EconWPA / Finance

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 26 34 22 0 6 0.23 0.07 1997 0.03 0.17 31 22 40 1 0 4 0.13 0.09 1998 0.11 0.19 29 41 57 6 33.3 1 0.03 0.12 1999 0.1 0.29 24 108 60 6 16.7 4 0.17 0.19 2000 0.36 0.39 10 10 53 19 0 0.2 2001 0.26 0.34 26 31 34 9 11.1 5 0.19 0.18 2002 0.28 0.39 58 73 36 10 20 8 0.14 0.2 2003 0.25 0.41 111 62 84 21 9.5 10 0.09 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:wpa:wuwpfi:9903005 Toeholds and Takeovers (1999). EconWPA / Finance
Cited: 62 times.

(2) RePEc:wpa:wuwpfi:9808005 Is the Short Rate Drift Actually Nonlinear? (1998). EconWPA / Finance
Cited: 21 times.

(3) RePEc:wpa:wuwpfi:0207015 Asset Pricing Under The Quadratic Class (2002). EconWPA / Finance
Cited: 17 times.

(4) RePEc:wpa:wuwpfi:9902005 Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms (1999). EconWPA / Finance
Cited: 17 times.

(5) RePEc:wpa:wuwpfi:0412002 Does Investor Misvaluation Drive the Takeover Market? (2004). EconWPA / Finance
Cited: 16 times.

(6) RePEc:wpa:wuwpfi:0111004 The Market Price of Aggregate Risk and the Wealth Distribution (2001). EconWPA / Finance
Cited: 16 times.

(7) RePEc:wpa:wuwpfi:0412006 A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions (2004). EconWPA / Finance
Cited: 15 times.

(8) RePEc:wpa:wuwpfi:9904004 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel. (1999). EconWPA / Finance
Cited: 14 times.

(9) RePEc:wpa:wuwpfi:0207008 Accouting for Biases in Black-Scholes (2002). EconWPA / Finance
Cited: 14 times.

(10) RePEc:wpa:wuwpfi:0207014 Design and Estimation of Quadratic Term Structure Models (2002). EconWPA / Finance
Cited: 12 times.

(11) RePEc:wpa:wuwpfi:0405003 Simulation-based stress testing of banks’ regulatory capital adequacy (2004). EconWPA / Finance
Cited: 12 times.

(12) RePEc:wpa:wuwpfi:0407005 Consistent high-precision volatility from high-frequency data (2004). EconWPA / Finance
Cited: 12 times.

(13) RePEc:wpa:wuwpfi:0405001 Equilibrium in financial markets with adverse selection (2004). EconWPA / Finance
Cited: 11 times.

(14) RePEc:wpa:wuwpfi:0404021 Investor protection and business creation (2004). EconWPA / Finance
Cited: 11 times.

(15) RePEc:wpa:wuwpfi:0404017 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance (2004). EconWPA / Finance
Cited: 11 times.

(16) RePEc:wpa:wuwpfi:0312001 Consensus consumer and intertemporal asset pricing with heterogeneous beliefs (2003). EconWPA / Finance
Cited: 11 times.

(17) RePEc:wpa:wuwpfi:0404016 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance (2004). EconWPA / Finance
Cited: 11 times.

(18) RePEc:wpa:wuwpfi:0207011 Time-Changed Levy Processes and Option Pricing (2002). EconWPA / Finance
Cited: 10 times.

(19) RePEc:wpa:wuwpfi:0403001 Finance and the Business Cycle: International, Inter-industry Evidence (2004). EconWPA / Finance
Cited: 10 times.

(20) RePEc:wpa:wuwpfi:0501011 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality (2005). EconWPA / Finance
Cited: 9 times.

(21) RePEc:wpa:wuwpfi:0404015 An approach to bank insolvency in transition and emerging economies (2004). EconWPA / Finance
Cited: 9 times.

(22) RePEc:wpa:wuwpfi:9610002 Trading Frequency and Event Study Test Specification (1996). EconWPA / Finance
Cited: 8 times.

(23) RePEc:wpa:wuwpfi:9810003 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998). EconWPA / Finance
Cited: 8 times.

(24) RePEc:wpa:wuwpfi:0411049 Information Reusability, Competition and Bank Asset Quality (2004). EconWPA / Finance
Cited: 8 times.

(25) RePEc:wpa:wuwpfi:9712007 Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches (1997). EconWPA / Finance
Cited: 8 times.

(26) RePEc:wpa:wuwpfi:0307003 International Evidence on Financial Derivatives Usage (2003). EconWPA / Finance
Cited: 8 times.

(27) RePEc:wpa:wuwpfi:0411007 Fractional calculus and continuous-time finance (2004). EconWPA / Finance
Cited: 7 times.

(28) RePEc:wpa:wuwpfi:0504008 Econometric Tests of Asset Price Bubbles: Taking Stock (2005). EconWPA / Finance
Cited: 7 times.

(29) RePEc:wpa:wuwpfi:0310009 Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model (2003). EconWPA / Finance
Cited: 7 times.

(30) RePEc:wpa:wuwpfi:9912001 Corporate Diversification and Agency (2000). EconWPA / Finance
Cited: 6 times.

(31) RePEc:wpa:wuwpfi:0207012 The Finite Moment Log Stable Process and Option Pricing (2002). EconWPA / Finance
Cited: 6 times.

(32) RePEc:wpa:wuwpfi:0112003 An Empirical Comparison of Default Swap Pricing Models (2001). EconWPA / Finance
Cited: 6 times.

(33) RePEc:wpa:wuwpfi:9507003 The Indian IPO Market: Empirical Facts (1995). EconWPA / Finance
Cited: 6 times.

(34) RePEc:wpa:wuwpfi:0411015 Market Indicators, Bank Fragility, and Indirect Market Discipline (2004). EconWPA / Finance
Cited: 6 times.

(35) RePEc:wpa:wuwpfi:0411008 Fractional calculus and continuous-time finance II: the waiting- time distribution (2004). EconWPA / Finance
Cited: 6 times.

(36) RePEc:wpa:wuwpfi:0401002 Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes (2004). EconWPA / Finance
Cited: 6 times.

(37) RePEc:wpa:wuwpfi:0405018 Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates (2004). EconWPA / Finance
Cited: 6 times.

(38) RePEc:wpa:wuwpfi:0404023 Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers? (2004). EconWPA / Finance
Cited: 6 times.

(39) RePEc:wpa:wuwpfi:0411051 Competition, Risk Neutrality and Loan Commitments (2004). EconWPA / Finance
Cited: 6 times.

(40) RePEc:wpa:wuwpfi:9608001 Toeholds and Takeovers (1996). EconWPA / Finance
Cited: 6 times.

(41) RePEc:wpa:wuwpfi:9703002 Empirical Evidence on the Duration of Bank Relationships (1997). EconWPA / Finance
Cited: 6 times.

(42) RePEc:wpa:wuwpfi:9609004 Risk Measurement: An Introduction to Value at Risk (1996). EconWPA / Finance
Cited: 5 times.

(43) RePEc:wpa:wuwpfi:9902009 Innovation and Market Value (1999). EconWPA / Finance
Cited: 5 times.

(44) RePEc:wpa:wuwpfi:0405017 A descriptive analysis of the Finnish treasury bond market 1991–1999 (2004). EconWPA / Finance
Cited: 5 times.

(45) RePEc:wpa:wuwpfi:0405010 Optimal Currency Hedging (2004). EconWPA / Finance
Cited: 5 times.

(46) RePEc:wpa:wuwpfi:0412001 Do Investors Overvalue Firms With Bloated Balance Sheets? (2004). EconWPA / Finance
Cited: 5 times.

(47) RePEc:wpa:wuwpfi:0207019 What Type of Process Underlies Options? A Simple Robust Test (2002). EconWPA / Finance
Cited: 5 times.

(48) RePEc:wpa:wuwpfi:0405016 Practical guide to real options in discrete time (2004). EconWPA / Finance
Cited: 5 times.

(49) RePEc:wpa:wuwpfi:0404020 The role of market discipline in handling problem banks (2004). EconWPA / Finance
Cited: 5 times.

(50) RePEc:wpa:wuwpfi:0412005 Can Individual Investors Beat the Market? (2004). EconWPA / Finance
Cited: 5 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:tud:ddpiec:126 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs (2003). Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology) / Darmstadt Disc

(2) RePEc:wpa:wuwpfi:0303006 Modeling Credit Risk by Affine Processes (2003). EconWPA / Finance

(3) RePEc:wpa:wuwpfi:0303009 Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk (2003). EconWPA / Finance

(4) RePEc:wpa:wuwpfi:0305003 A Simple Model for Credit Migration and Spread Curves (2003). EconWPA / Finance

(5) RePEc:wpa:wuwpfi:0305005 Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options (2003). EconWPA / Finance

(6) RePEc:wpa:wuwpfi:0307002 Credit Derivatives in an Affine Framework (2003). EconWPA / Finance

(7) RePEc:wpa:wuwpfi:0310012 The Bulgarian Banks competitiveness: the case of Remote banking (2003). EconWPA / Finance

(8) RePEc:wpa:wuwpfi:0312008 Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach (2003). EconWPA / Finance

(9) RePEc:wpa:wuwpfi:0312009 Credit Risk Modeling and the Term Structure of Credit Spreads (2003). EconWPA / Finance

(10) RePEc:wpa:wuwpfi:0312012 Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange (2003). EconWPA / Finance

Latest citations received in: 2002

(1) RePEc:cpr:ceprdp:3676 Liquidity Supply and Demand in Limit Order Markets (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:wpa:wuwpem:0201003 Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First? (2002). EconWPA / Econometrics

(3) RePEc:wpa:wuwpfi:0207010 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives (2002). EconWPA / Finance

(4) RePEc:wpa:wuwpfi:0207011 Time-Changed Levy Processes and Option Pricing (2002). EconWPA / Finance

(5) RePEc:wpa:wuwpfi:0207012 The Finite Moment Log Stable Process and Option Pricing (2002). EconWPA / Finance

(6) RePEc:wpa:wuwpfi:0207013 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? (2002). EconWPA / Finance

(7) RePEc:wpa:wuwpfi:0207014 Design and Estimation of Quadratic Term Structure Models (2002). EconWPA / Finance

(8) RePEc:wpa:wuwpfi:0207015 Asset Pricing Under The Quadratic Class (2002). EconWPA / Finance

Latest citations received in: 2001

(1) RePEc:dgr:eureri:2001117 Testing for Stochastic Dominance with Diversification Possibilities (2001). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(2) RePEc:rif:dpaper:781 Exiting Venture Capital Investments: Lessons from Finland (2001). The Research Institute of the Finnish Economy / Discussion Papers

(3) RePEc:wdi:papers:2001-416 Data Watch: Research Data from Transition Economies (2001). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(4) RePEc:wpa:wuwpdc:0108001 Microenterprise in the First and Third Worlds (2001). EconWPA / Development and Comp Systems

(5) RePEc:wpa:wuwpfi:0105003 Tradable Schemes (2001). EconWPA / Finance

Latest citations received in: 2000

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.