `random price changes. (2003). Potters, Marc ; Bouchaud, Jean-Philippe ; Gefen, Yuval ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0307332. Full description at Econpapers || Download paper | 34 |
12 | 1997 | Herd behavior and aggregate fluctuations in financial markets. (1997). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500028. Full description at Econpapers || Download paper | 33 |
13 | 1998 | Rational decisions, random matrices and spin glasses. (1998). Potters, Marc ; Galluccio, Stefano ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500054. Full description at Econpapers || Download paper | 31 |
14 | 1998 | Noise dressing of financial correlation matrices. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500051. Full description at Econpapers || Download paper | 27 |
15 | 2005 | Theory of collective opinion shifts: from smooth trends to abrupt swings. (2005). Bouchaud, Jean-Philippe ; Michard, Quentin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500060. Full description at Econpapers || Download paper | 22 |
16 | 2004 | Random walks, liquidity molasses and critical response in financial markets. (2004). Potters, Marc ; Bouchaud, Jean-Philippe ; Kockelkoren, Julien . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500063. Full description at Econpapers || Download paper | 21 |
17 | 2001 | Microscopic models for long ranged volatility correlations. (2001). Giardina, Irene ; Mezard, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500024. Full description at Econpapers || Download paper | 17 |
18 | 2005 | The Dynamics of Financial Markets -- Mandelbrots multifractal cascades, and beyond. (2005). Zumbach, Gilles ; Borland, Lisa ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500061. Full description at Econpapers || Download paper | 16 |
19 | 2002 | The skewed multifractal random walk with applications to option smiles. (2002). Pochard, Benoit ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0204047. Full description at Econpapers || Download paper | 13 |
20 | 1999 | Apparent multifractality in financial time series. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Meyer, Martin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9906347. Full description at Econpapers || Download paper | 12 |
21 | 1997 | Missing information and asset allocation. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Aguilar, Jean-Pierre. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500045. Full description at Econpapers || Download paper | 12 |
22 | 1999 | Random matrix theory and financial correlations. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500053. Full description at Econpapers || Download paper | 12 |
23 | 2004 | Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization. (2004). Potters, Marc ; Kondor, Imre ; Pafka, Szilard . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500050. Full description at Econpapers || Download paper | 11 |
24 | 2006 | Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets. (2006). Potters, Marc ; Bouchaud, Jean-Philippe ; Vettorazzo, Michele ; Wyart, Matthieu ; Kockelkoren, Julien . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500067. Full description at Econpapers || Download paper | 11 |
25 | 1997 | Phenomenology of the interest rate curve. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; El-Karoui, Nicole ; SAGNA, Nicolas. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500048. Full description at Econpapers || Download paper | 10 |
26 | 1999 | Random matrix theory. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500052. Full description at Econpapers || Download paper | 10 |
27 | 1996 | Financial markets as adaptative systems. (1996). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500037. Full description at Econpapers || Download paper | 10 |
28 | 2000 | Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500023. Full description at Econpapers || Download paper | 9 |
29 | 1998 | Taming large events: portfolio selection for strongly fluctuating assets. (1998). Walter, Christian ; Aguilar, Jean-Pierre ; Bouchaud, Jean-Philippe ; Sornette, Didier. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500044. Full description at Econpapers || Download paper | 9 |
30 | 1998 | Elements for a theory of financial risks. (1998). Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500042. Full description at Econpapers || Download paper | 9 |
31 | 1997 | Financial modeling and option theory with the truncated Lévy process. (1997). Matacz, Andrew. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500035. Full description at Econpapers || Download paper | 8 |
32 | 1996 | Comment on Turbulent cascades in foreign exchange markets. (1996). Potters, Marc ; Arneodo, Alain ; Cont, Rama ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois ; Sornette, Didier. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9607120. Full description at Econpapers || Download paper | 8 |
33 | 1998 | Are financial crashes predictable?. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; Laloux, Laurent ; Aguilar, Jean-Pierre. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9804111. Full description at Econpapers || Download paper | 6 |
34 | 1997 | Option pricing in the presence of extreme fluctuations. (1997). Potters, Marc ; Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500038. Full description at Econpapers || Download paper | 5 |
35 | 1999 | An empirical investigation of the forward interest rate term structure. (1999). Matacz, Andrew ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500047. Full description at Econpapers || Download paper | 5 |
36 | 2002 | Bubbles, crashes and intermittency in agent based market models. (2002). Giardina, Irene ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500022. Full description at Econpapers || Download paper | 4 |
37 | 2000 | Path dependent option pricing: the path integral partial averaging method. (2000). Matacz, Andrew. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500034. Full description at Econpapers || Download paper | 4 |
38 | 2005 | Trend followers lose more often than they gain. (2005). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500065. Full description at Econpapers || Download paper | 4 |
39 | 1997 | Universality classes for extreme value statistics. (1997). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500043. Full description at Econpapers || Download paper | 4 |
40 | 2005 | Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Miceli, Augusta M. ; Laloux, Laurent ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500066. Full description at Econpapers || Download paper | 3 |
41 | 2005 | On a multi-timescale statistical feedback model for volatility fluctuations. (2005). Bouchaud, Jean-Philippe ; Borland, Lisa . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500059. Full description at Econpapers || Download paper | 3 |
42 | 2000 | Hedged Monte-Carlo: low variance derivative pricing with objective probabilities. (2000). Potters, Marc ; Sestovic, Dragan ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500031. Full description at Econpapers || Download paper | 3 |
43 | 2003 | Comment on: Two-phase behaviour of financial markets. (2003). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:50002. Full description at Econpapers || Download paper | 3 |
44 | 1995 | Stock market crashes, precursors and replicas. (1995). Johansen, Anders ; Bouchaud, Jean-Philippe ; Sornette, Didier. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500018. Full description at Econpapers || Download paper | 2 |
45 | 1995 | Real-world options: smile and residual risk. (1995). Iori, Giulia ; Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500039. Full description at Econpapers || Download paper | 2 |
46 | 1998 | Strings Attached. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; El-Karoui, Nicole ; SAGNA, Nicolas. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500049. Full description at Econpapers || Download paper | 2 |
47 | 2000 | Hedging large risks reduces the transaction costs. (2000). Selmi, Farhat ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500033. Full description at Econpapers || Download paper | 2 |
48 | 1999 | Worst fluctuation method for fast value-at-risk estimates. (1999). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9909245. Full description at Econpapers || Download paper | 2 |
49 | 2004 | Experts earning forecasts: bias, herding and gossamer information. (2004). Bouchaud, Jean-Philippe ; GUEDJ, OLIVIER. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500062. Full description at Econpapers || Download paper | 1 |
50 | 2000 | Correlation structure of extreme stock returns. (2000). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0006034. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2002 | Statistical properties of stock order books: empirical results and models. (2002). Potters, Marc ; Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0203511. Full description at Econpapers || Download paper | 22 |
2 | 2003 | Fluctuations and response in financial markets: the subtle nature of `random price changes. (2003). Potters, Marc ; Bouchaud, Jean-Philippe ; Gefen, Yuval ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0307332. Full description at Econpapers || Download paper | 16 |
3 | 2001 | The leverage effect in financial markets: retarded volatility and market panic. (2001). Potters, Marc ; Matacz, Andrew ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0101120. Full description at Econpapers || Download paper | 10 |
4 | 2000 | Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500026. Full description at Econpapers || Download paper | 8 |
5 | 1998 | A Langevin approach to stock market fluctuations and crashes. (1998). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500027. Full description at Econpapers || Download paper | 8 |
6 | 2005 | Theory of collective opinion shifts: from smooth trends to abrupt swings. (2005). Bouchaud, Jean-Philippe ; Michard, Quentin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500060. Full description at Econpapers || Download paper | 5 |
7 | 1997 | Scaling in stock market data: stable laws and beyond. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9705087. Full description at Econpapers || Download paper | 5 |
8 | 2001 | More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:29960. Full description at Econpapers || Download paper | 4 |
9 | 2005 | Financial Applications of Random Matrix Theory: Old Laces and New Pieces. (2005). Potters, Marc ; Bouchaud, Jean-Philippe ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500058. Full description at Econpapers || Download paper | 4 |
10 | 2002 | More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0210710. Full description at Econpapers || Download paper | 4 |
11 | 2004 | Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization. (2004). Potters, Marc ; Kondor, Imre ; Pafka, Szilard . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500050. Full description at Econpapers || Download paper | 3 |
12 | 1994 | The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes. (1994). Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500040. Full description at Econpapers || Download paper | 3 |
13 | 1997 | Universality classes for extreme value statistics. (1997). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500043. Full description at Econpapers || Download paper | 2 |
14 | 2002 | The skewed multifractal random walk with applications to option smiles. (2002). Pochard, Benoit ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0204047. Full description at Econpapers || Download paper | 2 |
15 | 1997 | Herd behavior and aggregate fluctuations in financial markets. (1997). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500028. Full description at Econpapers || Download paper | 2 |
16 | 1998 | Rational decisions, random matrices and spin glasses. (1998). Potters, Marc ; Galluccio, Stefano ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500054. Full description at Econpapers || Download paper | 2 |
Year | Title |
---|