Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
5
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2005 | 0 | 0.6 | 0.43 | 0 | 7 | 7 | 24 | 3 | 3 | 0 | 0 | 0 | 3 | 0.43 | 0.36 | |||
| 2006 | 0 | 0.59 | 0.14 | 0 | 7 | 14 | 14 | 2 | 5 | 7 | 7 | 2 | 100 | 2 | 0.29 | 0.34 | ||
| 2007 | 0.57 | 0.52 | 0.63 | 0.57 | 2 | 16 | 1 | 10 | 15 | 14 | 8 | 14 | 8 | 4 | 40 | 0 | 0.29 | |
| 2008 | 0.22 | 0.59 | 1.29 | 0.31 | 8 | 24 | 2 | 31 | 46 | 9 | 2 | 16 | 5 | 28 | 90.3 | 6 | 0.75 | 0.29 |
| 2009 | 0 | 0.58 | 0.07 | 0.08 | 5 | 29 | 26 | 2 | 48 | 10 | 24 | 2 | 0 | 0 | 0.33 |
| 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 | 2009 | Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03. Full description at Econpapers || Download paper | 14 |
| 2 | 2006 | Debt and Taxes: Evidence from bank-financed unlisted firms. (2006). Bartholdy, Jan ; Mateus, Cesario. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-02. Full description at Econpapers || Download paper | 12 |
| 3 | 2005 | Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01. Full description at Econpapers || Download paper | 12 |
| 4 | 2009 | The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. (2009). Tsiaras, Leonidas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-02. Full description at Econpapers || Download paper | 8 |
| 5 | 2005 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-05. Full description at Econpapers || Download paper | 6 |
| 6 | 2006 | The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application. (2006). Hog, Espen P. ; Frederiksen, Per H.. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-01. Full description at Econpapers || Download paper | 5 |
| 7 | 2006 | Dispersed Trading and the Prevention of Market Failure: The Case of the Copenhagen Stock Exchange. (2006). Tanggaard, Carsten ; Yu, Wei ; Porter, David C. ; Weaver, Daniel G.. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-97. Full description at Econpapers || Download paper | 5 |
| 8 | 2005 | Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-03. Full description at Econpapers || Download paper | 4 |
| 9 | 2005 | Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Rangvid, Jesper ; Joensen, Juanna Schroter. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-02. Full description at Econpapers || Download paper | 4 |
| 10 | 2009 | Investment Timing, Liquidity, and Agency Costs of Debt. (2009). Hirth, Stefan ; Uhrig-Homburg, Marliese. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-04. Full description at Econpapers || Download paper | 4 |
| 11 | 2005 | Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2004-01. Full description at Econpapers || Download paper | 3 |
| 12 | 2008 | Investment decisions with benefits of control. (2008). Poulsen, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-02. Full description at Econpapers || Download paper | 2 |
| 13 | 2006 | Improving the asset pricing ability of the Consumption-Capital Asset Pricing Model?. (2006). Rasmussen, Anne-Sofie Reng. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-04. Full description at Econpapers || Download paper | 2 |
| 14 | 2005 | GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing. (2005). Willemann, Soren . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-04. Full description at Econpapers || Download paper | 2 |
| 15 | 2008 | Pricing of Traffic Light Options and other Correlation Derivatives. (2008). Kokholm, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-01. Full description at Econpapers || Download paper | 2 |
| 16 | 2006 | Conducting event studies on a small stock exchange. (2006). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-03. Full description at Econpapers || Download paper | 2 |
| 17 | 2007 | Lapse Rate Modeling: A Rational Expectation Approach. (2007). de Giovanni, Domenico. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-03. Full description at Econpapers || Download paper | 2 |
| 18 | 2007 | Pricing the Option to Surrender in Incomplete Markets. (2007). Consiglio, Andrea ; de Giovanni, Domenico. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-02. Full description at Econpapers || Download paper | 2 |
| 19 | 2008 | Private benefits in corporate control transactions. (2008). Poulsen, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-03. Full description at Econpapers || Download paper | 2 |
| 20 | 2008 | Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). MÃÆøller, Stig ; Moller, Stig Vinther . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-04. Full description at Econpapers || Download paper | 1 |
| 21 | 2009 | A Consistent Pricing Model for Index Options and Volatility Derivatives. (2009). Cont, Rama ; Kokholm, Thomas. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-05. 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 | 2005 | Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series