Columbia - Center for Futures Markets / Columbia - Center for Futures Markets
[Raw
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[50 most relevant papers]
[cites used to compute IF]
[Recent
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series ] [more data in
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0.1 | 0.17 | 0.6 | 0.1 | 10 | 10 | 0 | 6 | 6 | 40 | 4 | 40 | 4 | 0 | 0 | 0.1 | ||
| 1991 | 0.15 | 0.15 | 0.37 | 0.12 | 9 | 19 | 3 | 7 | 13 | 33 | 5 | 50 | 6 | 0 | 0 | 0.1 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1989 | USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2. Full description at Econpapers || Download paper | 217 |
| 2 | 1989 | WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12. Full description at Econpapers || Download paper | 192 |
| 3 | 1989 | PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10. Full description at Econpapers || Download paper | 126 |
| 4 | 1989 | VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7. Full description at Econpapers || Download paper | 58 |
| 5 | 1989 | COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9. Full description at Econpapers || Download paper | 57 |
| 6 | 1989 | MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6. Full description at Econpapers || Download paper | 33 |
| 7 | 1988 | DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.. (1988). Waller, Mark ; Thompson, Sarahelen. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:172. Full description at Econpapers || Download paper | 26 |
| 8 | 1989 | STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4. Full description at Econpapers || Download paper | 21 |
| 9 | 1989 | COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8. Full description at Econpapers || Download paper | 17 |
| 10 | 1988 | TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.. (1988). Kamara, A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:169. Full description at Econpapers || Download paper | 15 |
| 11 | 1989 | COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3. Full description at Econpapers || Download paper | 13 |
| 12 | 1989 | NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES.. (1989). SAVIT, R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:184. Full description at Econpapers || Download paper | 12 |
| 13 | 1989 | FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188. Full description at Econpapers || Download paper | 8 |
| 14 | 1989 | MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:201. Full description at Econpapers || Download paper | 6 |
| 15 | 1988 | LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.. (1988). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:177. Full description at Econpapers || Download paper | 5 |
| 16 | 1988 | COMMODITY POOL PERFORMANCE:IS THE INFORMATION CONTAINED IN POOL PROSPECTUSES USEFUL?. (1988). Ma, C. ; EDWARDS, F. R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:csfm-166. Full description at Econpapers || Download paper | 4 |
| 17 | 1991 | Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures.. (1991). Kroner, K. F.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:220. Full description at Econpapers || Download paper | 2 |
| 18 | 1991 | The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.. (1991). Thompson, Sarahelen ; Liu, S. M.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:216. Full description at Econpapers || Download paper | 1 |
| 19 | 1989 | VALUATION OF SWAPS.. (1989). SUNDARESAN, S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:183. Full description at Econpapers || Download paper | 1 |
| 20 | 1991 | Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets. (1991). Domowitz, Ian. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:214. Full description at Econpapers || Download paper | 1 |
| 21 | 1989 | COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY.. (1989). HARDOUVELIS, GIKAS. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t5. Full description at Econpapers || Download paper | 1 |
| 22 | 1988 | FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.. (1988). MA, C. W.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:179. Full description at Econpapers || Download paper | 1 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1989 | USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2. Full description at Econpapers || Download paper | 25 |
| 2 | 1989 | WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12. Full description at Econpapers || Download paper | 18 |
| 3 | 1989 | VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7. Full description at Econpapers || Download paper | 8 |
| 4 | 1989 | COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9. Full description at Econpapers || Download paper | 7 |
| 5 | 1989 | PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10. Full description at Econpapers || Download paper | 7 |
| 6 | 1989 | COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3. Full description at Econpapers || Download paper | 6 |
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