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Citation Profile [Updated: 2024-06-03 11:54:30]
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 41 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 51 170 6 23 22 1 25 1 1 16.7 5 0.19 0.14
1997 0.13 0.28 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 29 111 688 19 69 57 13 82 15 5 26.3 3 0.1 0.18
1999 0.22 0.39 0.36 0.25 24 135 392 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 58 229 361 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 1468 255 751 169 48 229 86 66 25.9 128 0.47 0.36
2005 0.28 0.6 0.34 0.29 257 869 778 297 1050 383 106 477 140 36 12.1 52 0.2 0.37
2006 0.22 0.59 0.3 0.24 6 875 67 266 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

514
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

220
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

205
41999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

192
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

155
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

153
72002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

117
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

111
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

71
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
181997Estimation 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
192004Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015.

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38
202003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001.

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34
212005Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan. In: Finance. RePEc:wpa:wuwpfi:0501003.

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33
222003COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Yildirim, H. Semih ; Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004.

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33
231999When 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

33
242001The 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
252004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

31
261998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: Finance. RePEc:wpa:wuwpfi:9810003.

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30
272004A 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
281994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

29
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.

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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
372002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

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22
382004Consistent high-precision volatility from high-frequency data. (2004). Dacorogna, Michel ; Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005.

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22
392005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

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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.

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

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21
432004Does 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
442005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

21
452002Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008.

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20
462004Return-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
472001Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001.

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20
481998The Rise and Fall of Bank Control in the United States: 1890-1939. (1998). Simon, Miguel Cantillo. In: Finance. RePEc:wpa:wuwpfi:9803005.

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19
492005A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?. (2005). Guvenen, Fatih. In: Finance. RePEc:wpa:wuwpfi:0507009.

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19
502005Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Kearney, Colm ; Poti, Valerio. In: Finance. RePEc:wpa:wuwpfi:0507008.

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

73
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

30
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

12
42006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

8
52004Specification 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
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:0404016.

Full description at Econpapers || Download paper

6
72004Further 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

6
81999Does 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
91994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

4
102004Determinants 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

4
112002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

4
121999A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried . In: Finance. RePEc:wpa:wuwpfi:9904005.

Full description at Econpapers || Download paper

3
131996Risk 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
142004What 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

3
151999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

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
171996Trading 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
182004Bank 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
191997Trading 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
202004Finance 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
212001International 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
222005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

2
232004Capital 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
242003Markovian 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

2
251999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

2
261997Herd 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
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
282001Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001.

Full description at Econpapers || Download paper

2
291999When 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
Citing documents used to compute impact factor:
YearTitle
Recent citations