Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
17
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
1994 0 0.17 0 0 1 1 44 0 0 0 0 0 0.08
1995 0 0.22 0 0 2 3 3 0 1 1 0 0 0.13
1996 0 0.25 0.4 0 2 5 17 1 2 3 3 1 100 1 0.5 0.14
1997 1 0.28 0.92 1.2 7 12 144 11 13 4 4 5 6 1 9.1 4 0.57 0.15
1998 1.11 0.32 0.9 1.08 8 20 153 18 31 9 10 12 13 5 27.8 3 0.38 0.18
1999 0.4 0.39 0.46 0.35 6 26 35 12 43 15 6 20 7 1 8.3 3 0.5 0.26
2000 0.5 0.54 0.59 0.52 8 34 155 19 63 14 7 25 13 5 26.3 2 0.25 0.25
2001 0.21 0.49 0.74 0.65 5 39 133 29 92 14 3 31 20 2 6.9 2 0.4 0.28
2002 0.38 0.54 0.43 0.47 7 46 232 20 112 13 5 34 16 5 25 1 0.14 0.31
2003 0.83 0.53 0.63 0.59 5 51 37 32 144 12 10 34 20 5 15.6 1 0.2 0.3
2004 0.83 0.6 0.89 0.77 4 55 33 49 193 12 10 31 24 4 8.2 0 0.36
2005 0.22 0.6 0.62 0.52 6 61 86 38 231 9 2 29 15 7 18.4 2 0.33 0.37
2006 0.5 0.59 0.63 0.56 1 62 10 39 270 10 5 27 15 2 5.1 0 0.34
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
12002Statistical properties of stock order books: empirical results and models. (2002). Potters, Marc ; Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0203511.

Full description at Econpapers || Download paper

158
22000Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500026.

Full description at Econpapers || Download paper

137
32001The leverage effect in financial markets: retarded volatility and market panic. (2001). Potters, Marc ; Matacz, Andrew ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0101120.

Full description at Econpapers || Download paper

101
41997Scaling in stock market data: stable laws and beyond. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9705087.

Full description at Econpapers || Download paper

79
51998A Langevin approach to stock market fluctuations and crashes. (1998). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500027.

Full description at Econpapers || Download paper

76
61994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes. (1994). Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500040.

Full description at Econpapers || Download paper

45
72005Financial Applications of Random Matrix Theory: Old Laces and New Pieces. (2005). Potters, Marc ; Bouchaud, Jean-Philippe ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500058.

Full description at Econpapers || Download paper

42
82002An introduction to statistical finance. (2002). Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:313238.

Full description at Econpapers || Download paper

39
92002More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0210710.

Full description at Econpapers || Download paper

38
102001More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:29960.

Full description at Econpapers || Download paper

35
111997Herd behavior and aggregate fluctuations in financial markets. (1997). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500028.

Full description at Econpapers || Download paper

33
122003Fluctuations and response in financial markets: the subtle nature of `random price changes. (2003). Potters, Marc ; Bouchaud, Jean-Philippe ; Gefen, Yuval ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0307332.

Full description at Econpapers || Download paper

33
131998Rational decisions, random matrices and spin glasses. (1998). Potters, Marc ; Galluccio, Stefano ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500054.

Full description at Econpapers || Download paper

30
141998Noise dressing of financial correlation matrices. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500051.

Full description at Econpapers || Download paper

27
152005Theory of collective opinion shifts: from smooth trends to abrupt swings. (2005). Bouchaud, Jean-Philippe ; Michard, Quentin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500060.

Full description at Econpapers || Download paper

22
162004Random walks, liquidity molasses and critical response in financial markets. (2004). Potters, Marc ; Bouchaud, Jean-Philippe ; Kockelkoren, Julien . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500063.

Full description at Econpapers || Download paper

21
172001Microscopic models for long ranged volatility correlations. (2001). Giardina, Irene ; Mezard, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500024.

Full description at Econpapers || Download paper

17
182005The Dynamics of Financial Markets -- Mandelbrots multifractal cascades, and beyond. (2005). Zumbach, Gilles ; Borland, Lisa ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500061.

Full description at Econpapers || Download paper

16
192002The skewed multifractal random walk with applications to option smiles. (2002). Pochard, Benoit ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0204047.

Full description at Econpapers || Download paper

13
201999Random matrix theory and financial correlations. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500053.

Full description at Econpapers || Download paper

12
211999Apparent multifractality in financial time series. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Meyer, Martin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9906347.

Full description at Econpapers || Download paper

12
221997Missing information and asset allocation. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Aguilar, Jean-Pierre. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500045.

Full description at Econpapers || Download paper

12
232006Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets. (2006). Potters, Marc ; Bouchaud, Jean-Philippe ; Vettorazzo, Michele ; Wyart, Matthieu ; Kockelkoren, Julien . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500067.

Full description at Econpapers || Download paper

11
242004Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization. (2004). Potters, Marc ; Kondor, Imre ; Pafka, Szilard . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500050.

Full description at Econpapers || Download paper

11
251997Phenomenology of the interest rate curve. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; El-Karoui, Nicole ; SAGNA, Nicolas. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500048.

Full description at Econpapers || Download paper

10
261999Random matrix theory. (1999). Potters, Marc ; Bouchaud, Jean-Philippe ; Cizeau, Pierre ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500052.

Full description at Econpapers || Download paper

10
271996Financial markets as adaptative systems. (1996). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500037.

Full description at Econpapers || Download paper

10
281998Taming large events: portfolio selection for strongly fluctuating assets. (1998). Walter, Christian ; Aguilar, Jean-Pierre ; Bouchaud, Jean-Philippe ; Sornette, Didier. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500044.

Full description at Econpapers || Download paper

9
291998Elements for a theory of financial risks. (1998). Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500042.

Full description at Econpapers || Download paper

9
302000Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500023.

Full description at Econpapers || Download paper

9
311996Comment on Turbulent cascades in foreign exchange markets. (1996). Potters, Marc ; Arneodo, Alain ; Cont, Rama ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois ; Sornette, Didier. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9607120.

Full description at Econpapers || Download paper

8
321997Financial modeling and option theory with the truncated Lévy process. (1997). Matacz, Andrew. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500035.

Full description at Econpapers || Download paper

8
331998Are financial crashes predictable?. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; Laloux, Laurent ; Aguilar, Jean-Pierre. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9804111.

Full description at Econpapers || Download paper

6
341997Option pricing in the presence of extreme fluctuations. (1997). Potters, Marc ; Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500038.

Full description at Econpapers || Download paper

5
351999An empirical investigation of the forward interest rate term structure. (1999). Matacz, Andrew ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500047.

Full description at Econpapers || Download paper

5
362002Bubbles, crashes and intermittency in agent based market models. (2002). Giardina, Irene ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500022.

Full description at Econpapers || Download paper

4
372000Path dependent option pricing: the path integral partial averaging method. (2000). Matacz, Andrew. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500034.

Full description at Econpapers || Download paper

4
382005Trend followers lose more often than they gain. (2005). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500065.

Full description at Econpapers || Download paper

4
391997Universality classes for extreme value statistics. (1997). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500043.

Full description at Econpapers || Download paper

4
402005On a multi-timescale statistical feedback model for volatility fluctuations. (2005). Bouchaud, Jean-Philippe ; Borland, Lisa . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500059.

Full description at Econpapers || Download paper

3
412000Hedged Monte-Carlo: low variance derivative pricing with objective probabilities. (2000). Potters, Marc ; Sestovic, Dragan ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500031.

Full description at Econpapers || Download paper

3
422003Comment on: Two-phase behaviour of financial markets. (2003). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:50002.

Full description at Econpapers || Download paper

3
432005Large dimension forecasting models and random singular value spectra. (2005). Potters, Marc ; Miceli, Augusta M. ; Laloux, Laurent ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500066.

Full description at Econpapers || Download paper

3
442000Hedging large risks reduces the transaction costs. (2000). Selmi, Farhat ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500033.

Full description at Econpapers || Download paper

2
451999Worst fluctuation method for fast value-at-risk estimates. (1999). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9909245.

Full description at Econpapers || Download paper

2
461995Stock market crashes, precursors and replicas. (1995). Johansen, Anders ; Bouchaud, Jean-Philippe ; Sornette, Didier. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500018.

Full description at Econpapers || Download paper

2
471995Real-world options: smile and residual risk. (1995). Iori, Giulia ; Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500039.

Full description at Econpapers || Download paper

2
481998Strings Attached. (1998). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama ; El-Karoui, Nicole ; SAGNA, Nicolas. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500049.

Full description at Econpapers || Download paper

2
492003Multiple time scales in volatility and leverage correlation: A stochastic volatility model. (2003). Perelló, Josep ; Masoliver, Jaume ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:50001.

Full description at Econpapers || Download paper

1
502002Statistical models for company growth. (2002). Bouchaud, Jean-Philippe ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500021.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Statistical properties of stock order books: empirical results and models. (2002). Potters, Marc ; Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0203511.

Full description at Econpapers || Download paper

20
22003Fluctuations and response in financial markets: the subtle nature of `random price changes. (2003). Potters, Marc ; Bouchaud, Jean-Philippe ; Gefen, Yuval ; Wyart, Matthieu . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0307332.

Full description at Econpapers || Download paper

15
32001The leverage effect in financial markets: retarded volatility and market panic. (2001). Potters, Marc ; Matacz, Andrew ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0101120.

Full description at Econpapers || Download paper

11
42000Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500026.

Full description at Econpapers || Download paper

6
52005Theory of collective opinion shifts: from smooth trends to abrupt swings. (2005). Bouchaud, Jean-Philippe ; Michard, Quentin. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500060.

Full description at Econpapers || Download paper

5
61998A Langevin approach to stock market fluctuations and crashes. (1998). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500027.

Full description at Econpapers || Download paper

5
71997Scaling in stock market data: stable laws and beyond. (1997). Potters, Marc ; Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:9705087.

Full description at Econpapers || Download paper

5
82002More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0210710.

Full description at Econpapers || Download paper

4
92001More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:29960.

Full description at Econpapers || Download paper

4
102005Financial Applications of Random Matrix Theory: Old Laces and New Pieces. (2005). Potters, Marc ; Bouchaud, Jean-Philippe ; Laloux, Laurent. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500058.

Full description at Econpapers || Download paper

4
111994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes. (1994). Sornette, Didier ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500040.

Full description at Econpapers || Download paper

3
122004Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization. (2004). Potters, Marc ; Kondor, Imre ; Pafka, Szilard . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500050.

Full description at Econpapers || Download paper

3
132002The skewed multifractal random walk with applications to option smiles. (2002). Pochard, Benoit ; Bouchaud, Jean-Philippe. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:0204047.

Full description at Econpapers || Download paper

3
141997Universality classes for extreme value statistics. (1997). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500043.

Full description at Econpapers || Download paper

2
151997Herd behavior and aggregate fluctuations in financial markets. (1997). Bouchaud, Jean-Philippe ; Cont, Rama. In: Science & Finance (CFM) working paper archive. RePEc:sfi:sfiwpa:500028.

Full description at Econpapers || Download paper

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