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Brazilian Review of Finance / Brazilian Society of Finance

Citation Profile [Updated: 2025-11-20 18:08:17]
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 0.43 0.6 0 10 10 26 6 13 0 0 0 6 0.6 0.21
2004 0.3 0.47 0.15 0.3 10 20 0 3 16 10 3 10 3 0 0 0.21
2005 0 0.5 0 0 10 30 11 16 20 20 0 0 0.23
2006 0 0.49 0.13 0.13 10 40 5 5 21 20 30 4 0 1 0.1 0.22
2007 0 0.44 0.04 0.05 10 50 14 2 23 20 40 2 0 0 0.2
2008 0.15 0.47 0.05 0.06 16 66 3 3 26 20 3 50 3 0 0 0.22
2009 0 0.46 0.02 0 22 88 10 2 28 26 56 0 0 0.23
2010 0.03 0.46 0.03 0.01 24 112 16 3 31 38 1 68 1 0 0 0.2
2011 0.04 0.51 0.04 0.06 28 140 20 5 36 46 2 82 5 1 20 0 0.24
2012 0.04 0.5 0.06 0.06 24 164 5 10 46 52 2 100 6 2 20 0 0.21
2013 0 0.54 0.01 0.02 22 186 46 2 48 52 114 2 0 0 0.24
2014 0 0.53 0.02 0.02 22 208 3 5 53 46 120 2 1 20 0 0.22
2015 0.05 0.53 0.03 0.04 21 229 10 7 60 44 2 120 5 1 14.3 0 0.22
2016 0.05 0.5 0.06 0.09 11 240 3 14 74 43 2 117 10 0 0 0.2
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
#YearTitleCited
12013Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. (2013). Caldeira, Joo Frois ; Moura, Gulherme Valle . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:49-80.

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36
22003Decentralized Portfolio Management. (2003). Tabak, Benjamin ; COUTINHO, PAULO. In: Brazilian Review of Finance. RePEc:brf:journl:v:1:y:2003:i:2:p:243-270.

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21
32011Small 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.

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8
42010The 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.

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7
52005Corporate Governance Index, Firm Valuation and Performance in Brazil. (2005). Camara, Ricardo Pereira ; Carvalhal, Andre Luiz. In: Brazilian Review of Finance. RePEc:brf:journl:v:3:y:2005:i:1:p:1-18.

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7
62006Modeling 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.

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6
72007The 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.

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6
82003Testing 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.

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6
92013The Informational Content of Credit Ratings in Brazil: An Event Study. (2013). Borba, Jose Alonso ; de Souza, Flavia Cruz ; Murcia, Fernando Dal-Ri. In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:4:p:503-526.

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5
102009The Corporate Governance of Privately Controlled Brazilian Firms. (2009). Black, Bernard ; de Carvalho, Antonio Gledson. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:4:p:385-428.

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5
112015One Decade of Evolution of Corporate Governance Practices in Brazil. (2015). Camara, Ricardo Pereira ; Carvalhal, Andre L ; Iervolino, Ana Paula . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:134-161.

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5
122011Returns 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.

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4
132007Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil. (2007). Tabak, Benjamin ; Abe, Marcos Massaki ; Chang, Eui Jung . In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:1:p:29-39.

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4
142011Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis. (2011). Moura, Marcelo ; Giroud, Gustavo Passarelli . In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:4:p:525-548.

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4
152010Wavelet Smoothed Empirical Copula Estimators. (2010). Morettin, Pedro Alberto ; Simon, Jose Carlos ; de Castro, Clelia Maria ; Chiann, Chang. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:3:p:263-281.

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4
162010Pricing Asian Interest Rate Options with a Three-Factor HJM Model. (2010). Lion, Octavio Bessada ; Machado, Jose Valentim ; Barbedo, Claudio Henrique. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:1:p:9-23.

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3
172011Giving Flexibility to the Nelson-Siegel Class of Term Structure Models. (2011). B. De Rezende, Rafael. In: Brazilian Review of Finance. RePEc:brf:journl:v:9:y:2011:i:1:p:27-49.

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3
182012Country Factors and Dynamic Capital Structure in Latin American Firms. (2012). Lora, Mayra Ivanoff ; Bogea, Leonel Rodrigues ; Sheng, Hsia Hua. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:2:p:267-284.

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3
192005Computing 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.

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3
202007On the Statistical Validation of Technical Analysis. (2007). Freire, Rosane Riera ; Atherino, Rodrigo ; Lorenzoni, Giuliano ; Fernandes, Cristiano ; Pizzinga, Adrian. In: Brazilian Review of Finance. RePEc:brf:journl:v:5:y:2007:i:1:p:3-28.

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3
212015Is the Brazilian saving enough to retire?. (2015). Brito, Ricardo. In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:1-39.

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3
222016Valor-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.

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2
232013Inter-temporal CAPM: an empirical test with Brazilian market data. (2013). Sanvicente, Antonio ; RICARDO MARTINS, SERGIO ; BORTOLUZZO, ADRIANA ; Machado, Octavio Portolano . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:2:p:149-180.

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2
242009Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences. (2009). Verdi, Rodrigo ; Procianoy, Jairo Laser. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:1:p:107-136.

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2
252010Accounting 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.

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2
262009The 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.

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2
272015Coordination of capital buffer and risk profile under supervision of Central Bank. (2015). Saito, Richard ; Marques, Joao Andre . In: Brazilian Review of Finance. RePEc:brf:journl:v:13:y:2015:i:1:p:74-101.

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2
282007Board 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.

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2
292005A 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.

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2
302016The Cross-Section of Expected Stock Returns in Brazil. (2016). Brito, Ricardo ; de Oliveira, Ricardo Dias ; Varga, Gyorgy. In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:2:p:151-187.

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2
312014Opening 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.

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1
322004Determining an Efficient Frontier in a Stochastic Moment Setting. (2004). Zimmer, Christian ; Niederhauser, Beat Matthias . In: Brazilian Review of Finance. RePEc:brf:journl:v:2:y:2004:i:1:p:91-116.

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1
332012A 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.

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1
342008Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk. (2008). Klotzle, Marcelo ; Ness, Walter Lee ; Teixeira, Mariana Felix . In: Brazilian Review of Finance. RePEc:brf:journl:v:6:y:2008:i:1:p:49-67.

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1
352013Commonalities 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.

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1
362015The 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.

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1
372013Minimum 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.

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1
382014Pyramidal Ownership Structure, Dual Class Shares and Firms’ Financial Performance in Brazilian Market. (2014). Iquiapaza, Robert ; Bressan, Aureliano ; Andrade, Lelis Pedro. In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:4:p:555-595.

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1
392010Effects of Price Stabilization in IPOs on Long-run Liquidity. (2010). Tolentino, Rodrigo Andrade ; de Carvalho, Antonio Gledson. In: Brazilian Review of Finance. RePEc:brf:journl:v:8:y:2010:i:3:p:307-328.

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1
402013Credit Rating and Capital Structure: Evidence from Latin America. (2013). Mendes-Da-Silva, Wesley ; Neder, Henrique Dantas ; Rogers, Dany . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:3:p:311-341.

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1
412008The 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.

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1
422014Testing 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.

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1
432013The 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.

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1
442009The 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.

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1
452011Modeling 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.

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1
462012Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach. (2012). Righi, Marcelo ; Ceretta, Paulo Sergio. In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:4:p:529-550.

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1
472008Overconfidence, 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.

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1
482014Index Tracking with Control on the Number of Assets. (2014). Filomena, Tiago Pascoal ; Sant, Leonardo Riegel ; Borenstein, Denis. In: Brazilian Review of Finance. RePEc:brf:journl:v:12:y:2014:i:1:p:89-119.

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1
492013The 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.

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1
502009Local Estimation of Copula Based Value-at-Risk. (2009). , Eduardo ; de Melo, Beatriz Vaz. In: Brazilian Review of Finance. RePEc:brf:journl:v:7:y:2009:i:1:p:29-50.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy. (2013). Caldeira, Joo Frois ; Moura, Gulherme Valle . In: Brazilian Review of Finance. RePEc:brf:journl:v:11:y:2013:i:1:p:49-80.

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10
Citing documents used to compute impact factor:
YearTitle
Recent citations