New York University, Leonard N. Stern School Finance Department Working Paper Seires / New York University, Leonard N. Stern School of Business-
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
25
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1995 | 0 | 0.22 | 3 | 0 | 1 | 1 | 12 | 1 | 3 | 0 | 0 | 0 | 1 | 1 | 0.13 | |||
| 1996 | 1 | 0.25 | 0.06 | 1 | 30 | 31 | 160 | 2 | 5 | 1 | 1 | 1 | 1 | 0 | 1 | 0.03 | 0.14 | |
| 1997 | 0.23 | 0.27 | 0.16 | 0.23 | 54 | 85 | 511 | 14 | 19 | 31 | 7 | 31 | 7 | 0 | 7 | 0.13 | 0.15 | |
| 1998 | 0.21 | 0.32 | 0.22 | 0.21 | 56 | 141 | 719 | 31 | 50 | 84 | 18 | 85 | 18 | 0 | 13 | 0.23 | 0.18 | |
| 1999 | 0.36 | 0.41 | 0.38 | 0.35 | 79 | 220 | 569 | 80 | 134 | 110 | 40 | 141 | 50 | 21 | 26.3 | 24 | 0.3 | 0.26 |
| 2000 | 0.37 | 0.56 | 0.34 | 0.31 | 14 | 234 | 202 | 80 | 214 | 135 | 50 | 220 | 69 | 5 | 6.3 | 3 | 0.21 | 0.25 |
| 2001 | 0.61 | 0.49 | 0.53 | 0.47 | 7 | 241 | 266 | 127 | 341 | 93 | 57 | 233 | 109 | 0 | 9 | 1.29 | 0.27 |
| 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 | The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Scalise, Joseph M. ; Saunders, Anthony. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007. Full description at Econpapers || Download paper | 339 |
| 2 | 1997 | Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Lauterbach, Beni ; Amihud, Yakov ; Mendelson, Haim. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004. Full description at Econpapers || Download paper | 220 |
| 3 | 2000 | Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07. Full description at Econpapers || Download paper | 105 |
| 4 | 1999 | The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-059. Full description at Econpapers || Download paper | 89 |
| 5 | 1999 | Does Option Compensation Increase Managerial Risk Appetite?. (1999). Carpenter, Jennifer. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-076. Full description at Econpapers || Download paper | 88 |
| 6 | 2001 | Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01. Full description at Econpapers || Download paper | 88 |
| 7 | 1996 | Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks. (1996). Madhavan, Ananth ; Richardson, Matthew ; Roomans, Mark. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-34. Full description at Econpapers || Download paper | 86 |
| 8 | 1997 | Economic News and the Yield Curve: Evidence from the U.S. Treasury Market. (1997). Balduzzi, Pierluigi ; Elton, Edwin J. ; Green, Clifton T.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-005. Full description at Econpapers || Download paper | 75 |
| 9 | 2001 | Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10. Full description at Econpapers || Download paper | 67 |
| 10 | 1998 | Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-081. Full description at Econpapers || Download paper | 62 |
| 11 | 1999 | (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-061. Full description at Econpapers || Download paper | 56 |
| 12 | 1997 | Modern Portfolio Theory, 1950 to Date. (1997). Gruber, Martin J. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3. Full description at Econpapers || Download paper | 54 |
| 13 | 1997 | Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks. (1997). White, Lawrence ; Cole, Rebel ; Goldberg, Lawrence G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-022. Full description at Econpapers || Download paper | 40 |
| 14 | 1998 | Do Investors Care About Sentiment?. (1998). Gruber, Martin J. ; Busse, Jeffrey A. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-028. Full description at Econpapers || Download paper | 40 |
| 15 | 2001 | The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit.. (2001). White, Lawrence ; Berger, Allen ; Goldberg, L. G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-07. Full description at Econpapers || Download paper | 40 |
| 16 | 2001 | Financial Globalization and Real Regionalization.. (2001). Perri, Fabrizio ; Heathcote, Jonathan. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-11. Full description at Econpapers || Download paper | 38 |
| 17 | 2000 | Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-014. Full description at Econpapers || Download paper | 38 |
| 18 | 1996 | Affine Models of Currency Pricing. (1996). Telmer, Chris ; Foresi, Silverio . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-9. Full description at Econpapers || Download paper | 36 |
| 19 | 1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013. Full description at Econpapers || Download paper | 35 |
| 20 | 1999 | The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks. (1999). Lozano-Vivas, Ana ; Lovell, C. ; Kumbhakar, Subal ; HASAN, IFTEKHAR ; C. A. Knox Lovell, . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-064. Full description at Econpapers || Download paper | 34 |
| 21 | 1998 | Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk. (1998). Stapleton, Richard C. ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-063. Full description at Econpapers || Download paper | 33 |
| 22 | 2001 | The Microsoft Antitrust Case.. (2001). Economides, Nicholas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-00. Full description at Econpapers || Download paper | 30 |
| 23 | 1998 | Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises. (1998). Rosen, Harvey ; Fluck, Zsuzsanna ; Holtz-Eakin, Douglas. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-038. Full description at Econpapers || Download paper | 30 |
| 24 | 1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel. (1999). Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-003. Full description at Econpapers || Download paper | 30 |
| 25 | 1999 | Trading Fast and Slow: Security Market Events in Real Time. (1999). Hasbrouck, Joel. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-012. Full description at Econpapers || Download paper | 26 |
| 26 | 1999 | Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-028. Full description at Econpapers || Download paper | 25 |
| 27 | 1998 | Hedge Funds and the Asian Currency Crisis of 1997. (1998). Goetzmann, William ; Brown, Stephen ; Park, James M.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-014. Full description at Econpapers || Download paper | 23 |
| 28 | 2000 | The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-054. Full description at Econpapers || Download paper | 23 |
| 29 | 1999 | Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; hedi, Hachani ; Kallal, Hedi . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-036. Full description at Econpapers || Download paper | 23 |
| 30 | 1997 | The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1997). Udell, Gregory ; Berger, Allen ; Scalise, Joseph M. ; Saunders, Anthony. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-1. Full description at Econpapers || Download paper | 22 |
| 31 | 1999 | Portfolio Performance and Agency. (1999). Dybvig, Philip ; Carpenter, Jennifer ; Farnsworth, Heber K.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-046. Full description at Econpapers || Download paper | 21 |
| 32 | 1998 | The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes. (1998). Sundgren, S. ; Ravid, Abraham S.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-054. Full description at Econpapers || Download paper | 21 |
| 33 | 1999 | Unit Root Tests are Useful for Selecting Forecasting Models. (1999). Kilian, Lutz ; Diebold, Francis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-063. Full description at Econpapers || Download paper | 18 |
| 34 | 1999 | Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-027. Full description at Econpapers || Download paper | 18 |
| 35 | 1998 | Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Chidambaran, N. K. ; Kose, John. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044. Full description at Econpapers || Download paper | 15 |
| 36 | 1997 | Time-Varying Sharpe Ratios and Market Timing. (1997). Whitelaw, Robert F.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-074. Full description at Econpapers || Download paper | 15 |
| 37 | 1998 | Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-031. Full description at Econpapers || Download paper | 13 |
| 38 | 1995 | Shareholder Proposals and Corporate Governance. (1995). John, Kose ; Klein, April. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-046. Full description at Econpapers || Download paper | 13 |
| 39 | 1997 | No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property. (1997). Eom, Youngho ; Brenner, Menachem. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-009. Full description at Econpapers || Download paper | 12 |
| 40 | 1997 | Universal Banking: A Shareholder Value Perspective. (1997). Walter, Ingo. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:96-40. Full description at Econpapers || Download paper | 12 |
| 41 | 1998 | An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps. (1998). Gupta, Anurag ; Subrahmanyam, Marti G.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-068. Full description at Econpapers || Download paper | 12 |
| 42 | 1999 | 1998 Survey of Derivatives and Risk Management Practices by U.S. Institutional Investors. (1999). Levich, Richard M. ; Hayt, Gregory S. ; Ripston, Beth A.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-074. Full description at Econpapers || Download paper | 12 |
| 43 | 1999 | Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-060. Full description at Econpapers || Download paper | 10 |
| 44 | 1998 | How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-080. Full description at Econpapers || Download paper | 10 |
| 45 | 1999 | Regime Shifts and Bond Returns. (1999). Smith, Tom ; Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-010. Full description at Econpapers || Download paper | 10 |
| 46 | 1998 | CEO Involvement in the Selection of New Board Members: An Empirical Analysis. (1998). Yermack, David ; Shivdasani, Anil. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-059. Full description at Econpapers || Download paper | 9 |
| 47 | 1999 | A Multifractal Model of Assets Returns. (1999). Fisher, Adlai ; Calvet, Laurent ; Mandelbrot, Benoit. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-072. Full description at Econpapers || Download paper | 9 |
| 48 | 1998 | Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade. (1998). Altman, Edward. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-003. Full description at Econpapers || Download paper | 9 |
| 49 | 1998 | Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis. (1998). Eom, Youngho ; Subrahmanyam, Marti G. ; Uno, Jun. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-078. Full description at Econpapers || Download paper | 9 |
| 50 | 1999 | Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices. (1999). Basak, Suleyman ; Shapiro, Alexander. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-032. Full description at Econpapers || Download paper | 8 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1997 | Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange. (1997). Lauterbach, Beni ; Amihud, Yakov ; Mendelson, Haim. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-004. Full description at Econpapers || Download paper | 28 |
| 2 | 1998 | The Effects of Bank Mergers and Acquisitions on Small Business Lending. (1998). Udell, Gregory ; Berger, Allen ; Scalise, Joseph M. ; Saunders, Anthony. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-007. Full description at Econpapers || Download paper | 12 |
| 3 | 1997 | Modern Portfolio Theory, 1950 to Date. (1997). Gruber, Martin J. ; Elton, Edwin J.. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:97-3. Full description at Econpapers || Download paper | 11 |
| 4 | 2000 | Stretching Firm and Brand Reputation.. (2000). Cabral, Luis. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:00-07. Full description at Econpapers || Download paper | 6 |
| 5 | 2001 | Estimating Econometric Models with Fixed Effects.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-10. Full description at Econpapers || Download paper | 4 |
| 6 | 1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered. (1998). Goetzmann, William ; Brown, Stephen ; Kumar, Alok. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-013. Full description at Econpapers || Download paper | 4 |
| 7 | 1998 | Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation. (1998). John, Kose ; Chidambaran, N. K. ; Kose, John. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:98-044. Full description at Econpapers || Download paper | 3 |
| 8 | 2001 | Fixed and Random Effects in Nonlinear Models.. (2001). Greene, William. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:01-01. Full description at Econpapers || Download paper | 3 |
| 9 | 1999 | Research and Development Expense: Implications for Profitability Measurement and Valuation. (1999). Damodaran, Aswath. In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. RePEc:fth:nystfi:99-024. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series