Research Program in Finance Working Papers / University of California at Berkeley
Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
19
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 | 0.08 | 0.17 | 0.45 | 0.02 | 11 | 11 | 74 | 5 | 5 | 12 | 1 | 47 | 1 | 0 | 0 | 0.1 | ||
| 1991 | 0.1 | 0.15 | 0.41 | 0.09 | 18 | 29 | 32 | 12 | 17 | 20 | 2 | 46 | 4 | 0 | 0 | 0.1 | ||
| 1992 | 0.07 | 0.13 | 0.25 | 0.05 | 3 | 32 | 2 | 8 | 25 | 29 | 2 | 56 | 3 | 0 | 0 | 0.09 | ||
| 1993 | 0.1 | 0.17 | 0.33 | 0.16 | 7 | 39 | 20 | 13 | 38 | 21 | 2 | 44 | 7 | 0 | 2 | 0.29 | 0.1 | |
| 1994 | 0.1 | 0.17 | 0.12 | 0.04 | 10 | 49 | 1631 | 6 | 44 | 10 | 1 | 48 | 2 | 0 | 1 | 0.1 | 0.08 | |
| 1995 | 0.94 | 0.22 | 0.65 | 0.43 | 17 | 66 | 66 | 43 | 87 | 17 | 16 | 49 | 21 | 0 | 2 | 0.12 | 0.13 | |
| 1996 | 0.56 | 0.25 | 0.46 | 0.31 | 10 | 76 | 33 | 35 | 122 | 27 | 15 | 55 | 17 | 3 | 8.6 | 1 | 0.1 | 0.14 |
| 1997 | 0.11 | 0.28 | 0.61 | 0.43 | 7 | 83 | 583 | 51 | 173 | 27 | 3 | 47 | 20 | 1 | 2 | 3 | 0.43 | 0.15 |
| 1998 | 0.71 | 0.32 | 0.72 | 0.73 | 9 | 92 | 630 | 66 | 239 | 17 | 12 | 51 | 37 | 3 | 4.5 | 3 | 0.33 | 0.18 |
| 1999 | 1.44 | 0.39 | 0.85 | 1 | 4 | 96 | 94 | 82 | 321 | 16 | 23 | 53 | 53 | 2 | 2.4 | 1 | 0.25 | 0.26 |
| 2000 | 1.77 | 0.54 | 1.14 | 0.96 | 6 | 102 | 150 | 116 | 437 | 13 | 23 | 47 | 45 | 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1994 | Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233. Full description at Econpapers || Download paper | 1028 |
| 2 | 1997 | International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271. Full description at Econpapers || Download paper | 558 |
| 3 | 1998 | Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278. Full description at Econpapers || Download paper | 528 |
| 4 | 1994 | Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232. Full description at Econpapers || Download paper | 503 |
| 5 | 1979 | A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85. Full description at Econpapers || Download paper | 197 |
| 6 | 2000 | How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev. Full description at Econpapers || Download paper | 121 |
| 7 | 1998 | The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282. Full description at Econpapers || Download paper | 88 |
| 8 | 1999 | Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288. Full description at Econpapers || Download paper | 81 |
| 9 | 1987 | Gains from International Diversification: l968-85 Returns on Portfolios of Stocks and Bonds.. (1987). Hakansson, Nils H. ; Grauer, Robert R.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:168. Full description at Econpapers || Download paper | 73 |
| 10 | 1994 | Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.. (1994). Lehmann, Bruce N. ; Modest, David M.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-234. Full description at Econpapers || Download paper | 70 |
| 11 | 1990 | Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199. Full description at Econpapers || Download paper | 63 |
| 12 | 1979 | The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94. Full description at Econpapers || Download paper | 53 |
| 13 | 1994 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240. Full description at Econpapers || Download paper | 47 |
| 14 | 1989 | Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-191. Full description at Econpapers || Download paper | 27 |
| 15 | 1976 | Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1976). Leland, Hayne ; Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:41. Full description at Econpapers || Download paper | 26 |
| 16 | 1987 | Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173. Full description at Econpapers || Download paper | 25 |
| 17 | 1995 | Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads.. (1995). Leland, Hayne ; Toft, Klaus Bjerre. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-259. Full description at Econpapers || Download paper | 24 |
| 18 | 1982 | To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124. Full description at Econpapers || Download paper | 23 |
| 19 | 1972 | The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.. (1972). Rosenberg, Barr . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:11. Full description at Econpapers || Download paper | 20 |
| 20 | 1976 | A General Theory of Asset Valuation under Diffusion State Processes.. (1976). Mark. B. Garman., . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:50. Full description at Econpapers || Download paper | 17 |
| 21 | 1989 | Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-189. Full description at Econpapers || Download paper | 16 |
| 22 | 1993 | Tests of Microstructural Hypotheses in the Foreign Exchange Market.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-230. Full description at Econpapers || Download paper | 15 |
| 23 | 1986 | Empirical Assessment of Present Value Relations.. (1986). Meese, Richard ; Mattey, Joe. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:162. Full description at Econpapers || Download paper | 15 |
| 24 | 1995 | Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-243. Full description at Econpapers || Download paper | 15 |
| 25 | 1999 | The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises.. (1999). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-287. Full description at Econpapers || Download paper | 14 |
| 26 | 1978 | Welfare Aspects of Options and Supershares.. (1978). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:68. Full description at Econpapers || Download paper | 14 |
| 27 | 1987 | Risk and Return in an Equilibrium APT.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:174. Full description at Econpapers || Download paper | 14 |
| 28 | 1996 | Recovering Risk Aversion from Option Prices and Realized Returns.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-265. Full description at Econpapers || Download paper | 14 |
| 29 | 1988 | The Attributes, Behavior and Performance of U.S. Mutual Funds.. (1988). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:181. Full description at Econpapers || Download paper | 12 |
| 30 | 1991 | Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models.. (1991). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-209. Full description at Econpapers || Download paper | 11 |
| 31 | 1976 | The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43. Full description at Econpapers || Download paper | 10 |
| 32 | 1991 | Continuously Rebalanced Investment Strategies.. (1991). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-205. Full description at Econpapers || Download paper | 10 |
| 33 | 1995 | The Rise and Fall of Bank Control in the United States: 1890-1920.. (1995). Cantillo, Miguel. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-254-rev. Full description at Econpapers || Download paper | 9 |
| 34 | 1997 | Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-270. Full description at Econpapers || Download paper | 9 |
| 35 | 1972 | Descriptive Theories of Financial Institutions Under Uncertainty.. (1972). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:9. Full description at Econpapers || Download paper | 9 |
| 36 | 2000 | Return-Volume Dependence and Extremes in International Equity Markets.. (2000). Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-293. Full description at Econpapers || Download paper | 8 |
| 37 | 1998 | Search Costs: The Neglected Spread Component.. (1998). Lyons, Richard ; Huisman, Ronald ; Flood, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-285. Full description at Econpapers || Download paper | 8 |
| 38 | 1975 | The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets.. (1975). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:34. Full description at Econpapers || Download paper | 8 |
| 39 | 1987 | A Multi-Attribute Comparative Evaluation of a Relative Risk for a Sample of Banks.. (1987). Verma, Avinash K. ; Ronn, Ehud I.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:169. Full description at Econpapers || Download paper | 8 |
| 40 | 1982 | Comments on the Valuation of Derivative Assets.. (1982). Bick, Avi . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:125. Full description at Econpapers || Download paper | 8 |
| 41 | 1997 | Profits and Position Control: A Week of FX Dealing.. (1997). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-273. Full description at Econpapers || Download paper | 8 |
| 42 | 1997 | Bank Risk Management: Theory.. (1997). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-272. Full description at Econpapers || Download paper | 7 |
| 43 | 1976 | Common Factors in Security Returns: Microeconomic Determinants and Macroeconomic Correlates.. (1976). Rosenberg, Barr ; Marathe, Vinay. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:44. Full description at Econpapers || Download paper | 7 |
| 44 | 2000 | Rational Markets: Yes or No? The Affirmative Case.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-294. Full description at Econpapers || Download paper | 6 |
| 45 | 1995 | Implied Probability Distributions: Empirical Analysis.. (1995). Jackwerth, Jens ; Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-250. Full description at Econpapers || Download paper | 6 |
| 46 | 2000 | On the Relation Between Binomial and Trinomial Option Pricing Models.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-292. Full description at Econpapers || Download paper | 6 |
| 47 | 1996 | Generalized Binomial Trees.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-264. Full description at Econpapers || Download paper | 6 |
| 48 | 1983 | Pricing Deposit Insurance: The Effects of Mismeasurement.. (1983). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:142. Full description at Econpapers || Download paper | 6 |
| 49 | 1996 | Optimal Asset Rebalancing in the Presence of Transactions Costs.. (1996). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-261. Full description at Econpapers || Download paper | 5 |
| 50 | 1998 | Valuation and Return Dynamics of New Ventures.. (1998). Jonathan B. Berk Richard C. Green, ; Naik, Vasant. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-284. Full description at Econpapers || Download paper | 5 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1994 | Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233. Full description at Econpapers || Download paper | 112 |
| 2 | 1998 | Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278. Full description at Econpapers || Download paper | 44 |
| 3 | 1997 | International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271. Full description at Econpapers || Download paper | 36 |
| 4 | 1994 | Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232. Full description at Econpapers || Download paper | 17 |
| 5 | 2000 | How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev. Full description at Econpapers || Download paper | 15 |
| 6 | 1994 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240. Full description at Econpapers || Download paper | 6 |
| 7 | 1990 | Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199. Full description at Econpapers || Download paper | 4 |
| 8 | 1979 | A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85. Full description at Econpapers || Download paper | 4 |
| 9 | 1987 | Gains from International Diversification: l968-85 Returns on Portfolios of Stocks and Bonds.. (1987). Hakansson, Nils H. ; Grauer, Robert R.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:168. Full description at Econpapers || Download paper | 2 |
| 10 | 1998 | The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282. Full description at Econpapers || Download paper | 2 |
| 11 | 1972 | The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.. (1972). Rosenberg, Barr . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:11. Full description at Econpapers || Download paper | 2 |
| 12 | 2000 | Return-Volume Dependence and Extremes in International Equity Markets.. (2000). Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-293. Full description at Econpapers || Download paper | 2 |
| 13 | 1987 | Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series