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

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
5
Impact Factor
0
5 Years IF
0
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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 6 6 2 0 0 0 0 0 0.15
1999 0 0.32 0 0 12 18 18 0 6 6 0 0 0.21
2000 0 0.46 0 0 16 34 5 0 18 18 0 0 0.2
2001 0.07 0.39 0.05 0.06 9 43 3 2 2 28 2 34 2 1 50 0 0.22
2002 0 0.42 0.04 0 4 47 0 4 25 43 0 0 0.24
2003 0.23 0.41 0.26 0.09 11 58 60 15 19 13 3 47 4 4 26.7 11 1 0.24
2004 0.4 0.47 0.14 0.15 13 71 18 10 29 15 6 52 8 1 10 2 0.15 0.27
2005 0.38 0.49 0.14 0.17 0 71 0 10 39 24 9 53 9 0 0 0.29
2006 0 0.48 0.21 0.41 0 71 0 15 54 13 37 15 0 0 0.26
2007 0 0.4 0.14 0.29 0 71 0 10 64 0 28 8 0 0 0.22
2008 0 0.45 0.11 0.25 0 71 0 8 72 0 24 6 0 0 0.23
2009 0 0.43 0.07 0 0 71 0 5 77 0 13 0 0 0.23
2010 0 0.37 0.07 0 0 71 0 5 82 0 0 0 0 0.19
2011 0 0.47 0.08 0 0 71 0 6 88 0 0 0 0 0.25
2012 0 0.5 0.08 0 0 71 0 6 94 0 0 0 0 0.26
2013 0 0.52 0.03 0 0 71 0 2 96 0 0 0 0 0.24
2014 0 0.55 0.03 0 0 71 0 2 98 0 0 0 0 0.28
2015 0 0.54 0.07 0 0 71 0 5 103 0 0 0 0 0.28
2016 0 0.58 0.04 0 0 71 0 3 106 0 0 0 0 0.29
2017 0 0.6 0.04 0 0 71 0 3 109 0 0 0 0 0.3
2018 0 0.62 0.01 0 0 71 0 1 110 0 0 0 0 0.33
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
12003Generalized Hyperbolic Distributions and Brazilian Data. (2003). Fajardo, José ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_57.

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37
22004Endogenous Collateral. (2004). Pascoa, Mario ; Fajardo, José ; Araujo, Aloisio ; Araujo, Aloisio., ; Pascoa. M. R., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_68.

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11
32003Small Sample Properties of GARCH Estimates and Persistence. (2003). Valls Pereira, Pedro ; Hwang, Soosung. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_48.

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10
41999Alternative 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.

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8
51999Índice 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.

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5
62003Analyzing 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.

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5
72004How 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.

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3
82001A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; FLoRES, R.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_37.

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3
92000Inflation, output and stock prices: evidence from Brazil. (2000). Sanvicente, Antonio ; Chatrath, A. ; Adrangi, B.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_34.

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3
101999Problemas de Estimação de Custo de Capital no Brasil. (1999). Sanvicente, Antonio ; Minardi, A. M. A. F., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_15.

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3
112003Evaluating 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
121998Identificação de indicadores contábeis significativos para previsão 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.

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2
132003Put-Call Duality and Symmetry. (2003). Fajardo, José ; Mordecki, Ernesto. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_54.

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2
142000Estimativas de Custos de Negociação no Mercado a Vista de Ações. (2000). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_28.

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2
152004A 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.

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2
162003Markov 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.

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2
171999Closed 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.

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2
182003Long Memory int the R$/US$ Exchange Rate: A Robust Analysis. (2003). Laurini, Márcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_50.

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2
192003Goodness-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.

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2
201998A liquidez é Relevante no Mercado de Ações?. (1998). Sanvicente, Antonio ; Minardi A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_6.

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1
212003Volatility Estimation and Option Pricing with Fractional Brownian Motion. (2003). Fajardo, José ; Cajueiro, Daniel. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_53.

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1
222001Captação de recursos por fundos de investimento e mercado de ações. (2001). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_39.

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1
232000Switching 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.

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1
242004Testando 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.

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1
251999Determinação do Custo de Capital do Acionista no Brasil. (1999). Sanvicente, Antonio ; Minardi, A.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_18.

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1
262004CAPM 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.

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1
272004Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates. (2004). ORNELAS, JOSE ; Fajardo, José ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_70.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor:
YearTitle
Recent citations