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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

5

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.2466300 (%)0.13
19990.3121815661 (6.7%)0.16
20000.371634518181 (20%)0.14
20010.070.370.0694320.054282342 (%)0.17
20020.3744720.042543 (%)0.18
20030.230.40.091158150.26611334743 (4.9%)100.910.19
20040.40.410.151371100.1418156528 (%)20.150.18
20050.380.430.1771100.14249539 (%)0.21
20060.440.4171150.21133715 (%)0.19
20070.370.2971100.140288 (%)0.17
20080.390.257180.110246 (%)0.17
20090.367150.07013 (%)0.17
20100.347150.0700 (%)0.15
20110.417150.0700 (%)0.2
20120.457150.0700 (%)0.21
20130.57120.0300 (%)0.2
20140.557120.0300 (%)0.25
20150.577150.0700 (%)0.26
20160.667130.0400 (%)0.34
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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11
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
41999Alternative 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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7
52003Analyzing 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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5
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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3
92004A 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
102003Markov 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
112003Long 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
122000Inflation, 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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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
141999Closed 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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2
151999Problemas 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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2
162003Evaluating 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
171998Identificação 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
182003Put-Call Duality and Symmetry. (2003). Fajardo, José ; Mordecki, Ernesto. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_54.

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2
192000Estimativas 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
202001Captação 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
212000Switching 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
222004Testando 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
231999Determinação do Custo de Capital do Acionista no Brasil. (1999). Sanvicente, Antonio ; Minardi, A.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_18.

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1
242004CAPM 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
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
262003Volatility 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

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


#YearTitleCited
11999Problemas 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.

Full description at Econpapers || Download paper

2
22004How 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.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

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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, 1st 2017. Contact: CitEc Team