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Citation Profile [Updated: 2022-10-03 11:31:34]
5 Years H
6
Impact Factor
0
5 Years IF
0.09
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 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1992 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1996 0 0.25 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.24 0 0 0 0 0 0 0 0 0 0 0.11
1998 0 0.28 0 0 0 0 0 0 0 0 0 0 0.13
1999 0 0.3 0 0 0 0 0 0 0 0 0 0 0.15
2000 0 0.35 0 0 0 0 0 0 0 0 0 0 0.17
2001 0 0.38 0 0 0 0 0 0 0 0 0 0 0.17
2002 0 0.41 0 0 0 0 0 7 0 0 0 0 0.21
2003 0 0.44 0.6 0 10 10 22 6 13 0 0 0 6 0.6 0.22
2004 0.3 0.49 0.15 0.3 10 20 0 3 16 10 3 10 3 0 0 0.22
2005 0 0.5 0 0 10 30 7 16 20 20 0 0 0.23
2006 0 0.5 0.13 0.13 10 40 5 5 21 20 30 4 0 1 0.1 0.23
2007 0 0.46 0.02 0.03 10 50 9 1 22 20 40 1 0 0 0.2
2008 0.1 0.49 0.03 0.04 16 66 3 2 24 20 2 50 2 0 0 0.23
2009 0 0.47 0.01 0 22 88 9 1 25 26 56 0 0 0.24
2010 0.03 0.48 0.02 0.01 24 112 14 2 27 38 1 68 1 0 0 0.21
2011 0.04 0.51 0.02 0.04 28 140 15 3 30 46 2 82 3 1 33.3 0 0.24
2012 0.04 0.51 0.05 0.04 24 164 4 8 38 52 2 100 4 2 25 0 0.22
2013 0 0.56 0.01 0.02 22 186 34 2 40 52 114 2 0 0 0.24
2014 0 0.55 0.02 0.02 22 208 2 5 45 46 120 2 1 20 0 0.23
2015 0.05 0.55 0.03 0.04 21 229 8 7 52 44 2 120 5 1 14.3 0 0.23
2016 0.05 0.53 0.06 0.09 11 240 3 14 66 43 2 117 10 0 0 0.21
2017 0 0.54 0.05 0.05 0 240 0 11 77 32 100 5 0 0 0.21
2018 0.09 0.57 0.11 0.16 0 240 0 27 104 11 1 76 12 0 0 0.24
2019 0 0.6 0.05 0.02 0 240 0 11 115 0 54 1 0 0 0.24
2020 0 0.74 0.07 0.16 0 240 0 16 131 0 32 5 0 0 0.34
2021 0 1.05 0.05 0.09 0 240 0 12 143 0 11 1 0 0 0.39
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
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.

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24
22003Decentralized 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
32011Small 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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7
42005Corporate 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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6
52010The 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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6
62006Modeling 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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6
72013The 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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5
82009The 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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5
92010Wavelet 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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4
102015One 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
112007On 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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3
122010Pricing 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
132011Returns 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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3
142011Giving 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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3
152007The 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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3
162015Is 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
172012Country 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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3
182016Valor-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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2
192015Coordination of capital buffer and risk profile under supervision of Central Bank. (2015). Marques, Joao Andre ; Saito, Richard. In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:74-101.

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2
202007Forecasting 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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2
212009Bovespa 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
222009The 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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2
232003Testing 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
242013Inter-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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2
252005A 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
262016The 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
272007Board 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
282014Opening 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
292008Overconfidence, Managerial Optimism, and the Determinants of Capital Structure. (2008). Ayres, Lucas ; di Miceli, Alexandre. In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:3:p:293-335.

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1
302013Credit 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
312009The 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
322014Pyramidal 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
332011Modeling Financial Contagion using Copula. (2011). Valls Pereira, Pedro ; de Souza, Ricardo Pires . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:3:p:335-363.

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1
342004Determining 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
352008Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts. (2008). Valls Pereira, Pedro ; de Figueiredo, Ricardo Fuscaldi . In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:2:p:205-234.

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1
362013The 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
372012Global 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
382014Index 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
392011Cost 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
402008Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk. (2008). Teixeira, Mariana Felix ; Ness, Walter Lee ; Klotzle, Marcelo Cabus. In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:1:p:49-67.

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1
412013The 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
422012A 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
432010Accounting and Economic Rates of Return: A Dynamic Econometric Investigation. (2010). Zeidan, Rodrigo ; Resende, Marcelo. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:1:p:69-84.

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1
442011Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis. (2011). Giroud, Gustavo Passarelli ; Moura, Marcelo Leite . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:525-548.

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1
452008The 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
462013Commonalities 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
472010Effects of Price Stabilization in IPOs on Long-run Liquidity. (2010). de Carvalho, Antonio Gledson ; Tolentino, Rodrigo Andrade. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:3:p:307-328.

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1
482013Minimum Variance Portfolios in the Brazilian Equity Market. (2013). Rubesam, Alexandre ; Beltrame, Andre Lomonaco . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:81-118.

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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.

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12
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

3
32016The 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.

Full description at Econpapers || Download paper

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