Finance Lab Working Papers / Finance Lab, Insper Instituto de Ensino e Pesquisa
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
6
Impact Factor (IF)
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1998 | 0 | 0.31 | 0 | 0 | 6 | 6 | 2 | 0 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 1999 | 0 | 0.39 | 0 | 0 | 12 | 18 | 20 | 0 | 6 | 6 | 0 | 0 | 0.25 | |||||
| 2000 | 0 | 0.54 | 0 | 0 | 16 | 34 | 10 | 0 | 18 | 18 | 0 | 0 | 0.24 | |||||
| 2001 | 0.07 | 0.49 | 0.05 | 0.06 | 9 | 43 | 3 | 2 | 2 | 28 | 2 | 34 | 2 | 1 | 50 | 0 | 0.27 | |
| 2002 | 0 | 0.54 | 0.04 | 0 | 4 | 47 | 0 | 4 | 25 | 43 | 0 | 0 | 0.31 | |||||
| 2003 | 0.23 | 0.53 | 0.28 | 0.09 | 11 | 58 | 67 | 16 | 20 | 13 | 3 | 47 | 4 | 4 | 25 | 12 | 1.09 | 0.3 |
| 2004 | 0.47 | 0.6 | 0.14 | 0.15 | 13 | 71 | 17 | 10 | 30 | 15 | 7 | 52 | 8 | 1 | 10 | 2 | 0.15 | 0.36 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2003 | Generalized Hyperbolic Distributions and Brazilian Data. (2003). Fajardo, Jos̮̩ ; 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, Jos̮̩ ; 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 | 9 |
| 5 | 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 | 7 |
| 6 | 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 | 6 |
| 7 | 1999 | ÃÂndice 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 | 6 |
| 8 | 2003 | Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations. (2003). ORNELAS, JOSE ; Fajardo, Jos̮̩ ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_58. Full description at Econpapers || Download paper | 5 |
| 9 | 2003 | Goodness-of-fit Tests focus on VaR Estimation. (2003). ORNELAS, JOSE ; Fajardo, Jos̮̩ ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_55. Full description at Econpapers || Download paper | 3 |
| 10 | 2003 | Put-Call Duality and Symmetry. (2003). Fajardo, Jos̮̩ ; Mordecki, Ernesto. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_54. Full description at Econpapers || Download paper | 3 |
| 11 | 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 |
| 12 | 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 | 3 |
| 13 | 1998 | Identificação 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. Full description at Econpapers || Download paper | 2 |
| 14 | 1999 | Problemas 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. Full description at Econpapers || Download paper | 2 |
| 15 | 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 |
| 16 | 2003 | Volatility Estimation and Option Pricing with Fractional Brownian Motion. (2003). Fajardo, Jos̮̩ ; Cajueiro, Daniel. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_53. Full description at Econpapers || Download paper | 2 |
| 17 | 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 |
| 18 | 2000 | Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price. (2000). Valls Pereira, Pedro ; Viera Neto, C. A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_22. Full description at Econpapers || Download paper | 2 |
| 19 | 2003 | Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate. (2003). Laurini, MÃÆárcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_51. Full description at Econpapers || Download paper | 2 |
| 20 | 2003 | Long Memory int the R$/US$ Exchange Rate: A Robust Analysis. (2003). Laurini, MÃÆárcio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_50. Full description at Econpapers || Download paper | 2 |
| 21 | 2004 | Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates. (2004). ORNELAS, JOSE ; Fajardo, Jos̮̩ ; de Farias, Aquiles. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_70. Full description at Econpapers || Download paper | 1 |
| 22 | 1999 | Determinação 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 |
| 23 | 1998 | A liquidez é Relevante no Mercado de Ações?. (1998). Sanvicente, Antonio ; Minardi A., . In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_6. Full description at Econpapers || Download paper | 1 |
| 24 | 2000 | Estimativas de Custos de Negociação no Mercado a Vista de Ações. (2000). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_28. Full description at Econpapers || Download paper | 1 |
| 25 | 2001 | Captação de recursos por fundos de investimento e mercado de ações. (2001). Sanvicente, Antonio. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_39. Full description at Econpapers || Download paper | 1 |
| 26 | 2004 | Testando as Previsões de Trade-off e Pecking Order sobre Dividendos e DÃÂvida 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 |
| 27 | 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 |
| 28 | 2004 | CAPM Usando uma Carteira Sint̩tica do PIB Brasileiro. (2004). Fajardo, Jos̮̩ ; Ara̮̼jo, Eurilton ; Araujo, E. ; Tavani, L.. In: Finance Lab Working Papers. RePEc:ibm:finlab:flwp_63. 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 |
|---|
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series