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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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

[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 IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.2166200 (%)0.12
19990.2712189661 (11.1%)0.15
20000.361634418181 (25%)0.14
20010.040.360.0394310.023281341 (%)0.17
20020.3744720.042543 (%)0.18
20030.230.390.091158150.26581334743 (5.2%)100.910.18
20040.40.410.13137190.1316156527 (%)20.150.18
20050.380.430.177190.13249539 (%)0.22
20060.450.4171150.21133715 (%)0.19
20070.380.2971100.140288 (%)0.17
20080.380.217170.10245 (%)0.17
20090.357150.07013 (%)0.17
20100.327140.0600 (%)0.15
20110.417160.0800 (%)0.2
20120.467130.0400 (%)0.21
20130.497120.0300 (%)0.22
20140.567120.0300 (%)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:

[Click on heading to sort table]

YearTitleCited
2003Generalized Hyperbolic Distributions and Brazilian Data. (2003). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_57.

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

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11
2003Small Sample Properties of GARCH Estimates and Persistence. (2003). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_48.

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10
1999Alternative Models to extract asset volatility: a comparative study. (1999). Souza, L. A. R., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_14.

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

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

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3
2003Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations. (2003). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_58.

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3
2003Evaluating 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
2000Estimativas de Custos de Negociação no Mercado a Vista de Ações. (2000). Sanvicente, A. Z.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_28.

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2
2003Put-Call Duality and Symmetry. (2003). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_54.

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

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

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2
2003Goodness-of-fit Tests focus on VaR Estimation. (2003). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_55.

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2
1999Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index. (1999). Viera Neto, C. A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_8.

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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.

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1
2004How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations. (2004). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_59.

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

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1
2003Volatility Estimation and Option Pricing with Fractional Brownian Motion. (2003). . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_53.

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

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

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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.

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

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

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1
1998Identificação de indicadores contábeis significativos para previsão de concordata de empresas. (1998). Minardi, A. M. A. F, ; Sanvicente, A. Z, . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_3.

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited

Citing documents used to compute impact factor 0:

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YearTitleSee

10 most frequent citing series:

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SeriesCited

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.