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Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

Citation Profile [Updated: 2025-01-21 17:37:07]
5 Years H Index
18
Impact Factor (IF)
0
5 Years IF
1
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
1990 0 0.11 6 0 1 1 6 6 6 2 2 0 0 0.05
1991 0.5 0.1 1.75 0.33 3 4 17 7 13 2 1 3 1 0 0 0.05
1992 0 0.11 0.5 0 2 6 22 3 16 4 6 0 0 0.06
1994 0 0.14 0.75 0 2 8 10 6 25 2 7 0 0 0.07
1995 1 0.22 1.44 0.63 1 9 0 12 38 2 2 8 5 0 0 0.09
1996 0 0.25 0.31 0 4 13 44 4 42 3 8 0 0 0.12
1997 0.4 0.24 0.67 0.22 2 15 13 10 52 5 2 9 2 0 0 0.11
1998 0.33 0.28 0.31 0.22 1 16 36 5 57 6 2 9 2 0 0 0.13
1999 0.67 0.31 0.68 0.5 3 19 66 12 70 3 2 10 5 1 8.3 1 0.33 0.15
2000 0.25 0.36 0.24 0.18 2 21 0 5 75 4 1 11 2 0 0 0.16
2001 0.4 0.39 0.29 0.25 3 24 21 7 82 5 2 12 3 0 0 0.17
2002 0.2 0.41 0.5 0.27 4 28 8 14 96 5 1 11 3 0 0 0.21
2003 0.14 0.44 0.52 0.15 3 31 33 14 112 7 1 13 2 0 0 0.22
2004 0 0.49 0.69 0.27 8 39 51 27 139 7 15 4 0 0 0.22
2005 0.18 0.51 0.62 0.25 8 47 37 29 168 11 2 20 5 0 2 0.25 0.24
2006 0.19 0.51 0.66 0.27 6 53 80 35 203 16 3 26 7 0 0 0.23
2007 0.29 0.46 0.5 0.24 11 64 37 31 235 14 4 29 7 0 2 0.18 0.2
2008 0.35 0.49 0.74 0.31 5 69 2 50 286 17 6 36 11 0 0 0.23
2009 0.13 0.48 0.66 0.39 10 79 9 51 338 16 2 38 15 0 0 0.24
2010 0 0.48 0.54 0.2 8 87 190 46 385 15 40 8 0 2 0.25 0.21
2011 0.17 0.52 0.64 0.35 8 95 34 60 446 18 3 40 14 0 2 0.25 0.24
2012 0.44 0.52 0.74 0.31 4 99 20 73 519 16 7 42 13 0 0 0.22
2013 0.58 0.56 0.54 0.29 10 109 112 59 578 12 7 35 10 0 1 0.1 0.24
2014 0.21 0.55 0.45 0.33 9 118 13 52 631 14 3 40 13 0 0 0.23
2015 0.79 0.55 0.57 0.69 11 129 44 72 705 19 15 39 27 0 2 0.18 0.23
2016 0.35 0.52 0.59 0.69 6 135 8 77 785 20 7 42 29 0 0 0.21
2017 0.47 0.54 0.65 0.55 3 138 36 90 875 17 8 40 22 0 2 0.67 0.22
2018 0.22 0.55 0.6 0.36 1 139 7 80 958 9 2 39 14 0 0 0.23
2019 1.5 0.56 0.7 0.67 3 142 45 100 1058 4 6 30 20 0 1 0.33 0.23
2020 3.5 0.67 0.65 1.04 6 148 39 96 1154 4 14 24 25 0 3 0.5 0.32
2021 1.33 0.79 0.57 0.89 4 152 0 87 1241 9 12 19 17 0 0 0.29
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
11983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

269
22010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

152
32013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

62
42006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

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62
51998Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1.

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37
61999Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2.

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35
72013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

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34
81999The value of dividends: Evidence from cum-dividend trading in the ex-dividend period. (1999). Walker, Scott ; Partington, Graham. In: Published Paper Series. RePEc:uts:ppaper:1999-1.

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31
92013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

30
102017Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1.

Full description at Econpapers || Download paper

29
112019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

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29
122003The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2003-1.

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26
132020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

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22
141996On effects of discretization on estimators of drift parameters for diffusion processes. (1996). Platen, Eckhard ; Sorensen, M ; Schurz, H ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1996-2.

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21
152004Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1.

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21
162004Forecasting retail portfolio credit risk. (2004). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2004:1.

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20
171996Principles for modelling financial markets. (1996). Platen, Eckhard ; Rebolledo, Rolando . In: Published Paper Series. RePEc:uts:ppaper:1996-3.

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20
181992Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1.

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18
192007Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-1.

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18
202011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1.

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16
212007Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:1:y:2007:i:1:p:55-75.

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16
222005A multi-factor approach for systematic default and recovery risk. (2005). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2005-1.

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16
232011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144.

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16
241988Time Discrete Taylor Approximations for Ito Processes with Jump Component. (1988). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1988-1.

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15
251997The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1.

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14
261997The holiday anomaly: An investigation of firm size versus share price effects. (1997). Brockman, Paul ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:y:1997:1.

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14
272015Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3.

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13
282020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; Navone, Marco ; To, Thomas ; Hasan, Iftekhar. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

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12
292005The Role of Growth in Long Term Investment Returns. (2005). Broussard, John Paul ; Neely, Walter P ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105.

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12
302005The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3.

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12
312004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark . In: Published Paper Series. RePEc:uts:ppaper:2004-6.

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12
322010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2010:1.

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12
331991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3.

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12
342001Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging. (2001). Platen, Eckhard ; Schweizer, Martin ; Heath, David. In: Published Paper Series. RePEc:uts:ppaper:2001-3.

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12
352010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2010-1.

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12
362005A multi-factor approach for systematic default and recovery risk. (2005). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:15:y:2005:i:3:p:63-75.

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10
372007Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7.

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10
382012Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4.

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10
391994Stability of weak numerical schemes for stochastic differential equations. (1994). Platen, Eckhard ; Hofmann, N. In: Published Paper Series. RePEc:uts:ppaper:1994-1.

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10
402012The Determinants of the Convexity in the Flow-Performance Relationship. (2012). Navone, Marco ; Fu, Richard ; Pantos, Themis D ; Pagani, Marco. In: Published Paper Series. RePEc:uts:ppaper:2012-1.

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10
412010The Banking Relationships Role in the Choice of the Targets Advisor in Mergers and Acquisitions. (2010). Navone, Marco ; Forte, Gianfranco ; Iannotta, Giuliano. In: Published Paper Series. RePEc:uts:ppaper:2010-4.

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9
422019Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Maria, Adriana Ana ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2019-1.

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9
432001The prediction of earnings movements using accounting data: An update and extension of Ou and Penman. (2001). Hall, Anthony ; Bird, Ron ; Gerlach, Richard. In: Published Paper Series. RePEc:uts:ppaper:2001-2.

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9
442015Determining value in a complex service setting. (2015). Plewa, Carolin ; Michayluk, David ; Sweeney, Jillian C. In: Published Paper Series. RePEc:uts:ppaper:y:2015:1.

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8
452018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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8
461989A survey of numerical methods for stochastic differential equations. (1989). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1989-1.

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8
472004A class of complete benchmark models with intensity-based jumps. (2004). Platen, Eckhard. In: Published Paper Series. RePEc:uts:ppaper:2004-5.

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8
482003Economic implications of passive investing. (2003). Bird, Ron ; Woolley, Paul . In: Published Paper Series. RePEc:uts:ppaper:2003-2.

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8
492010Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA. (2010). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2010-2.

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8
502019Weak Tail Conditions for Local Martingales. (2019). Ruf, Johannes ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2019-2.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

23
22020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

Full description at Econpapers || Download paper

13
32019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

Full description at Econpapers || Download paper

10
42017Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1.

Full description at Econpapers || Download paper

8
52020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; Navone, Marco ; To, Thomas ; Hasan, Iftekhar. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

Full description at Econpapers || Download paper

7
62013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

6
71998Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1.

Full description at Econpapers || Download paper

4
82004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark . In: Published Paper Series. RePEc:uts:ppaper:2004-6.

Full description at Econpapers || Download paper

3
91983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

3
101991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3.

Full description at Econpapers || Download paper

3
112014Optimal prediction of the last-passage time of a transient diffusion. (2014). Glover, Kristoffer ; Hulley, Hardy . In: Published Paper Series. RePEc:uts:ppaper:2014-5.

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2
122015Determining value in a complex service setting. (2015). Plewa, Carolin ; Michayluk, David ; Sweeney, Jillian C. In: Published Paper Series. RePEc:uts:ppaper:y:2015:1.

Full description at Econpapers || Download paper

2
132006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

Full description at Econpapers || Download paper

2
142015Real-World Forward Rate Dynamics With Affine Realizations. (2015). Platen, Eckhard ; Tappe, Steffan. In: Published Paper Series. RePEc:uts:ppaper:2015-7.

Full description at Econpapers || Download paper

2
152011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1.

Full description at Econpapers || Download paper

2
162015Determining value in a complex service setting. (2015). Michayluk, David ; Sweeney, Jillian C ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:2015-1.

Full description at Econpapers || Download paper

2
172013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

2
182018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

Full description at Econpapers || Download paper

2
192013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

2
202011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144.

Full description at Econpapers || Download paper

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