Citation analysis for Finance / University Library of Munich, Germany

Citation Profile [Updated: 2024-06-27 10:45:44]

5 Years H Index

Impact Factor (IF)

5 Years IF

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	0.23	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	393	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	780	296	1049	383	106	477	140	36	12.2	52	0.2	0.37
2006	0.22	0.59	0.3	0.24	6	875	67	266	1315	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

#	Year	Title	Cited
1	1998	Volume, 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
2	2004	Do 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
3	2005	Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, ÃÆÃÂlvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011. Full description at Econpapers \|\| Download paper	207
4	1999	Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers \|\| Download paper	193
5	2004	Further 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
6	2004	Further 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
7	2002	Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015. Full description at Econpapers \|\| Download paper	117
8	2004	Specification 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
9	1999	Does 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 ; CrÃÆÃÂ©pon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005. Full description at Econpapers \|\| Download paper	83
10	2004	Finance 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
11	2004	Determinants 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
12	1996	Trading 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
13	2006	Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers \|\| Download paper	53
14	1998	Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005. Full description at Econpapers \|\| Download paper	51
15	2004	Initiative, 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
16	1996	Risk 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
17	2002	An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001. Full description at Econpapers \|\| Download paper	44
18	2004	Market 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
19	1997	Estimation 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
20	2003	Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, ElyÃÆÃÂ¨s. In: Finance. RePEc:wpa:wuwpfi:0312001. Full description at Econpapers \|\| Download paper	34
21	2003	COMPETITION 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
22	1999	When 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
23	2005	Do 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
24	2001	The 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
25	2004	Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008. Full description at Econpapers \|\| Download paper	31
26	2004	A 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. Full description at Econpapers \|\| Download paper	30
27	1998	Housing 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
28	1994	Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001. Full description at Econpapers \|\| Download paper	29
29	1999	Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers \|\| Download paper	28
30	2004	Bank 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
31	1997	Trading 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
32	2004	Efficiency 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
33	2003	International Evidence on Financial Derivatives Usage. (2003). Bartram, SÃÆÃÂ¶hnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003. Full description at Econpapers \|\| Download paper	27
34	2005	Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009. Full description at Econpapers \|\| Download paper	25
35	2001	International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, SÃÆÃÂ¶hnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001. Full description at Econpapers \|\| Download paper	24
36	2005	A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco. In: Finance. RePEc:wpa:wuwpfi:0512027. Full description at Econpapers \|\| Download paper	23
37	2005	Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006. Full description at Econpapers \|\| Download paper	22
38	2002	Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006. Full description at Econpapers \|\| Download paper	22
39	2004	Consistent 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
40	2003	Markovian 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
41	2005	How 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
42	2004	Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:0409015. Full description at Econpapers \|\| Download paper	21
43	2004	Does 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
44	2005	Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017. Full description at Econpapers \|\| Download paper	21
45	2001	Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001. Full description at Econpapers \|\| Download paper	20
46	2002	Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008. Full description at Econpapers \|\| Download paper	20
47	2004	Return-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
48	2005	Correlation Dynamics in European Equity Markets. (2005). PotÃÆÃÂ¬, Valerio ; Kearney, Colm ; Poti, Valerio. In: Finance. RePEc:wpa:wuwpfi:0507008. Full description at Econpapers \|\| Download paper	19
49	1998	Long 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
50	2002	Design 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)

#	Year	Title	Cited
1	1998	Volume, 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
2	2004	Do 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
3	2005	Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, ÃÆÃÂlvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011. Full description at Econpapers \|\| Download paper	12
4	2006	Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers \|\| Download paper	8
5	2004	Specification 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
6	2004	Further 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
7	2004	Further 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
8	1999	Does 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 ; CrÃÆÃÂ©pon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005. Full description at Econpapers \|\| Download paper	4
9	2002	Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015. Full description at Econpapers \|\| Download paper	4
10	1994	Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001. Full description at Econpapers \|\| Download paper	4
11	2004	Determinants 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
12	1996	Trading 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
13	1999	A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried . In: Finance. RePEc:wpa:wuwpfi:9904005. Full description at Econpapers \|\| Download paper	3
14	1999	Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers \|\| Download paper	3
15	2004	Bank 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
16	2004	What 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
17	1999	Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers \|\| Download paper	3
18	2004	Return-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
19	1996	Risk 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
20	2005	Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017. Full description at Econpapers \|\| Download paper	2
21	2001	Microfinance in Vietnam - A Survey of Schemes and Issues. (2001). McCarty, Adam. In: Finance. RePEc:wpa:wuwpfi:0110001. Full description at Econpapers \|\| Download paper	2
22	2004	Finance 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
23	1997	Trading 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
24	2001	International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, SÃÆÃÂ¶hnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001. Full description at Econpapers \|\| Download paper	2
25	1997	Estimation 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
26	1997	Herd 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
27	2003	Markovian 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
28	2004	Capital 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
29	1999	When 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:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	88	46
2	Journal of Banking & Finance / Elsevier	175	20
3	International Review of Financial Analysis / Elsevier	67	20
4	Journal of Financial Economics / Elsevier	289	17
5	MPRA Paper / University Library of Munich, Germany	126	16
6	Energy Economics / Elsevier	159	12
7	Research in International Business and Finance / Elsevier	48	12
8	Journal of Futures Markets / John Wiley & Sons, Ltd.	45	12
9	International Review of Economics & Finance / Elsevier	58	12
10	European Journal of Operational Research / Elsevier	131	11
11	Sustainability / MDPI	65	11