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Finance Lab Working Papers / Finance Lab, Insper Instituto de Ensino e Pesquisa


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Impact Factor

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5-Years IF

4

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.2266300 (%)0.13
19990.2812189661 (11.1%)0.16
20000.371634418181 (25%)0.14
20010.040.360.0394310.024281341 (%)0.17
20020.3744720.042543 (%)0.18
20030.230.40.091158150.26601334743 (5%)100.910.19
20040.40.420.13137190.1316156527 (%)20.150.19
20050.380.430.177190.13249539 (%)0.21
20060.450.4171150.21133715 (%)0.2
20070.390.2971100.140288 (%)0.17
20080.390.257180.110246 (%)0.17
20090.377150.07013 (%)0.18
20100.337140.0600 (%)0.15
20110.417150.0700 (%)0.2
20120.467140.0600 (%)0.21
20130.57120.0300 (%)0.21
20140.547120.0300 (%)0.26
20150.67150.0700 (%)0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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: 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
12003Generalized Hyperbolic Distributions and Brazilian Data. (2003). Fajardo, José ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_57.

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37
22004Endogenous Collateral. (2004). Pascoa, Mario ; Fajardo, José ; Araujo, Aloisio ; Araujo, Aloisio., ; Pascoa. M. R., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_68.

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10
32003Small Sample Properties of GARCH Estimates and Persistence. (2003). Valls Pereira, Pedro ; Hwang, Soosung. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_48.

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10
42003Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations. (2003). ORNELAS, JOSE ; Fajardo, José ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_58.

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4
51999Alternative Models to extract asset volatility: a comparative study. (1999). Valls Pereira, Pedro ; Hotta, Luiz ; Souza, L. A. R., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_14.

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4
61999Índice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de Ações Brasileiros. (1999). Varga, Gyorgy. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_12.

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3
72001A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; FLoRES, R.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_37.

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3
82004How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations. (2004). Valls Pereira, Pedro. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_59.

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2
92000Estimativas de Custos de Negociação no Mercado a Vista de Ações. (2000). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_28.

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2
102004A Escolha da Estrutura de Capital sob Fraca Garantia Legal: o caso do Brasil. (2004). Brito, Ricardo ; Lima, Monica R.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_66.

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2
112003Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate. (2003). Laurini, Márcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_51.

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2
122003Long Memory int the R$/US$ Exchange Rate: A Robust Analysis. (2003). Laurini, Márcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_50.

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2
132003Goodness-of-fit Tests focus on VaR Estimation. (2003). ORNELAS, JOSE ; Fajardo, José ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_55.

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2
142003Evaluating an Alternative Risk Preference in Affine Term Structure Models. (2003). Duarte, Jefferson., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_49.

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2
151998Identificação de indicadores contábeis significativos para previsão de concordata de empresas. (1998). Sanvicente, Antonio ; Minardi, A. M. A. F, ; Sanvicente, A. Z, . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_3.

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2
162003Put-Call Duality and Symmetry. (2003). Fajardo, José ; Mordecki, Ernesto. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_54.

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2
172003Volatility Estimation and Option Pricing with Fractional Brownian Motion. (2003). Fajardo, José ; Cajueiro, Daniel. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_53.

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1
182001Captação de recursos por fundos de investimento e mercado de ações. (2001). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_39.

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1
192000Switching Regimes Models for financial time series: an empirical study for trading rules. (2000). Valls Pereira, Pedro ; Almeida, N.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_21.

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1
202004Testando as Previsões de Trade-off e Pecking Order sobre Dividendos e Dívida para o Brasil. (2004). Brito, Ricardo ; Julio Cesar G. da Silva, . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_65.

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1
211999Problemas de Estimação de Custo de Capital no Brasil. (1999). Sanvicente, Antonio ; Minardi, A. M. A. F., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_15.

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1
222004CAPM Usando uma Carteira Sintética do PIB Brasileiro. (2004). Fajardo, José ; Araújo, Eurilton ; Araujo, E. ; Tavani, L.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_63.

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1
232000Inflation, output and stock prices: evidence from Brazil. (2000). Sanvicente, Antonio ; Chatrath, A. ; Adrangi, B.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_34.

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1
241999Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index. (1999). Valls Pereira, Pedro ; Viera Neto, C. A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_8.

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1
251998A liquidez é Relevante no Mercado de Ações?. (1998). Sanvicente, Antonio ; Minardi A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_6.

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1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team