Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

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

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.226601000.12
19990.27121806600.15
20000.371634021800.14
20010.38943032800.17
20020.3944720.0402500.19
20030.230.421158150.26571330100.910.19
20040.40.43137180.111615616.720.150.19
20050.380.457190.13024900.23
20060.4671150.2101300.2
20070.471100.140000.17
20080.47170.10000.18
20090.377140.060000.18
20100.337140.060000.16
20110.457150.070000.22
20120.487130.040000.24
20130.547120.030000.26
20140.237110.010000.17
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
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
%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

 

Most cited documents in this series:

YearTitleCited
2003Generalized Hyperbolic Distributions and Brazilian Data. (2003). Fajardo, José ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_57.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

11
2003Small Sample Properties of GARCH Estimates and Persistence. (2003). Valls Pereira, Pedro ; Hwang, Soosung. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_48.

Full description at Econpapers || Download paper

10
1999Alternative 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.

Full description at Econpapers || Download paper

4
2001A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; FLoRES, R.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_37.

Full description at Econpapers || Download paper

3
1999Índice 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.

Full description at Econpapers || Download paper

2
2004A 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.

Full description at Econpapers || Download paper

2
2003Analyzing 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.

Full description at Econpapers || Download paper

2
2003Markov 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.

Full description at Econpapers || Download paper

2
2003Goodness-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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

1
2004Testando 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

1
2003Long Memory int the R$/US$ Exchange Rate: A Robust Analysis. (2003). Laurini, Márcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_50.

Full description at Econpapers || Download paper

1
2004CAPM 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.

Full description at Econpapers || Download paper

1
2000Switching 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

1
2004How 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

1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.