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Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
18
Impact Factor (IF)
0
5 Years IF
1.08
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
1990 0 0.11 6 0 1 1 6 6 6 2 2 0 0 0.05
1991 0.5 0.11 1.75 0.33 3 4 19 7 13 2 1 3 1 0 0 0.06
1992 0 0.12 0.5 0 2 6 22 3 16 4 6 0 0 0.06
1994 0 0.14 0.75 0 2 8 10 6 27 2 7 0 0 0.06
1995 1 0.22 1.44 0.63 1 9 0 12 40 2 2 8 5 0 0 0.09
1996 0 0.25 0.31 0 4 13 44 4 44 3 8 0 0 0.11
1997 0.4 0.24 0.67 0.22 2 15 13 10 54 5 2 9 2 0 0 0.11
1998 0.33 0.27 0.31 0.22 1 16 38 5 59 6 2 9 2 0 0 0.13
1999 0.67 0.29 0.68 0.5 3 19 66 12 72 3 2 10 5 1 8.3 1 0.33 0.14
2000 0.25 0.34 0.29 0.27 2 21 0 6 78 4 1 11 3 0 0 0.16
2001 0.4 0.38 0.29 0.25 3 24 21 7 85 5 2 12 3 0 0 0.17
2002 0.2 0.39 0.5 0.27 4 28 8 14 99 5 1 11 3 0 0 0.2
2003 0.14 0.43 0.52 0.15 3 31 32 14 115 7 1 13 2 0 0 0.21
2004 0 0.47 0.72 0.33 8 39 52 28 143 7 15 5 0 0 0.21
2005 0.18 0.5 0.62 0.25 8 47 37 29 172 11 2 20 5 0 2 0.25 0.23
2006 0.19 0.49 0.68 0.31 6 53 82 36 208 16 3 26 8 0 0 0.22
2007 0.29 0.44 0.5 0.24 11 64 38 31 240 14 4 29 7 0 2 0.18 0.2
2008 0.35 0.47 0.78 0.33 5 69 2 53 294 17 6 36 12 0 0 0.22
2009 0.13 0.46 0.66 0.39 10 79 9 51 346 16 2 38 15 0 0 0.23
2010 0 0.46 0.54 0.2 8 87 194 46 393 15 40 8 0 2 0.25 0.2
2011 0.22 0.51 0.68 0.4 8 95 34 64 458 18 4 40 16 0 2 0.25 0.24
2012 0.44 0.5 0.77 0.31 4 99 21 76 534 16 7 42 13 0 0 0.21
2013 0.58 0.54 0.54 0.29 10 109 114 59 593 12 7 35 10 0 1 0.1 0.24
2014 0.21 0.53 0.45 0.33 9 118 14 52 646 14 3 40 13 0 0 0.22
2015 0.79 0.53 0.57 0.69 11 129 48 72 720 19 15 39 27 0 2 0.18 0.22
2016 0.35 0.5 0.61 0.69 6 135 8 79 802 20 7 42 29 0 0 0.2
2017 0.47 0.52 0.63 0.53 3 138 38 87 889 17 8 40 21 0 2 0.67 0.21
2018 0.22 0.53 0.61 0.36 1 139 7 82 974 9 2 39 14 0 0 0.22
2019 1.5 0.54 0.73 0.7 3 142 57 103 1077 4 6 30 21 0 1 0.33 0.21
2020 5.25 0.64 0.7 1.33 6 148 50 103 1180 4 21 24 32 0 3 0.5 0.3
2021 1.44 0.74 0.59 0.95 4 152 0 90 1270 9 13 19 18 0 0 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
#YearTitleCited
11983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

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275
22010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Schultz, Emma L ; Tan, David T. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

156
32006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

Full description at Econpapers || Download paper

64
42013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

63
52019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong (Tony) ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

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41
61998Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1.

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39
71999Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2.

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35
82013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

35
92013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

31
101999The value of dividends: Evidence from cum-dividend trading in the ex-dividend period. (1999). Walker, Scott ; Partington, Graham. In: Published Paper Series. RePEc:uts:ppaper:1999-1.

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31
112017Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1.

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31
122020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

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27
132003The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Published Paper Series. RePEc:uts:ppaper:2003-1.

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25
141996On effects of discretization on estimators of drift parameters for diffusion processes. (1996). Sørensen, Michael ; Platen, Eckhard ; Kloeden, P E ; Sorensen, M ; Schurz, H. In: Published Paper Series. RePEc:uts:ppaper:1996-2.

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21
152004Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1.

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21
161996Principles for modelling financial markets. (1996). Platen, Eckhard ; Rebolledo, Rolando. In: Published Paper Series. RePEc:uts:ppaper:1996-3.

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20
172004Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004:1.

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20
181992Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1.

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18
192007Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-1.

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18
202011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Scheule, Harald ; Roesch, Daniel ; Bade, Benjamin. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144.

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16
212011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Scheule, Harald ; Roesch, Daniel ; Bade, Benjamin. In: Published Paper Series. RePEc:uts:ppaper:2011-1.

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16
222007Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:1:y:2007:i:1:p:55-75.

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16
232005A multi-factor approach for systematic default and recovery risk. (2005). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2005-1.

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16
242015Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3.

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15
251988Time Discrete Taylor Approximations for Ito Processes with Jump Component. (1988). Platen, Eckhard ; Mikulevicius, Remigijus. In: Published Paper Series. RePEc:uts:ppaper:1988-1.

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15
261997The holiday anomaly: An investigation of firm size versus share price effects. (1997). Brockman, Paul ; Michayluk, David. In: Published Paper Series. RePEc:uts:ppaper:y:1997:1.

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14
271997The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1.

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14
281991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus. In: Published Paper Series. RePEc:uts:ppaper:1991-3.

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14
292020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; To, Thomas ; Navone, Marco ; HASAN, IFTEKHAR. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

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13
302004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark. In: Published Paper Series. RePEc:uts:ppaper:2004-6.

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13
312010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2010-1.

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12
322005The Role of Growth in Long Term Investment Returns. (2005). Neely, Walter P ; Broussard, John Paul ; Michayluk, David. In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105.

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12
332005The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3.

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12
342010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2010:1.

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12
352001Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging. (2001). Platen, Eckhard ; Schweizer, Martin ; Heath, David. In: Published Paper Series. RePEc:uts:ppaper:2001-3.

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12
362007Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola. In: Published Paper Series. RePEc:uts:ppaper:2007-7.

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11
372012Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Cheridito, Patrick ; Nikeghbali, Ashkan. In: Published Paper Series. RePEc:uts:ppaper:2012-4.

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11
381994Stability of weak numerical schemes for stochastic differential equations. (1994). Platen, Eckhard ; Hofmann, N. In: Published Paper Series. RePEc:uts:ppaper:1994-1.

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10
392012The Determinants of the Convexity in the Flow-Performance Relationship. (2012). Navone, Marco ; Pantos, Themis D ; Fu, Richard ; Pagani, Marco. In: Published Paper Series. RePEc:uts:ppaper:2012-1.

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10
402005A multi-factor approach for systematic default and recovery risk. (2005). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:15:y:2005:i:3:p:63-75.

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10
412001The prediction of earnings movements using accounting data: An update and extension of Ou and Penman. (2001). Hall, Anthony ; Bird, Ron ; Gerlach, Richard. In: Published Paper Series. RePEc:uts:ppaper:2001-2.

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9
422015Determining value in a complex service setting. (2015). Michayluk, David ; Sweeney, Jillian C ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:2015-1.

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9
432010The Banking Relationships Role in the Choice of the Targets Advisor in Mergers and Acquisitions. (2010). Navone, Marco ; Iannotta, Giuliano ; Forte, Gianfranco. In: Published Paper Series. RePEc:uts:ppaper:2010-4.

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9
442015Determining value in a complex service setting. (2015). Sweeney, Jillian C ; Michayluk, David ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:y:2015:1.

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9
452019Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Sauka, Arnis ; Maria, Adriana Ana. In: Published Paper Series. RePEc:uts:ppaper:2019-1.

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9
462019Weak Tail Conditions for Local Martingales. (2019). Ruf, Johannes ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2019-2.

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8
472015Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds. (2015). Hambusch, Gerhard ; Hong, Kihoon Jimmy ; Webster, Ellenora. In: Published Paper Series. RePEc:uts:ppaper:2015-4.

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8
482018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). Li, Kai ; He, Xuezhong (Tony) ; Wang, Chuncheng. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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8
491989A survey of numerical methods for stochastic differential equations. (1989). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1989-1.

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8
502004A class of complete benchmark models with intensity-based jumps. (2004). Platen, Eckhard. In: Published Paper Series. RePEc:uts:ppaper:2004-5.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Schultz, Emma L ; Tan, David T. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

27
22020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

Full description at Econpapers || Download paper

18
32019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong (Tony) ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

Full description at Econpapers || Download paper

15
42017Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1.

Full description at Econpapers || Download paper

10
52020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; To, Thomas ; Navone, Marco ; HASAN, IFTEKHAR. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

Full description at Econpapers || Download paper

8
61983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

7
72013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

7
81998Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1.

Full description at Econpapers || Download paper

6
91991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus. In: Published Paper Series. RePEc:uts:ppaper:1991-3.

Full description at Econpapers || Download paper

5
102004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark. In: Published Paper Series. RePEc:uts:ppaper:2004-6.

Full description at Econpapers || Download paper

4
112015Determining value in a complex service setting. (2015). Sweeney, Jillian C ; Michayluk, David ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:y:2015:1.

Full description at Econpapers || Download paper

3
122014Optimal prediction of the last-passage time of a transient diffusion. (2014). Glover, Kristoffer ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2014-5.

Full description at Econpapers || Download paper

3
132013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

3
142015Determining value in a complex service setting. (2015). Michayluk, David ; Sweeney, Jillian C ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:2015-1.

Full description at Econpapers || Download paper

3
152013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

3
162015Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3.

Full description at Econpapers || Download paper

2
172018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). Li, Kai ; He, Xuezhong (Tony) ; Wang, Chuncheng. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

Full description at Econpapers || Download paper

2
182011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Scheule, Harald ; Roesch, Daniel ; Bade, Benjamin. In: Published Paper Series. RePEc:uts:ppaper:2011-1.

Full description at Econpapers || Download paper

2
192015Real-World Forward Rate Dynamics With Affine Realizations. (2015). Platen, Eckhard ; Tappe, Steffan. In: Published Paper Series. RePEc:uts:ppaper:2015-7.

Full description at Econpapers || Download paper

2
202011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Scheule, Harald ; Roesch, Daniel ; Bade, Benjamin. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144.

Full description at Econpapers || Download paper

2
212010The Banking Relationships Role in the Choice of the Targets Advisor in Mergers and Acquisitions. (2010). Navone, Marco ; Iannotta, Giuliano ; Forte, Gianfranco. In: Published Paper Series. RePEc:uts:ppaper:2010-4.

Full description at Econpapers || Download paper

2
222020Benchmarking loss given default discount rates. (2020). Scheule, Harald ; Jortzik, Stephan. In: Published Paper Series. RePEc:uts:ppaper:2020-5.

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2
232020Developing sustainability learning in business school curricula – productive boundary objects and participatory processes. (2020). Cotton, Deborah ; Waite, Katrina ; McGregor, Ian ; Menzies, Gordon ; Bajada, Christopher ; Jarvis, Walter ; Benn, Suzanne ; Perry, Robert ; Brown, Paul ; Edwards, Melissa. In: Published Paper Series. RePEc:uts:ppaper:2020-1.

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2
242006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

Full description at Econpapers || Download paper

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