Brazilian Review of Finance / Brazilian Society of Finance
Citation Profile [Updated: 2024-12-09 13:41:37]
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]
[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 | |
| 2003 | 0 | 0.44 | 0.6 | 0 | 10 | 10 | 25 | 6 | 13 | 0 | 0 | 0 | 6 | 0.6 | 0.22 | |||
| 2004 | 0.3 | 0.5 | 0.15 | 0.3 | 10 | 20 | 0 | 3 | 16 | 10 | 3 | 10 | 3 | 0 | 0 | 0.22 | ||
| 2005 | 0 | 0.51 | 0 | 0 | 10 | 30 | 11 | 16 | 20 | 20 | 0 | 0 | 0.24 | |||||
| 2006 | 0 | 0.51 | 0.13 | 0.13 | 10 | 40 | 5 | 5 | 21 | 20 | 30 | 4 | 0 | 1 | 0.1 | 0.23 | ||
| 2007 | 0 | 0.47 | 0.04 | 0.05 | 10 | 50 | 12 | 2 | 23 | 20 | 40 | 2 | 0 | 0 | 0.2 | |||
| 2008 | 0.1 | 0.49 | 0.03 | 0.04 | 16 | 66 | 3 | 2 | 25 | 20 | 2 | 50 | 2 | 0 | 0 | 0.23 | ||
| 2009 | 0 | 0.48 | 0.02 | 0 | 22 | 88 | 9 | 2 | 27 | 26 | 56 | 0 | 0 | 0.24 | ||||
| 2010 | 0.03 | 0.49 | 0.03 | 0.01 | 24 | 112 | 15 | 3 | 30 | 38 | 1 | 68 | 1 | 0 | 0 | 0.21 | ||
| 2011 | 0.04 | 0.52 | 0.03 | 0.05 | 28 | 140 | 20 | 4 | 34 | 46 | 2 | 82 | 4 | 1 | 25 | 0 | 0.24 | |
| 2012 | 0.04 | 0.52 | 0.06 | 0.06 | 24 | 164 | 5 | 10 | 44 | 52 | 2 | 100 | 6 | 2 | 20 | 0 | 0.22 | |
| 2013 | 0 | 0.56 | 0.01 | 0.02 | 22 | 186 | 43 | 2 | 46 | 52 | 114 | 2 | 0 | 0 | 0.24 | |||
| 2014 | 0 | 0.55 | 0.02 | 0.02 | 22 | 208 | 3 | 5 | 51 | 46 | 120 | 2 | 1 | 20 | 0 | 0.23 | ||
| 2015 | 0.05 | 0.55 | 0.03 | 0.04 | 21 | 229 | 10 | 7 | 58 | 44 | 2 | 120 | 5 | 1 | 14.3 | 0 | 0.23 | |
| 2016 | 0.05 | 0.53 | 0.06 | 0.09 | 11 | 240 | 3 | 14 | 72 | 43 | 2 | 117 | 10 | 0 | 0 | 0.21 |
| 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 | 2013 | Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. (2013). Moura, Gulherme Valle ; Caldeira, Joo Frois . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:49-80. Full description at Econpapers || Download paper | 33 |
| 2 | 2003 | Decentralized Portfolio Management. (2003). Tabak, Benjamin ; COUTINHO, PAULO. In: Brazilian Review of Finance. RePEc:brf:journl:v:1:y:2003:i:2:p:243-270. Full description at Econpapers || Download paper | 21 |
| 3 | 2011 | Small Worlds and Board Interlocking in Brazil: A Longitudinal Study of Corporate Networks, 1997-2007. (2011). Mendes-Da-Silva, Wesley. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:465-492. Full description at Econpapers || Download paper | 8 |
| 4 | 2005 | Corporate Governance Index, Firm Valuation and Performance in Brazil. (2005). Carvalhal, Andre Luiz ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:1:p:1-18. Full description at Econpapers || Download paper | 7 |
| 5 | 2010 | The Out-of-Sample Performance of Robust Portfolio Optimization. (2010). Santos, Andre ; Portela, Andre Alves . In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:2:p:141-166. Full description at Econpapers || Download paper | 6 |
| 6 | 2006 | Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach. (2006). Souza, Leonardo ; Medeiros, Marcelo ; Carvalho, Marcelo ; Aurelio, Marco . In: Brazilian Review of Finance. RePEc:brf:journl:v:4:y:2006:i:1:p:55-77. Full description at Econpapers || Download paper | 6 |
| 7 | 2003 | Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin ; de Andrade, Sandro Canesso . In: Brazilian Review of Finance. RePEc:brf:journl:v:1:y:2003:i:1:p:19-43. Full description at Econpapers || Download paper | 5 |
| 8 | 2009 | The Corporate Governance of Privately Controlled Brazilian Firms. (2009). Black, Bernard ; Rica, E ; de Carvalho, Antonio Gledson. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:4:p:385-428. Full description at Econpapers || Download paper | 5 |
| 9 | 2015 | One Decade of Evolution of Corporate Governance Practices in Brazil. (2015). Carvalhal, Andre L ; Iervolino, Ana Paula ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:134-161. Full description at Econpapers || Download paper | 5 |
| 10 | 2013 | The Informational Content of Credit Ratings in Brazil: An Event Study. (2013). de Souza, Flavia Cruz ; Borba, Jose Alonso ; Murcia, Fernando Dal-Ri . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:4:p:503-526. Full description at Econpapers || Download paper | 5 |
| 11 | 2010 | Wavelet Smoothed Empirical Copula Estimators. (2010). Simon, Jose Carlos ; Chiann, Chang ; de Castro, Clelia Maria ; Morettin, Pedro Alberto . In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:3:p:263-281. Full description at Econpapers || Download paper | 4 |
| 12 | 2007 | Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil. (2007). Tabak, Benjamin ; Chang, Eui Jung ; Abe, Marcos Massaki . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:1:p:29-39. Full description at Econpapers || Download paper | 4 |
| 13 | 2011 | Returns Predictability and Stock Market Efficiency in Brazil. (2011). Ely, Regis. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:571-584. Full description at Econpapers || Download paper | 4 |
| 14 | 2007 | The Use of Currency Derivatives by Brazilian Companies: An Empirical Investigation. (2007). Rossi, Jose Luiz . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:2:p:205-232. Full description at Econpapers || Download paper | 4 |
| 15 | 2011 | Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis. (2011). Giroud, Gustavo Passarelli ; Moura, Marcelo Leite . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:525-548. Full description at Econpapers || Download paper | 4 |
| 16 | 2005 | Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas. (2005). de Melo, Beatriz Vaz. In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:2:p:251-265. Full description at Econpapers || Download paper | 3 |
| 17 | 2007 | On the Statistical Validation of Technical Analysis. (2007). Atherino, Rodrigo ; Pizzinga, Adrian ; Lorenzoni, Giuliano ; Freire, Rosane Riera ; Fernandes, Cristiano . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:1:p:3-28. Full description at Econpapers || Download paper | 3 |
| 18 | 2015 | Is the Brazilian saving enough to retire?. (2015). , Paulo ; Brito, Ricardo D. In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:1-39. Full description at Econpapers || Download paper | 3 |
| 19 | 2010 | Pricing Asian Interest Rate Options with a Three-Factor HJM Model. (2010). Lion, Octavio Bessada ; Barbedo, Claudio Henrique ; Machado, Jose Valentim. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:1:p:9-23. Full description at Econpapers || Download paper | 3 |
| 20 | 2011 | Giving Flexibility to the Nelson-Siegel Class of Term Structure Models. (2011). De Rezende, Rafael. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:1:p:27-49. Full description at Econpapers || Download paper | 3 |
| 21 | 2012 | Country Factors and Dynamic Capital Structure in Latin American Firms. (2012). Bogea, Leonel Rodrigues ; Lora, Mayra Ivanoff ; Sheng, Hsia Hua. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:2:p:267-284. Full description at Econpapers || Download paper | 3 |
| 22 | 2007 | Board interlocking in Brazil: Director participation in multiple companies and its effect on the value of firms. (2007). Santos, Rafael Liza ; di Miceli, Alexandre. In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:2:p:125-163. Full description at Econpapers || Download paper | 2 |
| 23 | 2005 | A Real Option Model with Uncertain, Sequential Investment and with Time to Build. (2005). da Silva, Marcos Eugenio ; Martins, Guilherme B. In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:2:p:141-172. Full description at Econpapers || Download paper | 2 |
| 24 | 2016 | The Cross-Section of Expected Stock Returns in Brazil. (2016). de Oliveira, Ricardo Dias ; Varga, Gyorgy . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:2:p:151-187. Full description at Econpapers || Download paper | 2 |
| 25 | 2016 | Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios. (2016). Campani, Carlos Heitor ; Camara, Ricardo Pereira . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:1:p:45-64. Full description at Econpapers || Download paper | 2 |
| 26 | 2009 | Bovespa New Markets Adoption - Novo Mercado, NÃÂvel 1 and NÃÂvel 2, Determinants and Consequences. (2009). Procianoy, Jairo Laser ; Verdi, Rodrigo . In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:1:p:107-136. Full description at Econpapers || Download paper | 2 |
| 27 | 2013 | Inter-temporal CAPM: an empirical test with Brazilian market data. (2013). Sanvicente, Antonio ; Martins, Sergio Ricardo ; Bortoluzzo, Adriana Bruscato ; Machado, Octavio Portolano . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:149-180. Full description at Econpapers || Download paper | 2 |
| 28 | 2009 | The Effect of Institutions on the External Financing of The Brazilian Firms. (2009). de Carvalho, Antonio Gledson. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:1:p:1-27. Full description at Econpapers || Download paper | 2 |
| 29 | 2010 | Accounting and Economic Rates of Return: A Dynamic Econometric Investigation. (2010). Zeidan, Rodrigo ; Resende, Marcelo. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:1:p:69-84. Full description at Econpapers || Download paper | 2 |
| 30 | 2015 | Coordination of capital buffer and risk profile under supervision of Central Bank. (2015). Marques, Joao Andre ; Saito, Richard. In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:74-101. Full description at Econpapers || Download paper | 2 |
| 31 | 2008 | The Influence of Corporate Relationships Networks on the Performance of Firms in the Novo Mercado of BOVESPA. (2008). Mendes-Da-Silva, Wesley ; Martelanc, Roy ; Rossoni, Luciano ; Martin, Diogenes Leiva . In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:3:p:337-358. Full description at Econpapers || Download paper | 1 |
| 32 | 2010 | Effects of Price Stabilization in IPOs on Long-run Liquidity. (2010). de Carvalho, Antonio Gledson ; Tolentino, Rodrigo Andrade. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:3:p:307-328. Full description at Econpapers || Download paper | 1 |
| 33 | 2014 | Testing the Adaptive Markets Hypothesis for Brazil. (2014). Tabak, Benjamin ; de Almeida, Glener . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:4:p:517-553. Full description at Econpapers || Download paper | 1 |
| 34 | 2013 | The effects of the introduction of market makers in the Brazilian equity market. (2013). Perlin, Marcelo. In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:281-304. Full description at Econpapers || Download paper | 1 |
| 35 | 2008 | Overconfidence, Managerial Optimism, and the Determinants of Capital Structure. (2008). Ayres, Lucas ; di Miceli, Alexandre. In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:3:p:293-335. Full description at Econpapers || Download paper | 1 |
| 36 | 2012 | Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach. (2012). Ceretta, Paulo Sergio ; Righi, Marcelo Brutti. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:4:p:529-550. Full description at Econpapers || Download paper | 1 |
| 37 | 2014 | Index Tracking with Control on the Number of Assets. (2014). Sant, Leonardo Riegel ; Borenstein, Denis ; Filomena, Tiago Pascoal . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:1:p:89-119. Full description at Econpapers || Download paper | 1 |
| 38 | 2009 | The Influence of Emotions on the Endowment Effect. (2009). Dias, Paulo Tavares ; Vilas, Otacilio Torres ; de Souza, Flavia. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:2:p:196-213. Full description at Econpapers || Download paper | 1 |
| 39 | 2013 | The probability of informed trading in the Brazilian stock market. (2013). Paulo, Edilson ; Martins, Orleans Silva . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:249-280. Full description at Econpapers || Download paper | 1 |
| 40 | 2011 | Modeling Financial Contagion using Copula. (2011). Valls Pereira, Pedro ; de Souza, Ricardo Pires . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:3:p:335-363. Full description at Econpapers || Download paper | 1 |
| 41 | 2008 | Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts. (2008). Valls Pereira, Pedro ; de Figueiredo, Ricardo Fuscaldi . In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:2:p:205-234. Full description at Econpapers || Download paper | 1 |
| 42 | 2012 | Evaluating Asset Pricing Models in a Simulated Multifactor Approach. (2012). Gaglianone, Wagner ; Carrasco Gutierrez, Carlos Enrique ; Carrasco-Gutierrez, Carlos Enrique . In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:4:p:425-460. Full description at Econpapers || Download paper | 1 |
| 43 | 2011 | Cost of Capital when Dividends are Deductible. (2011). Velez-Pareja, Ignacio ; Franco, Julian Benavides . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:3:p:309-334. Full description at Econpapers || Download paper | 1 |
| 44 | 2014 | Opening or not capital in Brazil: an practice analysis of perception of financial executives. (2014). Steffen, Helen Cristina ; Mesquita, Francisco Antonio . In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:4:p:597-642. Full description at Econpapers || Download paper | 1 |
| 45 | 2004 | Determining an Efficient Frontier in a Stochastic Moment Setting. (2004). Niederhauser, Beat Matthias ; Zimmer, Christian Johannes . In: Brazilian Review of Finance. RePEc:brf:journl:v:2:y:2004:i:1:p:91-116. Full description at Econpapers || Download paper | 1 |
| 46 | 2008 | Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk. (2008). Teixeira, Mariana Felix ; Ness, Walter Lee ; Klotzle, Marcelo Cabus. In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:1:p:49-67. Full description at Econpapers || Download paper | 1 |
| 47 | 2012 | A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. (2012). MacIel, Leandro. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:3:p:337-367. Full description at Econpapers || Download paper | 1 |
| 48 | 2013 | Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market. (2013). Perlin, Marcelo ; Mastella, Mauro ; Victor, Fernanda Gomes . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:3:p:375-398. Full description at Econpapers || Download paper | 1 |
| 49 | 2015 | The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis. (2015). Sanvicente, Antonio. In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:4:p:631-649. Full description at Econpapers || Download paper | 1 |
| 50 | 2013 | Minimum Variance Portfolios in the Brazilian Equity Market. (2013). Rubesam, Alexandre ; Beltrame, Andre Lomonaco . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:81-118. 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 | 2013 | Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. (2013). Moura, Gulherme Valle ; Caldeira, Joo Frois . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:49-80. Full description at Econpapers || Download paper | 12 |
| 2 | 2011 | Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis. (2011). Giroud, Gustavo Passarelli ; Moura, Marcelo Leite . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:525-548. Full description at Econpapers || Download paper | 2 |
| 3 | 2005 | Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas. (2005). de Melo, Beatriz Vaz. In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:2:p:251-265. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series