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Citation Profile [Updated: 2021-10-07 07:43:44]
5 Years H
4
Impact Factor
0
5 Years IF
0.13
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 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 7 0 0 0 0 0.19
2003 0 0.4 0.6 0 10 10 22 6 13 0 0 0 6 0.6 0.19
2004 0.3 0.45 0.15 0.3 10 20 0 3 16 10 3 10 3 0 0 0.2
2005 0 0.46 0 0 10 30 5 16 20 20 0 0 0.21
2006 0 0.46 0.1 0.13 10 40 2 4 20 20 30 4 0 0 0.21
2007 0 0.42 0.02 0.03 10 50 5 1 21 20 40 1 0 0 0.18
2008 0 0.44 0 0 16 66 0 21 20 50 0 0 0.2
2009 0 0.43 0.01 0 22 88 6 1 22 26 56 0 0 0.21
2010 0 0.43 0.01 0 24 112 9 1 23 38 68 0 0 0.18
2011 0.04 0.45 0.02 0.04 28 140 6 3 26 46 2 82 3 1 33.3 0 0.2
2012 0.04 0.45 0.02 0.03 24 164 2 4 30 52 2 100 3 1 25 0 0.19
2013 0 0.51 0.01 0.02 22 186 17 2 32 52 114 2 0 0 0.21
2014 0 0.52 0.01 0.01 22 208 2 2 34 46 120 1 1 50 0 0.2
2015 0.02 0.51 0.01 0.01 21 229 6 2 36 44 1 120 1 1 50 0 0.2
2016 0.05 0.51 0.04 0.04 11 240 2 9 45 43 2 117 5 0 0 0.18
2017 0 0.52 0.03 0.03 0 240 0 8 53 32 100 3 0 0 0.19
2018 0.09 0.56 0.09 0.13 0 240 0 21 74 11 1 76 10 0 0 0.22
2019 0 0.62 0.03 0 0 240 0 6 80 0 54 0 0 0.22
2020 0 0.86 0.05 0.13 0 240 0 13 93 0 32 4 0 0 0.34
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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
12003Decentralized Portfolio Management. (2003). Tabak, Benjamin ; COUTINHO, PAULO. In: Brazilian Review of Finance. RePEc:brf:journl:v:1:y:2003:i:2:p:243-270.

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21
22013Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. (2013). Moura, Gulherme Valle ; Caldeira, Joo Frois . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:49-80.

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12
32010The Out-of-Sample Performance of Robust Portfolio Optimization. (2010). Santos, Andre ; Portela, Andre Alves . In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:2:p:141-166.

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4
42015One Decade of Evolution of Corporate Governance Practices in Brazil. (2015). Carvalhal, Andre L ; Iervolino, Ana Paula ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:134-161.

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4
52005Corporate Governance Index, Firm Valuation and Performance in Brazil. (2005). Carvalhal, Andre Luiz ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:1:p:1-18.

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4
62011Small Worlds and Board Interlocking in Brazil: A Longitudinal Study of Corporate Networks, 1997-2007. (2011). Mendes-Da-Silva, Wesley. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:465-492.

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3
72010Pricing Asian Interest Rate Options with a Three-Factor HJM Model. (2010). Lion, Octavio Bessada ; Barbedo, Claudio Henrique ; Machado, Jose Valentim. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:1:p:9-23.

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3
82015Is the Brazilian saving enough to retire?. (2015). , Paulo ; Brito, Ricardo D. In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:1-39.

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3
92006Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach. (2006). Souza, Leonardo ; Medeiros, Marcelo ; Carvalho, Marcelo ; Aurelio, Marco . In: Brazilian Review of Finance. RePEc:brf:journl:v:4:y:2006:i:1:p:55-77.

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3
102009The Corporate Governance of Privately Controlled Brazilian Firms. (2009). Black, Bernard ; Rica, E ; de Carvalho, Antonio Gledson. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:4:p:385-428.

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3
112010Wavelet Smoothed Empirical Copula Estimators. (2010). Simon, Jose Carlos ; Chiann, Chang ; de Castro, Clelia Maria ; Morettin, Pedro Alberto . In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:3:p:263-281.

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3
122007On the Statistical Validation of Technical Analysis. (2007). Atherino, Rodrigo ; Pizzinga, Adrian ; Lorenzoni, Giuliano ; Freire, Rosane Riera ; Fernandes, Cristiano . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:1:p:3-28.

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2
132013The Informational Content of Credit Ratings in Brazil: An Event Study. (2013). de Souza, Flavia Cruz ; Borba, Jose Alonso ; Murcia, Fernando Dal-Ri . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:4:p:503-526.

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2
142003Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin ; de Andrade, Sandro Canesso . In: Brazilian Review of Finance. RePEc:brf:journl:v:1:y:2003:i:1:p:19-43.

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2
152011Giving Flexibility to the Nelson-Siegel Class of Term Structure Models. (2011). De Rezende, Rafael. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:1:p:27-49.

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2
162005A Real Option Model with Uncertain, Sequential Investment and with Time to Build. (2005). da Silva, Marcos Eugenio ; Martins, Guilherme B. In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:2:p:141-172.

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2
172016The Cross-Section of Expected Stock Returns in Brazil. (2016). de Oliveira, Ricardo Dias ; Varga, Gyorgy . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:2:p:151-187.

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2
182007Board interlocking in Brazil: Director participation in multiple companies and its effect on the value of firms. (2007). Santos, Rafael Liza ; di Miceli, Alexandre. In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:2:p:125-163.

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2
192009Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences. (2009). Procianoy, Jairo Laser ; Verdi, Rodrigo . In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:1:p:107-136.

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2
202016Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios. (2016). Campani, Carlos Heitor ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:1:p:45-64.

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1
212012A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. (2012). MacIel, Leandro. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:3:p:337-367.

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1
222014Index Tracking with Control on the Number of Assets. (2014). Sant, Leonardo Riegel ; Borenstein, Denis ; Filomena, Tiago Pascoal . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:1:p:89-119.

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1
232004Determining an Efficient Frontier in a Stochastic Moment Setting. (2004). Niederhauser, Beat Matthias ; Zimmer, Christian Johannes . In: Brazilian Review of Finance. RePEc:brf:journl:v:2:y:2004:i:1:p:91-116.

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1
242009The Effect of Institutions on the External Financing of The Brazilian Firms. (2009). de Carvalho, Antonio Gledson. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:1:p:1-27.

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1
252013The probability of informed trading in the Brazilian stock market. (2013). Paulo, Edilson ; Martins, Orleans Silva . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:249-280.

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1
262007Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil. (2007). Tabak, Benjamin ; Chang, Eui Jung ; Abe, Marcos Massaki . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:1:p:29-39.

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1
272012Country Factors and Dynamic Capital Structure in Latin American Firms. (2012). Bogea, Leonel Rodrigues ; Lora, Mayra Ivanoff ; Sheng, Hsia Hua. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:2:p:267-284.

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1
282008The Influence of Corporate Relationships Networks on the Performance of Firms in the Novo Mercado of BOVESPA. (2008). Mendes-Da-Silva, Wesley ; Martelanc, Roy ; Rossoni, Luciano ; Martin, Diogenes Leiva . In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:3:p:337-358.

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1
292013Inter-temporal CAPM: an empirical test with Brazilian market data. (2013). Sanvicente, Antonio ; Martins, Sergio Ricardo ; Bortoluzzo, Adriana Bruscato ; Machado, Octavio Portolano . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:149-180.

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1
302011Cost of Capital when Dividends are Deductible. (2011). Velez-Pareja, Ignacio ; Franco, Julian Benavides . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:3:p:309-334.

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1
312013Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market. (2013). Perlin, Marcelo ; Mastella, Mauro ; Victor, Fernanda Gomes . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:3:p:375-398.

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1
322007The Use of Currency Derivatives by Brazilian Companies: An Empirical Investigation. (2007). Rossi, Jose Luiz . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:2:p:205-232.

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1
332014Opening or not capital in Brazil: an practice analysis of perception of financial executives. (2014). Steffen, Helen Cristina ; Mesquita, Francisco Antonio . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:4:p:597-642.

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1
342009The Influence of Emotions on the Endowment Effect. (2009). Dias, Paulo Tavares ; Vilas, Otacilio Torres ; de Souza, Flavia. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:2:p:196-213.

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1
352013Credit Rating and Capital Structure: Evidence from Latin America. (2013). Mendes-Da-Silva, Wesley ; Neder, Henrique Dantas ; Rogers, Dany . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:3:p:311-341.

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1
362012Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach. (2012). Ceretta, Paulo Sergio ; Righi, Marcelo Brutti. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:4:p:529-550.

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1
372014Pyramidal Ownership Structure, Dual Class Shares and Firms’ Financial Performance in Brazilian Market. (2014). Iquiapaza, Robert ; Bressan, Aureliano ; Andrade, Lelis Pedro . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:4:p:555-595.

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1
382013The effects of the introduction of market makers in the Brazilian equity market. (2013). Perlin, Marcelo. In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:281-304.

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1
392011Returns Predictability and Stock Market Efficiency in Brazil. (2011). Ely, Regis. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:571-584.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. (2013). Moura, Gulherme Valle ; Caldeira, Joo Frois . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:49-80.

Full description at Econpapers || Download paper

6
22010The Out-of-Sample Performance of Robust Portfolio Optimization. (2010). Santos, Andre ; Portela, Andre Alves . In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:2:p:141-166.

Full description at Econpapers || Download paper

2
32015One Decade of Evolution of Corporate Governance Practices in Brazil. (2015). Carvalhal, Andre L ; Iervolino, Ana Paula ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:134-161.

Full description at Econpapers || Download paper

2
42016The Cross-Section of Expected Stock Returns in Brazil. (2016). de Oliveira, Ricardo Dias ; Varga, Gyorgy . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:2:p:151-187.

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