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

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-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
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24		6	6			3	0		0		(%)			0.13
1999		0.3		12	18			15	6		6		1 (6.7%)			0.16
2000		0.37		16	34			5	18		18		1 (20%)			0.14
2001	0.07	0.37	0.06	9	43	2	0.05	4	28	2	34	2	(%)			0.17
2002		0.37		4	47	2	0.04		25		43		(%)			0.18
2003	0.23	0.4	0.09	11	58	15	0.26	61	13	3	47	4	3 (4.9%)	10	0.91	0.19
2004	0.4	0.41	0.15	13	71	10	0.14	18	15	6	52	8	(%)	2	0.15	0.18
2005	0.38	0.43	0.17		71	10	0.14		24	9	53	9	(%)			0.21
2006		0.44	0.41		71	15	0.21		13		37	15	(%)			0.19
2007		0.37	0.29		71	10	0.14		0		28	8	(%)			0.17
2008		0.39	0.25		71	8	0.11		0		24	6	(%)			0.17
2009		0.36			71	5	0.07		0		13		(%)			0.17
2010		0.34			71	5	0.07		0		0		(%)			0.15
2011		0.41			71	5	0.07		0		0		(%)			0.2
2012		0.45			71	5	0.07		0		0		(%)			0.21
2013		0.5			71	2	0.03		0		0		(%)			0.2
2014		0.55			71	2	0.03		0		0		(%)			0.25
2015		0.57			71	5	0.07		0		0		(%)			0.26
2016		0.66			71	3	0.04		0		0		(%)			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:

#	Year	Title	Cited
1	2003	Generalized Hyperbolic Distributions and Brazilian Data. (2003). Fajardo, JosÃÂ© ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_57. Full description at Econpapers \|\| Download paper	37
2	2004	Endogenous Collateral. (2004). Pascoa, Mario ; Fajardo, JosÃÂ© ; Araujo, Aloisio ; Araujo, Aloisio., ; Pascoa. M. R., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_68. Full description at Econpapers \|\| Download paper	11
3	2003	Small 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
4	1999	Alternative 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	7
5	2003	Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations. (2003). ORNELAS, JOSE ; Fajardo, JosÃÂ© ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_58. Full description at Econpapers \|\| Download paper	5
6	1999	Ãndice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de AÃ§Ãµes Brasileiros. (1999). Varga, Gyorgy. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_12. Full description at Econpapers \|\| Download paper	3
7	2001	A 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
8	2004	How 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	3
9	2004	A 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
10	2003	Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate. (2003). Laurini, MÃÂ¡rcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_51. Full description at Econpapers \|\| Download paper	2
11	2003	Long Memory int the R$/US$ Exchange Rate: A Robust Analysis. (2003). Laurini, MÃÂ¡rcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_50. Full description at Econpapers \|\| Download paper	2
12	2000	Inflation, output and stock prices: evidence from Brazil. (2000). Sanvicente, Antonio ; Chatrath, A. ; Adrangi, B.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_34. Full description at Econpapers \|\| Download paper	2
13	2003	Goodness-of-fit Tests focus on VaR Estimation. (2003). ORNELAS, JOSE ; Fajardo, JosÃÂ© ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_55. Full description at Econpapers \|\| Download paper	2
14	1999	Closed 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. Full description at Econpapers \|\| Download paper	2
15	1999	Problemas de EstimaÃ§Ã£o 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
16	2003	Evaluating 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
17	1998	IdentificaÃ§Ã£o de indicadores contÃ¡beis significativos para previsÃ£o 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. Full description at Econpapers \|\| Download paper	2
18	2003	Put-Call Duality and Symmetry. (2003). Fajardo, JosÃÂ© ; Mordecki, Ernesto. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_54. Full description at Econpapers \|\| Download paper	2
19	2000	Estimativas de Custos de NegociaÃ§Ã£o no Mercado a Vista de AÃ§Ãµes. (2000). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_28. Full description at Econpapers \|\| Download paper	2
20	2001	CaptaÃ§Ã£o de recursos por fundos de investimento e mercado de aÃ§Ãµes. (2001). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_39. Full description at Econpapers \|\| Download paper	1
21	2000	Switching 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
22	2004	Testando as PrevisÃµes de Trade-off e Pecking Order sobre Dividendos e DÃvida 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
23	1999	DeterminaÃ§Ã£o do Custo de Capital do Acionista no Brasil. (1999). Sanvicente, Antonio ; Minardi, A.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_18. Full description at Econpapers \|\| Download paper	1
24	2004	CAPM Usando uma Carteira SintÃ©tica do PIB Brasileiro. (2004). Fajardo, JosÃÂ© ; AraÃÂºjo, Eurilton ; Araujo, E. ; Tavani, L.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_63. Full description at Econpapers \|\| Download paper	1
25	1998	A liquidez Ã© Relevante no Mercado de AÃ§Ãµes?. (1998). Sanvicente, Antonio ; Minardi A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_6. Full description at Econpapers \|\| Download paper	1
26	2003	Volatility Estimation and Option Pricing with Fractional Brownian Motion. (2003). Fajardo, JosÃÂ© ; Cajueiro, Daniel. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_53. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	1999	Problemas de EstimaÃ§Ã£o 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
2	2004	How 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:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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.