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Citation Profile [Updated: 2024-11-03 20:16:59]
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 3 0 0 0 0 0.1
1994 0 0.17 0.18 0 8 11 42 5 3 3 0 0 0.08
1995 0.27 0.22 0.4 0.27 14 25 54 7 15 11 3 11 3 4 57.1 4 0.29 0.13
1996 0.05 0.25 0.16 0.04 26 51 171 6 23 22 1 25 1 1 16.7 5 0.19 0.14
1997 0.13 0.27 0.24 0.14 31 82 140 13 43 40 5 51 7 6 46.2 6 0.19 0.15
1998 0.23 0.32 0.23 0.18 29 111 698 19 69 57 13 82 15 5 26.3 3 0.1 0.18
1999 0.22 0.39 0.36 0.25 24 135 395 39 118 60 13 108 27 4 10.3 11 0.46 0.26
2000 0.64 0.54 0.44 0.41 10 145 40 53 182 53 34 124 51 0 0 0.25
2001 0.41 0.49 0.43 0.36 26 171 127 59 256 34 14 120 43 5 8.5 6 0.23 0.28
2002 0.42 0.54 0.45 0.47 58 229 365 89 360 36 15 120 56 17 19.1 22 0.38 0.31
2003 0.36 0.53 0.39 0.47 111 340 301 106 493 84 30 147 69 19 17.9 15 0.14 0.3
2004 0.28 0.6 0.42 0.38 272 612 1480 255 751 169 48 229 86 66 25.9 128 0.47 0.36
2005 0.28 0.6 0.34 0.29 257 869 780 296 1049 383 106 477 140 36 12.2 52 0.2 0.36
2006 0.22 0.59 0.31 0.24 6 875 67 267 1316 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

524
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

223
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

207
41999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

194
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

158
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

156
72002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

119
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

112
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

83
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

73
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

55
132006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

53
141998Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005.

Full description at Econpapers || Download paper

51
152004Initiative, 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
161996Risk 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
172002An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001.

Full description at Econpapers || Download paper

44
182004Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015.

Full description at Econpapers || Download paper

38
191997Estimation 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
201999When 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

34
212003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001.

Full description at Econpapers || Download paper

34
222003COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Yildirim, H. Semih ; Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004.

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.

Full description at Econpapers || Download paper

33
242004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

32
252001The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno. In: Finance. RePEc:wpa:wuwpfi:0111004.

Full description at Econpapers || Download paper

32
261994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

30
271998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: Finance. RePEc:wpa:wuwpfi:9810003.

Full description at Econpapers || Download paper

30
282004A 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
291999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

Full description at Econpapers || Download paper

28
302004Bank 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

28
312004Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007.

Full description at Econpapers || Download paper

27
322003International 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
331997Trading 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
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
382004Consistent high-precision volatility from high-frequency data. (2004). Dacorogna, Michel ; Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005.

Full description at Econpapers || Download paper

22
392002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

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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
412005How 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.

Full description at Econpapers || Download paper

21
422004Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:0409015.

Full description at Econpapers || Download paper

21
432005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

21
442004Does 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
452004Return-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
462001Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001.

Full description at Econpapers || Download paper

20
472002Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008.

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20
482005Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Kearney, Colm ; Poti, Valerio. In: Finance. RePEc:wpa:wuwpfi:0507008.

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19
491998Long 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
502002Design 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
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

31
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

11
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:0404016.

Full description at Econpapers || Download paper

9
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:0404017.

Full description at Econpapers || Download paper

9
62006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

8
72004Specification 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

8
82004Determinants 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

6
92002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

6
101994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

5
112004What 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

4
121999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

4
131999Does 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

4
141999A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried . In: Finance. RePEc:wpa:wuwpfi:9904005.

Full description at Econpapers || Download paper

3
152004Bank 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

3
162004Return-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

3
172003Markovian 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

3
181999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

Full description at Econpapers || Download paper

3
191996Risk 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

3
201996Trading 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
212004Capital 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

2
222004Finance 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
232001Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001.

Full description at Econpapers || Download paper

2
242001International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, Söhnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001.

Full description at Econpapers || Download paper

2
251997Trading 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

2
262004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

2
271997Estimation 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

2
281999When 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
291997Herd behavior and aggregate fluctuations in financial markets. (1997). Bouchaud, Jean-Philippe ; Cont, Rama. In: Finance. RePEc:wpa:wuwpfi:9712008.

Full description at Econpapers || Download paper

2
302005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

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