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CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
19
Impact Factor (IF)
0.29
5 Years IF
0.23
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
2004 0 0.59 0.29 0 7 7 16 1 3 0 0 1 100 1 0.14 0.36
2005 0.14 0.61 0.32 0.14 15 22 43 7 10 7 1 7 1 0 6 0.4 0.35
2006 0.32 0.58 0.28 0.32 10 32 31 8 19 22 7 22 7 2 25 1 0.1 0.33
2007 0.36 0.51 0.3 0.38 15 47 370 14 33 25 9 32 12 3 21.4 2 0.13 0.29
2008 0.32 0.58 0.28 0.3 10 57 84 15 49 25 8 47 14 0 1 0.1 0.29
2009 0.64 0.58 0.29 0.37 28 85 374 25 74 25 16 57 21 1 4 3 0.11 0.33
2010 0.76 0.53 0.46 0.51 21 106 52 48 123 38 29 78 40 8 16.7 5 0.24 0.3
2011 0.67 0.61 0.53 0.63 25 131 156 69 192 49 33 84 53 9 13 3 0.12 0.37
2012 0.28 0.67 0.47 0.55 20 151 74 71 263 46 13 99 54 14 19.7 8 0.4 0.36
2013 0.47 0.65 0.56 0.56 20 171 82 91 359 45 21 104 58 15 16.5 10 0.5 0.34
2014 0.6 0.67 0.88 0.66 23 194 120 170 529 40 24 114 75 55 32.4 13 0.57 0.34
2015 0.74 0.65 0.91 0.47 28 222 91 203 732 43 32 109 51 117 57.6 54 1.93 0.36
2016 0.41 0.63 0.45 0.3 9 231 13 104 837 51 21 116 35 11 10.6 1 0.11 0.34
2017 0.24 0.61 0.5 0.25 7 238 17 116 955 37 9 100 25 25 21.6 0 0.34
2018 0.25 0.6 0.36 0.31 3 241 17 85 1041 16 4 87 27 2 2.4 3 1 0.34
2019 0.4 0.61 0.45 0.33 8 249 9 113 1154 10 4 70 23 12 10.6 1 0.13 0.35
2020 0.73 0.69 0.59 0.38 17 266 27 157 1311 11 8 55 21 34 21.7 7 0.41 0.73
2021 0.36 0.9 0.46 0.34 12 278 22 127 1438 25 9 44 15 10 7.9 2 0.17 0.37
2022 0.52 0.66 0.43 0.4 14 292 9 125 1563 29 15 47 19 22 17.6 0 0.21
2023 0.23 0.49 0.25 0.22 7 299 3 75 1638 26 6 54 12 1 1.3 0 0.16
2024 0.33 0.52 0.31 0.21 7 306 1 95 1733 21 7 58 12 8 8.4 1 0.14 0.2
2025 0.29 0.19 0.23 12 318 0 60 1793 14 4 57 13 3 5 0
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
12007The effect of socially responsible investing on portfolio performance. (2007). Osthoff, Peer ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

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302
22009Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

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203
32011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas. In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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98
42014Window dressing in mutual funds. (2014). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D.. In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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70
52008How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra. In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

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60
62012A matter of style: The causes and consequences of style drift in institutional portfolios. (2012). wermers, russell. In: CFR Working Papers. RePEc:zbw:cfrwps:1204.

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33
72013Which beta is best? On the information content of option-implied betas. (2013). Saning, Sven ; Baule, Rainer ; Korn, Olaf. In: CFR Working Papers. RePEc:zbw:cfrwps:1311.

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33
82013Managerial multitasking in the mutual fund industry. (2013). Agarwal, Vikas ; Ma, Linlin. In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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32
92013Seasonal asset allocation: Evidence from mutual fund flows. (2013). wermers, russell ; Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1309.

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32
102013Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2013). Korn, Olaf ; Brinkmann, Felix ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:1308.

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31
112009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Yadav, Pradeep K. ; Carline, Nicholas F.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

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31
122011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter. In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

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28
132012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). wermers, russell ; Yao, Tong ; Zhao, Jane. In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

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26
142007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra. In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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25
152009Do higher-moment equity risks explain hedge fund returns?. (2009). Agarwal, Vikas ; Huij, Joop ; Bakshi, Gurdip. In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

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24
162006Bond portfolio optimization: A risk-return approach. (2006). Korn, Olaf ; Koziol, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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24
172015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gunduz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia. In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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24
182009Time-varying credit risk and liquidity premia in bond and CDS markets. (2009). Buhler, Wolfgang ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0913.

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20
192014Runs on money market mutual funds. (2014). wermers, russell ; Schmidt, Lawrence ; Timmermann, Allan. In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

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19
202015Resiliency: A dynamic view of liquidity. (2015). Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:1504.

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19
212009The impact of iceberg orders in limit order books. (2009). Frey, Stefan ; Sands, Patrik. In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

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18
222009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; Beltran-Lopez, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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17
232013Market transparency and the marking precision of bond mutual fund managers. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J. ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1307.

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16
242015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503.

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14
252015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: CFR Working Papers. RePEc:zbw:cfrwps:1503r.

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13
262013Transatlantic systemic risk. (2013). Trapp, Monika ; Wewel, Claudio . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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13
272009False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). wermers, russell ; Scaillet, Olivier ; Barras, Laurent. In: CFR Working Papers. RePEc:zbw:cfrwps:0602.

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13
282005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis. (2005). wermers, russell ; Timmermann, Allan ; Kosowski, Robert ; White, Hal. In: CFR Working Papers. RePEc:zbw:cfrwps:0514.

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12
292009Trading the bond-CDS basis: The role of credit risk and liquidity. (2009). Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0916.

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12
302010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Fos, Vyacheslav ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

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12
312015Speed of information diffusion within fund families. (2015). Jaspersen, Stefan ; Cici, Gjergji ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:1502.

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11
322009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra. In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

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11
332008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?. (2008). Theissen, Erik ; Andres, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:0801.

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10
342007On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R.. In: CFR Working Papers. RePEc:zbw:cfrwps:0711.

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10
352015Speed of information diffusion within fund families. (2015). Jaspersen, Stefan ; Cici, Gjergji ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:1502r.

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10
362007Analyst recommendations, mutual fund herding, and overreaction in stock prices. (2007). wermers, russell ; Brown, Nerissa C. ; WEI, KELSEY D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0708.

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10
372016Spoilt for choice: Order routing decisions in fragmented equity markets. (2016). Theissen, Erik ; Gomber, Peter ; Weber, Moritz Christian ; Westheide, Christian ; Sagade, Satchit. In: CFR Working Papers. RePEc:zbw:cfrwps:1604.

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9
382015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

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9
392021Till death (or divorce) do us part: Early-life family disruption and investment behavior. (2021). Rau, Raghavendra ; Limbach, Peter ; Schurmann, Henrik ; Betzer, Andre. In: CFR Working Papers. RePEc:zbw:cfrwps:1901.

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9
402015Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian. In: CFR Working Papers. RePEc:zbw:cfrwps:1507.

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9
412018Holding Horizon: A New Measure of Active Investment Management. (2018). wermers, russell ; Moneta, Fabio ; Lan, Chunhua. In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

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9
422015Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Gibson, Scott ; Cici, Gjergji ; Rosenfeld, Claire . In: CFR Working Papers. RePEc:zbw:cfrwps:1601.

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9
432010Sturm und Drang in money market funds: When money market funds cease to be narrow. (2010). Wedow, Michael ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1016.

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8
442007The impact of work group diversity on performance: Large sample evidence from the mutual fund industry. (2007). Ruenzi, Stefan ; Bar, Michaela ; Niessen, Alexandra. In: CFR Working Papers. RePEc:zbw:cfrwps:0716.

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8
452009Cross-sectional analysis of risk-neutral skewness. (2009). Zhang, Yuanyuan ; Taylor, Stephen J. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0911.

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8
462017Do connections with buy-side analysts inform sell-side analyst research?. (2017). Yang, Yanhua Sunny ; Shane, Philip B ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1704.

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8
472010Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Tang, Yuehua ; Jiang, Wei ; Agarwal, Vikas ; Yang, Baozhong. In: CFR Working Papers. RePEc:zbw:cfrwps:1009.

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8
482017Explaining and benchmarking corporate bond returns. (2017). Gibson, Scott ; Moussawi, Rabih ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1703.

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8
492012Runs on money market mutual funds. (2012). wermers, russell. In: CFR Working Papers. RePEc:zbw:cfrwps:1205.

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8
502018Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing. (2018). Theissen, Erik ; Rischen, Tobias. In: CFR Working Papers. RePEc:zbw:cfrwps:1803.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007The effect of socially responsible investing on portfolio performance. (2007). Osthoff, Peer ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

Full description at Econpapers || Download paper

42
22009Role of managerial incentives and discretion in hedge fund performance. (2009). Agarwal, Vikas ; Daniel, Naveen D. ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

Full description at Econpapers || Download paper

17
32014Window dressing in mutual funds. (2014). Agarwal, Vikas ; Ling, Leng ; Gay, Gerald D.. In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

Full description at Econpapers || Download paper

15
42012A matter of style: The causes and consequences of style drift in institutional portfolios. (2012). wermers, russell. In: CFR Working Papers. RePEc:zbw:cfrwps:1204.

Full description at Econpapers || Download paper

9
52021Till death (or divorce) do us part: Early-life family disruption and investment behavior. (2021). Rau, Raghavendra ; Limbach, Peter ; Schurmann, Henrik ; Betzer, Andre. In: CFR Working Papers. RePEc:zbw:cfrwps:1901.

Full description at Econpapers || Download paper

6
62009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Yadav, Pradeep K. ; Carline, Nicholas F.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

Full description at Econpapers || Download paper

5
72008How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra. In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

Full description at Econpapers || Download paper

4
82012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). wermers, russell ; Yao, Tong ; Zhao, Jane. In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

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3
92013Institutional investment and intermediation in the hedge fund industry. (2013). Ray, Sugata ; Nada, Vikram ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1303.

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3
102023ESG criteria and the credit risk of corporate bond portfolios. (2023). Bauckloh, Michael Tobias ; Dumrose, Maurice ; Klein, Christian ; Hock, Andre. In: CFR Working Papers. RePEc:zbw:cfrwps:2303.

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3
112009Do higher-moment equity risks explain hedge fund returns?. (2009). Agarwal, Vikas ; Huij, Joop ; Bakshi, Gurdip. In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

Full description at Econpapers || Download paper

3
122015Resiliency: A dynamic view of liquidity. (2015). Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:1504.

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2
132022Under pressure: The link between mandatory climate reporting and firms carbon performance. (2022). Pioch, Thomas ; Bauckloh, Michael Tobias ; Schiemann, Frank ; Klein, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:2201.

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2
142008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?. (2008). Theissen, Erik ; Andres, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:0801.

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2
152024Inside the blackbox of firm environmental efforts: Evidence from emissions reduction initiatives. (2024). Limbach, Peter ; Wolff, Michael ; Achilles, Catrina ; Yoon, Aaron. In: CFR Working Papers. RePEc:zbw:cfrwps:300682.

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2
162006Bond portfolio optimization: A risk-return approach. (2006). Korn, Olaf ; Koziol, Christian. In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

Full description at Econpapers || Download paper

2
172015Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Gibson, Scott ; Cici, Gjergji ; Rosenfeld, Claire . In: CFR Working Papers. RePEc:zbw:cfrwps:1601.

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2
182015Government ownership, informed trading, and private information. (2015). Yadav, Pradeep K ; Borisova, Ginka . In: CFR Working Papers. RePEc:zbw:cfrwps:1513.

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2
192022Trust and monitoring. (2022). Goergen, Marc ; Lesmeister, Simon ; Limbach, Peter. In: CFR Working Papers. RePEc:zbw:cfrwps:1802.

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2
202011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter. In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

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2
Citing documents used to compute impact factor: 4
YearTitle
2025The myth of entrepreneurship as a tool: Reorienting business venturing as a goal in itself in a post-growth society. (2025). Naudé, Wim ; Mazzoni, Leonardo ; Innocenti, Niccol. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:23:y:2025:i:c:s2352673424000647.

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2025Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs. (2025). Mounir, Amine. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000303.

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2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

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2025Emissions restatements after the SECs request for public input on climate-related disclosures: Evidence from carbon disclosure project filings. (2025). Limbach, Peter ; Kchling, Gerrit ; Aobdia, Daniel ; Yoon, Aaron. In: CFR Working Papers. RePEc:zbw:cfrwps:333941.

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Recent citations
Recent citations received in 2024
YearCiting document
2024Assessing the costs of industrial decarbonization. (2024). Glenk, Gunther ; Maier, Rebecca ; Reichelstein, Stefan. In: ZEW Discussion Papers. RePEc:zbw:zewdip:312180.

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Recent citations received in 2023
YearCiting document

Recent citations received in 2022
YearCiting document