[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 | |
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 | 700 | 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 | 366 | 89 | 360 | 36 | 15 | 120 | 56 | 17 | 19.1 | 22 | 0.38 | 0.31 |
2003 | 0.36 | 0.53 | 0.39 | 0.48 | 111 | 340 | 301 | 107 | 494 | 84 | 30 | 147 | 70 | 19 | 17.8 | 15 | 0.14 | 0.3 |
2004 | 0.28 | 0.6 | 0.42 | 0.38 | 272 | 612 | 1486 | 255 | 752 | 169 | 48 | 229 | 86 | 66 | 25.9 | 128 | 0.47 | 0.36 |
2005 | 0.28 | 0.6 | 0.34 | 0.29 | 257 | 869 | 781 | 296 | 1050 | 383 | 106 | 477 | 140 | 36 | 12.2 | 52 | 0.2 | 0.37 |
2006 | 0.22 | 0.59 | 0.31 | 0.24 | 6 | 875 | 68 | 269 | 1319 | 529 | 118 | 724 | 172 | 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 |
# | 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 | 525 |
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 | 224 |
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 | 194 |
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 | 161 |
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 | 159 |
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 | 119 |
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 | 112 |
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 ; Cr̮̩pon, 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 | 73 |
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 | 54 |
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 | 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 |
19 | 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 |
20 | 2003 | Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Ely̮̬s. In: Finance. RePEc:wpa:wuwpfi:0312001. Full description at Econpapers || Download paper | 34 |
21 | 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 | 34 |
22 | 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 |
23 | 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 |
24 | 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 | 32 |
25 | 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 |
26 | 1994 | Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001. 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 | 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 |
29 | 1999 | Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers || Download paper | 28 |
30 | 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 | 28 |
31 | 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 |
32 | 2003 | International Evidence on Financial Derivatives Usage. (2003). Bartram, S̮̦hnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003. Full description at Econpapers || Download paper | 27 |
33 | 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 |
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, S̮̦hnke ; 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 | 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 | 23 |
38 | 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 |
39 | 2005 | Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006. 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 | 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 |
46 | 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 |
47 | 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 |
48 | 1998 | The Rise and Fall of Bank Control in the United States: 1890-1939. (1998). Simon, Miguel Cantillo. In: Finance. RePEc:wpa:wuwpfi:9803005. Full description at Econpapers || Download paper | 20 |
49 | 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 | 2005 | A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?. (2005). Guvenen, Fatih. In: Finance. RePEc:wpa:wuwpfi:0507009. Full description at Econpapers || Download paper | 19 |
# | 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 | 82 |
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 | 32 |
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 | 11 |
4 | 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 | 10 |
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:0404017. Full description at Econpapers || Download paper | 10 |
6 | 2006 | Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016. Full description at Econpapers || Download paper | 9 |
7 | 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 |
8 | 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 | 6 |
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 | 6 |
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 | 5 |
11 | 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 ; Cr̮̩pon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005. Full description at Econpapers || Download paper | 4 |
12 | 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 | 4 |
13 | 1999 | Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005. Full description at Econpapers || Download paper | 4 |
14 | 1999 | A Survey on Nonparametric Time Series Analysis. (1999). Heiler, Siegfried . In: Finance. RePEc:wpa:wuwpfi:9904005. Full description at Econpapers || Download paper | 3 |
15 | 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 |
16 | 1999 | Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009. Full description at Econpapers || Download paper | 3 |
17 | 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 |
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 | 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 | 3 |
20 | 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 |
21 | 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 |
22 | 2001 | International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, S̮̦hnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001. Full description at Econpapers || Download paper | 2 |
23 | 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 |
24 | 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 |
25 | 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 | 2 |
26 | 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 |
27 | 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 | 2 |
28 | 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 |
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 |
30 | 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 |
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 | 2 |
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