Melbourne - Centre in Finance / Melbourne - Centre in Finance
Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
4
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 | |
| 1993 | 0 | 0.17 | 0 | 0 | 4 | 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1994 | 0 | 0.17 | 0 | 0 | 11 | 15 | 30 | 0 | 4 | 4 | 0 | 0 | 0.08 | |||||
| 1995 | 0.07 | 0.22 | 0.04 | 0.07 | 10 | 25 | 10 | 1 | 1 | 15 | 1 | 15 | 1 | 0 | 0 | 0.13 | ||
| 1996 | 0 | 0.25 | 0 | 0 | 10 | 35 | 1 | 1 | 21 | 25 | 0 | 0 | 0.14 | |||||
| 1997 | 0.1 | 0.28 | 0.2 | 0.2 | 10 | 45 | 13 | 9 | 10 | 20 | 2 | 35 | 7 | 0 | 0 | 0.15 | ||
| 1998 | 0.05 | 0.32 | 0.14 | 0.11 | 5 | 50 | 1 | 7 | 17 | 20 | 1 | 45 | 5 | 0 | 0 | 0.18 |
| 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 | 1994 | Beta Stability and Portfolio Formation.. (1994). faff, robert ; Brooks, Robert ; Lee, J. H. H., . In: Melbourne - Centre in Finance. RePEc:fth:melrfi:94-3. Full description at Econpapers || Download paper | 22 |
| 2 | An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience.. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-4. Full description at Econpapers || Download paper | 10 | |
| 3 | 1995 | Financial Market Deregulation and Bank Risk: Testing for Beta Instability.. (1995). faff, robert ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-3. Full description at Econpapers || Download paper | 9 |
| 4 | 1994 | Simultaneous Volatility Effects in Index Futures.. (1994). gannon, gerard. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:94-1. Full description at Econpapers || Download paper | 9 |
| 5 | 1997 | Modelling the Time-Varying Correlations Between National Stock Market Returns.. (1997). Mitchell, H. ; Ragunathan, V.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-7. Full description at Econpapers || Download paper | 3 |
| 6 | 1995 | Autocorrelations, Returns and Australian Financial Futures.. (1995). Brooks, Robert ; Michaelides, P.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:95-9. Full description at Econpapers || Download paper | 2 |
| 7 | 1996 | Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period.. (1996). faff, robert ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:96-10. Full description at Econpapers || Download paper | 2 |
| 8 | 1998 | Generalized Asymmetric Power ARCH Modeling of Exchange Rate Volatility.. (1998). Michell, H. ; McKenzie, M.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-2. Full description at Econpapers || Download paper | 1 |
| 9 | 1997 | The Right To Host The Olympic Games Should Be Auctioned To The Highest Bidder.. (1997). Stewart, M ; Wu, C-L, . In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-1. Full description at Econpapers || Download paper | 1 |
| 10 | 1998 | Hedging Operating Exposure Financially: The Effect of the Abandonment Option.. (1998). Aabo, T.. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:98-5. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1997 | An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience.. (1997). faff, robert ; Davidson, Sinclair ; Brooks, Robert. In: Melbourne - Centre in Finance. RePEc:fth:melrfi:97-4. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series