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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
11
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
1999 0 0.4 0 0 1 1 0 0 0 0 0 0 0.26
2000 0 0.55 0 0 16 17 14 0 1 1 0 0 0.25
2001 0.06 0.48 0.04 0.06 40 57 158 2 2 17 1 17 1 0 1 0.03 0.27
2002 0.04 0.55 0.03 0.04 23 80 125 2 4 56 2 57 2 0 0 0.31
2003 0.05 0.52 0.03 0.04 29 109 15 3 7 63 3 80 3 0 0 0.3
2004 0 0.59 0.03 0.04 21 130 3 4 11 52 109 4 0 0 0.36
2005 0.06 0.61 0.06 0.05 29 159 36 9 20 50 3 129 7 0 2 0.07 0.35
2006 0 0.58 0.04 0.05 23 182 10 8 28 50 142 7 0 0 0.33
2007 0 0.51 0.04 0.01 29 211 34 9 37 52 125 1 0 0 0.29
2008 0.02 0.58 0.03 0.02 41 252 65 7 44 52 1 131 3 0 0 0.29
2009 0.01 0.58 0.04 0.01 56 308 209 12 56 70 1 143 2 0 0 0.33
2010 0.01 0.53 0.02 0.01 4 312 0 6 62 97 1 178 1 0 0 0.3
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
12009How Active is Your Fund Manager? A New Measure That Predicts Performance. (2009). Cremers, Martijn ; Petajisto, Antti. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2370.

Full description at Econpapers || Download paper

131
22001What Makes Investors Trade?. (2001). Keloharju, Matti ; Grinblatt, Mark. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm146.

Full description at Econpapers || Download paper

125
32002A Review of IPO Activity, Pricing and Allocations. (2002). welch, ivo ; Ritter, Jay. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm258.

Full description at Econpapers || Download paper

112
42008How are Preferences Revealed?. (2008). Madrian, Brigitte ; Laibson, David ; Choi, James ; Beshears, John. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2466.

Full description at Econpapers || Download paper

41
52009Do Individual Investors Learn from Their Trading Experience?. (2009). Zhu, Ning ; Peng, Liang ; Nicolosi, Gina. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm439.

Full description at Econpapers || Download paper

29
62009Reinforcement Learning and Savings Behavior. (2009). Metrick, Andrew ; Madrian, Brigitte ; Laibson, David ; Choi, James. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2657.

Full description at Econpapers || Download paper

29
72008Natural Selection in Financial Markets: Does it Work?. (2008). Yan, Hongjun. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2648.

Full description at Econpapers || Download paper

20
82007Understanding Recent Trends in House Prices and Home Ownership. (2007). Shiller, Robert. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2557.

Full description at Econpapers || Download paper

16
92005Do Insider Trading Laws Work?. (2005). Bris, Arturo. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm162.

Full description at Econpapers || Download paper

16
102009Understanding Inflation-Indexed Bond Markets. (2009). Campbell, John ; Shiller, Robert ; Viceira, Luis. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2587.

Full description at Econpapers || Download paper

13
112005The Sarbanes-Oxley Act and the Making of Quack Corporate Governance. (2005). Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2653.

Full description at Econpapers || Download paper

11
122007Bonds or Loans? The Effect of Macroeconomic Fundamentals. (2007). Hale, Galina. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm343.

Full description at Econpapers || Download paper

10
132001The End Of History For Corporate Law. (2001). Kraakman, Reinier ; Hansmann, Henry. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm136.

Full description at Econpapers || Download paper

10
142002Event Studies and the Law - Part I: Technique and Corporate Litigation. (2002). Bhagat, Sanjai ; Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2475.

Full description at Econpapers || Download paper

9
152000Regulating Consumer Bankruptcy: A Theoretical Inquiry. (2000). Polak, Ben ; Adler, Barry ; Schwartz, Alan. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm128.

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7
162000Monthly Measurement of Daily Timers. (2000). Ivkovich, Zoran ; Goetzmann, William ; Ingersoll, Jonathan. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm88.

Full description at Econpapers || Download paper

7
172003The Truth about Privatization in Latin America. (2003). Chong, Alberto ; De, Florencio. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm436.

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7
182006The Joint Determination of Audit Fees, Non-Audit Fees, and Abnormal Accruals. (2006). Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi ; Gordon, Elizabeth. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2502.

Full description at Econpapers || Download paper

7
192002Event Studies and the Law: Part II - Empirical Studies of Corporate Law. (2002). Bhagat, Sanjai ; Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2453.

Full description at Econpapers || Download paper

6
202001Day Trading International Mutual Funds: Evidence And Policy Solutions. (2001). Ivkovich, Zoran ; Goetzmann, William ; Rouwenhorst, K. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm138.

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6
212001A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability. (2001). Goetzmann, William ; Ibbotson, Roger ; Peng, Liang. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm5.

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5
222001Distance, Language, and Culture Bias: The Role of Investor Sophistication. (2001). Keloharju, Matti ; Grinblatt, Mark. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm142.

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4
232005Behavioral Economics and Institutional Innovation. (2005). Shiller, Robert. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2564.

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4
242009Securitized Banking and the Run on Repo. (2009). Metrick, Andrew ; Gorton, Gary. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2358.

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4
252007Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets. (2007). Sunder, Shyam ; Hirota, Shin'Ichi. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2616.

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4
262007Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models. (2007). Shiller, Robert. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2436.

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3
272003Are Unmanaged Earnings Always Better for Shareholders?. (2003). Sunder, Shyam ; Glover, Jonathan ; Arya, Anil. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm295.

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3
282005History and the Equity Risk Premium. (2005). Goetzmann, William ; Ibbotson, Roger. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm448.

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3
292007College Football Rankings and Market Efficiency. (2007). Fair, Ray ; Oster, John. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2377.

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3
302003Courts: The Lex Mundi Project. (2003). Shleifer, Andrei ; Djankov, Simeon ; Porta, Rafael ; De, Florencio. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm277.

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3
312008Dynamic Competition, Innovation and Strategic Financing. (2008). Spiegel, Matthew ; Tookes, Heather. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2500.

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3
322009Heterogeneous Expectations and Bond Markets. (2009). Yan, Hongjun ; Xiong, Wei ; Financial, Review. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2614.

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2
332001The Need for Competition in International Securities Regulation. (2001). Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm214.

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2
342001Stock Valuation in Dynamic Economics. (2001). Chen, Zhiwu ; Bakshi, Gurdip. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm198.

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2
352009How Does Simplified Disclosure Affect Individuals Mutual Fund Choices?. (2009). Madrian, Brigitte ; Laibson, David ; Choi, James ; Beshears, John. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2547.

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2
362006The States as a Laboratory: Legal Innovation and State Competition for Corporate Charters. (2006). Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2625.

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2
372009Computing VAR and AVaR in Infinitely Divisible Distributions. (2009). Kim, Young ; Rachev, Svetlozar ; Bianchi, Michele ; Fabozzi, Frank. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2569.

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2
382002Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets. (2002). Sunder, Shyam. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm326.

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2
392005Facts and Fantasies about Commodity Futures. (2005). Rouwenhorst, K ; Gorton, Gary. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2619.

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2
402004Fibonacci and the Financial Revolution. (2004). Goetzmann, William. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm432.

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2
412009Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings. (2009). Vink, Dennis ; Fabozzi, Frank. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2493.

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1
422009Estimating Operational Risk for Hedge Funds: The ?-Score. (2009). Brown, Stephen ; Goetzmann, William ; Schwarz, Christopher ; Liang, Bing. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2559.

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1
432002Information Aggregation, Security Design, and Currency Swaps. (2002). Grinblatt, Mark ; Levine, David ; Chowdhry, Bhagwan. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm38.

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1
442008Estimating Exchange Rate Equations Using Estimated Expectations. (2008). Fair, Ray. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2499.

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1
452009The Market for CEO Talent: Implications for CEO Compensation. (2009). Grinstein, Yaniv ; Cremers, Martijn. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2385.

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1
462009The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation. (2009). Shiller, Robert ; Kamstra, Mark. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2418.

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1
472006Which Institutional Investors Monitor? Evidence from Acquisition Activity. (2006). Qiu, Lily. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2497.

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1
482004Markets as Artifacts: Aggregate Efficiency from Zero-Intelligence Traders. (2004). Sunder, Shyam. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm284.

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1
492001Financial Markets And The Allocation Of Capital. (2001). Wurgler, Jeffrey. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm123.

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1
502003Macroeconomic Factors and the Correlation of Stock and Bond Returns. (2003). Li, Lingfeng. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm328.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009How Active is Your Fund Manager? A New Measure That Predicts Performance. (2009). Cremers, Martijn ; Petajisto, Antti. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2370.

Full description at Econpapers || Download paper

56
22002A Review of IPO Activity, Pricing and Allocations. (2002). welch, ivo ; Ritter, Jay. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm258.

Full description at Econpapers || Download paper

50
32001What Makes Investors Trade?. (2001). Keloharju, Matti ; Grinblatt, Mark. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm146.

Full description at Econpapers || Download paper

32
42008How are Preferences Revealed?. (2008). Madrian, Brigitte ; Laibson, David ; Choi, James ; Beshears, John. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2466.

Full description at Econpapers || Download paper

12
52009Do Individual Investors Learn from Their Trading Experience?. (2009). Zhu, Ning ; Peng, Liang ; Nicolosi, Gina. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm439.

Full description at Econpapers || Download paper

11
62009Reinforcement Learning and Savings Behavior. (2009). Metrick, Andrew ; Madrian, Brigitte ; Laibson, David ; Choi, James. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2657.

Full description at Econpapers || Download paper

8
72008Natural Selection in Financial Markets: Does it Work?. (2008). Yan, Hongjun. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2648.

Full description at Econpapers || Download paper

8
82007Understanding Recent Trends in House Prices and Home Ownership. (2007). Shiller, Robert. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2557.

Full description at Econpapers || Download paper

8
92002Event Studies and the Law - Part I: Technique and Corporate Litigation. (2002). Bhagat, Sanjai ; Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2475.

Full description at Econpapers || Download paper

6
102009Understanding Inflation-Indexed Bond Markets. (2009). Campbell, John ; Shiller, Robert ; Viceira, Luis. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2587.

Full description at Econpapers || Download paper

5
112005Do Insider Trading Laws Work?. (2005). Bris, Arturo. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm162.

Full description at Econpapers || Download paper

4
122000Monthly Measurement of Daily Timers. (2000). Ivkovich, Zoran ; Goetzmann, William ; Ingersoll, Jonathan. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm88.

Full description at Econpapers || Download paper

4
132005Behavioral Economics and Institutional Innovation. (2005). Shiller, Robert. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2564.

Full description at Econpapers || Download paper

4
142001The End Of History For Corporate Law. (2001). Kraakman, Reinier ; Hansmann, Henry. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm136.

Full description at Econpapers || Download paper

4
152002Event Studies and the Law: Part II - Empirical Studies of Corporate Law. (2002). Bhagat, Sanjai ; Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2453.

Full description at Econpapers || Download paper

3
162001A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability. (2001). Goetzmann, William ; Ibbotson, Roger ; Peng, Liang. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm5.

Full description at Econpapers || Download paper

3
172005The Sarbanes-Oxley Act and the Making of Quack Corporate Governance. (2005). Romano, Roberta. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2653.

Full description at Econpapers || Download paper

3
182006The Joint Determination of Audit Fees, Non-Audit Fees, and Abnormal Accruals. (2006). Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi ; Gordon, Elizabeth. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2502.

Full description at Econpapers || Download paper

2
192007Bonds or Loans? The Effect of Macroeconomic Fundamentals. (2007). Hale, Galina. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm343.

Full description at Econpapers || Download paper

2
202007Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models. (2007). Shiller, Robert. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2436.

Full description at Econpapers || Download paper

2
212007Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets. (2007). Sunder, Shyam ; Hirota, Shin'Ichi. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:amz2616.

Full description at Econpapers || Download paper

2
222005History and the Equity Risk Premium. (2005). Goetzmann, William ; Ibbotson, Roger. In: Yale School of Management Working Papers. RePEc:ysm:wpaper:ysm448.

Full description at Econpapers || Download paper

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