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Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
36
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
1990 0.07 42 0.41 1 1 42 41 42 15 1 27 11 0 1 1
1991 0.1 11.5 0.26 3 4 0 44 88 10 1 23 6 0 0
1992 0.25 8.83 0.27 2 6 28 52 141 4 1 22 6 0 0
1993 0 3.64 0.05 5 11 51 37 181 5 21 1 0 0
1994 0 3.33 0.25 1 12 0 38 221 7 20 5 0 0
1996 0 7 0.09 1 13 0 87 372 1 11 1 0 1 1
1998 0 5.73 0.43 2 15 0 85 519 1 7 3 0 0
1999 0 5 0 1 16 2 77 599 2 4 0 0
2000 0 4.43 0 5 21 177 93 692 3 4 0 1 0.2
2001 0.83 3.29 0.56 7 28 739 90 784 6 5 9 5 0 7 1
2002 1.83 2.68 1.53 16 44 732 113 902 12 22 15 23 0 6 0.38
2003 1.57 2.41 1.32 17 61 171 141 1049 23 36 31 41 0 0
2004 1 2.62 1.46 16 77 161 198 1251 33 33 46 67 0 1 0.06
2005 0.42 2.32 1.67 11 88 25 200 1455 33 14 61 102 0 0
2006 0.07 2.48 1.51 5 93 46 226 1686 27 2 67 101 0 0
2007 0.25 2.29 1.05 9 102 190 229 1920 16 4 65 68 0 6 0.67
2008 1.21 2.41 0.62 10 112 440 269 2190 14 17 58 36 0 12 1.2
2009 1.95 2.15 0.86 11 123 249 261 2455 19 37 51 44 0 6 0.55
2010 1.95 1.93 1.2 7 130 27 246 2706 21 41 46 55 0 1 0.14
2011 1.06 2.13 1.14 7 137 81 288 2998 18 19 42 48 0 0
2012 0.07 2.01 1.57 14 151 108 299 3301 14 1 44 69 0 0
2013 0.67 1.84 1.67 23 174 231 320 3621 21 14 49 82 0 12 0.52
2014 0.49 1.45 0.73 16 190 93 275 3896 37 18 62 45 0 5 0.31
2015 0.67 1.59 0.67 22 212 135 338 4234 39 26 67 45 0 7 0.32
2016 0.5 1.46 0.73 17 229 51 334 4568 38 19 82 60 0 0
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
11978Production Economics: A Dual Approach to Theory and Applications. (1978). McFadden, Daniel. In: Elsevier Monographs. RePEc:eee:monogr:9780444850133.

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818
21986Forecasting Economic Time Series. (1986). Shell, Karl ; Newbold, Paul. In: Elsevier Monographs. RePEc:eee:monogr:9780122951831.

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564
32002Auction Theory. (2002). Krishna, Vijay. In: Elsevier Monographs. RePEc:eee:monogr:9780124262973.

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562
42001An Introduction to High-Frequency Finance. (2001). Muller, Ulrich A ; Olsen, Richard ; Genay, Ramazan ; Pictet, Olivier ; Dacorogna, Michel. In: Elsevier Monographs. RePEc:eee:monogr:9780122796715.

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515
52008Handbook of Financial Intermediation and Banking. (2008). Thakor, Anjan ; Boot, Arnoud. In: Elsevier Monographs. RePEc:eee:monogr:9780444515582.

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235
62001An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. (2001). Genay, Ramazan ; Seluk, Faruk ; Whitcher, Brandon J. In: Elsevier Monographs. RePEc:eee:monogr:9780122796708.

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225
72000Microscopic Simulation of Financial Markets. (2000). Solomon, Sorin ; Levy, Moshe. In: Elsevier Monographs. RePEc:eee:monogr:9780124458901.

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165
82003Elements of Financial Risk Management. (2003). Christoffersen, Peter. In: Elsevier Monographs. RePEc:eee:monogr:9780121742324.

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144
92009Handbook of Financial Markets: Dynamics and Evolution. (2009). Schenk-Hoppé, Klaus. In: Elsevier Monographs. RePEc:eee:monogr:9780123742582.

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143
101984Economic Structure and Performance. (1984). Syrquin, Moshe ; Chenery, Hollis B. In: Elsevier Monographs. RePEc:eee:monogr:9780126800609.

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139
111979Analysis of Economic Time Series. (1979). Shell, Karl ; Nerlove, Marc ; Carvalho, Jose L ; Grether, David M. In: Elsevier Monographs. RePEc:eee:monogr:9780125157506.

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117
122008A Behavioral Approach to Asset Pricing. (2008). Shefrin, Hersh. In: Elsevier Monographs. RePEc:eee:monogr:9780123743565.

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117
132004Risk Analysis in Theory and Practice. (2004). Chavas, Jean-Paul. In: Elsevier Monographs. RePEc:eee:monogr:9780121706210.

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112
141975Capital Theory and the Distribution of Income. (1975). Bliss, C J. In: Elsevier Monographs. RePEc:eee:monogr:9780720436044.

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105
151987Economics of Education. (1987). Psacharopoulos, George. In: Elsevier Monographs. RePEc:eee:monogr:9780080333793.

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95
162013Venture Capital and Private Equity Contracting. (2013). Johan, Sofia A ; Cumming, Douglas J. In: Elsevier Monographs. RePEc:eee:monogr:9780124095373.

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92
171979General Equilibrium, Growth, and Trade. (1979). Scheinkman, Jose. In: Elsevier Monographs. RePEc:eee:monogr:9780122987502.

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90
182002Public Finance. (2002). Tresch, Richard W. In: Elsevier Monographs. RePEc:eee:monogr:9780126990515.

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89
192009Auction Theory. (2009). Krishna, Vijay. In: Elsevier Monographs. RePEc:eee:monogr:9780123745071.

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74
201972The Economic Theory of Price Indices. (1972). Shell, Karl ; Fisher, Franklin M. In: Elsevier Monographs. RePEc:eee:monogr:9780122577505.

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66
212015Global Mobility of Research Scientists. (2015). Geuna, Aldo. In: Elsevier Monographs. RePEc:eee:monogr:9780128013960.

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64
221993General Equilibrium, Growth, and Trade II. (1993). Boldrin, Michele ; Becker, Robert. In: Elsevier Monographs. RePEc:eee:monogr:9780120846559.

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52
231978Uncertainty in Economics. (1978). Diamond, Peter. In: Elsevier Monographs. RePEc:eee:monogr:9780122148507.

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49
241986Macroeconomics: An Introduction to the Non-Walrasian Approach. (1986). Shell, Karl ; Benassy, Jean-Pascal. In: Elsevier Monographs. RePEc:eee:monogr:9780120864256.

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48
252007Handbook of the Equity Risk Premium. (2007). Mehra, Rajnish. In: Elsevier Monographs. RePEc:eee:monogr:9780444508997.

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46
261987Household and Economy. (1987). Shell, Karl ; Nerlove, Marc ; Sadka, Efraim ; Razin, Assaf. In: Elsevier Monographs. RePEc:eee:monogr:9780125157520.

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46
272013An Introduction to the Mathematics of Financial Derivatives. (2013). Neftci, Salih N ; Hirsa, Ali. In: Elsevier Monographs. RePEc:eee:monogr:9780123846822.

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44
282014The Microeconomics of Complex Economies. (2014). Elsner, Wolfram ; Heinrich, Torsten ; Schwardt, Henning. In: Elsevier Monographs. RePEc:eee:monogr:9780124115859.

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43
291990Advanced Lectures in Quantitative Economics. (1990). van der Ploeg, Frederick (Rick). In: Elsevier Monographs. RePEc:eee:monogr:9780127117034.

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43
301986Seasonality in Regression. (1986). Shell, Karl ; Hylleberg, Svend. In: Elsevier Monographs. RePEc:eee:monogr:9780123634559.

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42
312007International Mergers and Acquisitions Activity Since 1990. (2007). Renneboog, Luc ; Gregoriou, Greg N. In: Elsevier Monographs. RePEc:eee:monogr:9780750682893.

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42
321977Mathematics for Stability and Optimization of Economic Systems. (1977). Shell, Karl ; Murata, Yasuo . In: Elsevier Monographs. RePEc:eee:monogr:9780125112505.

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41
332011Numerical Methods and Optimization in Finance. (2011). Gilli, Manfred ; Schumann, Enrico ; Maringer, Dietmar. In: Elsevier Monographs. RePEc:eee:monogr:9780123756626.

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40
341978Methodology of Economics and Other Social Sciences. (1978). Shell, Karl ; MacHlup, Fritz. In: Elsevier Monographs. RePEc:eee:monogr:9780124645509.

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40
351977Econometric Analysis of Regional Systems. (1977). Glickman, Norman J. In: Elsevier Monographs. RePEc:eee:monogr:9780122865503.

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36
362011Elements of Financial Risk Management. (2011). Christoffersen, Peter. In: Elsevier Monographs. RePEc:eee:monogr:9780123744487.

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36
372012The Evidence and Impact of Financial Globalization. (2012). Caprio, Gerard. In: Elsevier Monographs. RePEc:eee:monogr:9780123978745.

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36
382002Principles of Project Finance. (2002). Yescombe, E R. In: Elsevier Monographs. RePEc:eee:monogr:9780127708515.

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35
392002Valuation Methods and Shareholder Value Creation. (2002). Fernandez, Pablo. In: Elsevier Monographs. RePEc:eee:monogr:9780122538414.

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33
402012Handbook of Safeguarding Global Financial Stability. (2012). Caprio, Gerard. In: Elsevier Monographs. RePEc:eee:monogr:9780123978752.

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32
411983Law and Economics of Vertical Integration and Control. (1983). Blair, Roger D ; Kaserman, David L. In: Elsevier Monographs. RePEc:eee:monogr:9780121034801.

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32
421972Theory of General Economic Equilibrium. (1972). Rader, Trout . In: Elsevier Monographs. RePEc:eee:monogr:9780125750400.

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31
431978Contributions to Modern Economics. (1978). Robinson, Joan. In: Elsevier Monographs. RePEc:eee:monogr:9780125905503.

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31
442007Forecasting Volatility in the Financial Markets. (2007). Satchell, Stephen ; Knight, John. In: Elsevier Monographs. RePEc:eee:monogr:9780750669429.

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30
451992Mergers and Acquisitions. (1992). Cartwright, Sue ; Cooper, Cary L. In: Elsevier Monographs. RePEc:eee:monogr:9780750601443.

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29
462008Handbook of Empirical Corporate Finance SET. (2008). Eckbo, Bjorn. In: Elsevier Monographs. RePEc:eee:monogr:9780444532657.

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29
471978Arrow Impossibility Theorems. (1978). Shell, Karl ; Kelly, Jerry S. In: Elsevier Monographs. RePEc:eee:monogr:9780124033504.

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27
482007Forecasting Expected Returns in the Financial Markets. (2007). Satchell, Stephen. In: Elsevier Monographs. RePEc:eee:monogr:9780750683210.

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27
491976Introduction to Equilibrium Analysis. (1976). Hildenbrand, W ; Kirman, A P. In: Elsevier Monographs. RePEc:eee:monogr:9780720436068.

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27
502008Multifractal Volatility. (2008). Calvet, Laurent E ; Fisher, Adlai J. In: Elsevier Monographs. RePEc:eee:monogr:9780121500139.

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27
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. (2001). Genay, Ramazan ; Seluk, Faruk ; Whitcher, Brandon J. In: Elsevier Monographs. RePEc:eee:monogr:9780122796708.

Full description at Econpapers || Download paper

30
22001An Introduction to High-Frequency Finance. (2001). Muller, Ulrich A ; Olsen, Richard ; Genay, Ramazan ; Pictet, Olivier ; Dacorogna, Michel. In: Elsevier Monographs. RePEc:eee:monogr:9780122796715.

Full description at Econpapers || Download paper

16
32004Risk Analysis in Theory and Practice. (2004). Chavas, Jean-Paul. In: Elsevier Monographs. RePEc:eee:monogr:9780121706210.

Full description at Econpapers || Download paper

14
42008A Behavioral Approach to Asset Pricing. (2008). Shefrin, Hersh. In: Elsevier Monographs. RePEc:eee:monogr:9780123743565.

Full description at Econpapers || Download paper

13
51978Production Economics: A Dual Approach to Theory and Applications. (1978). McFadden, Daniel. In: Elsevier Monographs. RePEc:eee:monogr:9780444850133.

Full description at Econpapers || Download paper

9
62011Elements of Financial Risk Management. (2011). Christoffersen, Peter. In: Elsevier Monographs. RePEc:eee:monogr:9780123744487.

Full description at Econpapers || Download paper

7
72000Microscopic Simulation of Financial Markets. (2000). Solomon, Sorin ; Levy, Moshe. In: Elsevier Monographs. RePEc:eee:monogr:9780124458901.

Full description at Econpapers || Download paper

5
82007International Mergers and Acquisitions Activity Since 1990. (2007). Renneboog, Luc ; Gregoriou, Greg N. In: Elsevier Monographs. RePEc:eee:monogr:9780750682893.

Full description at Econpapers || Download paper

5
91986Forecasting Economic Time Series. (1986). Shell, Karl ; Newbold, Paul. In: Elsevier Monographs. RePEc:eee:monogr:9780122951831.

Full description at Econpapers || Download paper

5
102015Global Mobility of Research Scientists. (2015). Geuna, Aldo. In: Elsevier Monographs. RePEc:eee:monogr:9780128013960.

Full description at Econpapers || Download paper

5
112008Handbook of Empirical Corporate Finance SET. (2008). Eckbo, Bjorn. In: Elsevier Monographs. RePEc:eee:monogr:9780444532657.

Full description at Econpapers || Download paper

4
122013Venture Capital and Private Equity Contracting. (2013). Johan, Sofia A ; Cumming, Douglas J. In: Elsevier Monographs. RePEc:eee:monogr:9780124095373.

Full description at Econpapers || Download paper

4
132009Handbook of Financial Markets: Dynamics and Evolution. (2009). Schenk-Hoppé, Klaus. In: Elsevier Monographs. RePEc:eee:monogr:9780123742582.

Full description at Econpapers || Download paper

4
142008Principles of Financial Engineering. (2008). Neftci, Salih N. In: Elsevier Monographs. RePEc:eee:monogr:9780123735744.

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4
152013An Introduction to the Mathematics of Financial Derivatives. (2013). Neftci, Salih N ; Hirsa, Ali. In: Elsevier Monographs. RePEc:eee:monogr:9780123846822.

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4
162003Elements of Financial Risk Management. (2003). Christoffersen, Peter. In: Elsevier Monographs. RePEc:eee:monogr:9780121742324.

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4
172015Principles of International Finance and Open Economy Macroeconomics. (2015). Terra, Cristina. In: Elsevier Monographs. RePEc:eee:monogr:9780128022979.

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3
182013Introduction to Mortgages and Mortgage Backed Securities. (2013). Green, Richard K. In: Elsevier Monographs. RePEc:eee:monogr:9780124017436.

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3
192013Principles of Project Finance. (2013). Yescombe, E R. In: Elsevier Monographs. RePEc:eee:monogr:9780123910585.

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3
202015Bank Liquidity Creation and Financial Crises. (2015). Bouwman, Christa ; Berger, Allen. In: Elsevier Monographs. RePEc:eee:monogr:9780128002339.

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2
212015Introduction to Actuarial and Financial Mathematical Methods. (2015). Garrett, Stephen . In: Elsevier Monographs. RePEc:eee:monogr:9780128001561.

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2
222011Numerical Methods and Optimization in Finance. (2011). Gilli, Manfred ; Schumann, Enrico ; Maringer, Dietmar. In: Elsevier Monographs. RePEc:eee:monogr:9780123756626.

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2
232013The Science of Algorithmic Trading and Portfolio Management. (2013). Kissell, Robert . In: Elsevier Monographs. RePEc:eee:monogr:9780124016897.

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2
241984Economic Structure and Performance. (1984). Syrquin, Moshe ; Chenery, Hollis B. In: Elsevier Monographs. RePEc:eee:monogr:9780126800609.

Full description at Econpapers || Download paper

2
251978Arrow Impossibility Theorems. (1978). Shell, Karl ; Kelly, Jerry S. In: Elsevier Monographs. RePEc:eee:monogr:9780124033504.

Full description at Econpapers || Download paper

2
261978Uncertainty in Economics. (1978). Diamond, Peter. In: Elsevier Monographs. RePEc:eee:monogr:9780122148507.

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2
272013Diversity and the Effective Corporate Board. (2013). Jhunjhunwala, Shital ; Mishra, Ram Kumar. In: Elsevier Monographs. RePEc:eee:monogr:9780124104976.

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2
282007Forecasting Expected Returns in the Financial Markets. (2007). Satchell, Stephen. In: Elsevier Monographs. RePEc:eee:monogr:9780750683210.

Full description at Econpapers || Download paper

2
292014The Microeconomics of Complex Economies. (2014). Elsner, Wolfram ; Heinrich, Torsten ; Schwardt, Henning. In: Elsevier Monographs. RePEc:eee:monogr:9780124115859.

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2
301976The Hamiltonian Approach to Dynamic Economics. (1976). Shell, Karl. In: Elsevier Monographs. RePEc:eee:monogr:9780121636500.

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2
312014Strategies of Banks and Other Financial Institutions. (2014). Kumar, Rajesh. In: Elsevier Monographs. RePEc:eee:monogr:9780124169975.

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