Revista

Nome:
Journal Of Financial And Quantitative Analysis web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 42.69 42/501
ABS (2010) 100.0 12/288
Australian RC (2010) 100.0 44/479
Carlos III (2010) 20.0 92/153
CNRS (2008) 80.0 36/336
Combes and Linnemer (2003) 50.0 37/253
Engemann and Wall (2009) 2.41 53/65
Ideas discounted recursive impact factor (2012) 5.76 88/396
ISI, JCR SSE, Article Influence Score (2010) 19.6 36/316
ISI, JCR SSE, Impact Factor (2010) 21.43 92/388
Kalaitzidakis et al (2010) 2.15 63/196
Kodrzycki and Yu (2006) 36.44 13/177
Lubrano et al (2003) 60.0 63/211
Ritzberger (2008) 12.12 31/153
Schneider and Ursprung (2008) 60.0 50/278
Source Normalized Impact per Paper (SNIP) (2011) 22.53 60/476
Tinbergen Institute (2011) 25.0 56/119
Count 1.0 103/632
SJR (2016) 3.0 40/470
Artigos 19:

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing
José Afonso Faias, Pedro Santa Clara
vol. 52, 2017, p. 277-303.

Short-Term Interest Rates and Stock Market Anomalies.
Paulo Maio, Pedro Santa Clara
vol. 53, 2017, p. 927-961.

Corporate Boards and SEOs: The Effect of Certification and Monitoring
Miguel Ferreira, Paul Laux
vol. 51, 2016, p. 899-927.

Beyond the Carry Trade: Optimal Currency Portfolios
Pedro Barroso, Pedro Santa Clara
vol. 50, 2015, p. 1037-1056.

Dividend Yields, Dividend Growth, and Return Predictability in the Cross Section of Stocks
Paulo Maio, Pedro Santa Clara
vol. 50, 2015, p. 33-60.

Future Lending Income and Security Value
Melissa Porras Prado
vol. 50, 2015, p. 869-902.

Lending Relationships and the Effect of Bank Distress: Evidence from the 2007-2009 Financial Crisis
Daniel R. Carvalho , Miguel Ferreira, Pedro Matos
vol. 50, 2015, p. 1165-1197.

The Post-acquisition Returns of Stock Deals: Evidence of the Pervasiveness of the Asset Growth Effect
Sandra Mortal, Michael J. Schill
vol. 50, 2015, p. 477-507.

Interest Rate Risk and the Cross Section of Stock Returns
Abraham Lioui, Paulo Maio
vol. 49, 2014, p. 483-511.

Capital Allocation by Public and Private Firms
Sandra Mortal, Natalia Reisel
vol. 48, 2013, p. 77-103.

Corporate Pension Plans as Takeover Deterrents
João Cocco, Paolo F. Volpin
vol. 48, 2013, p. 1119-1144.

The Role of Commonality between CEO and Divisional Managers in Internal Capital Markets
José Miguel Gaspar, Massimo Massa
vol. 46, 2011, p. 841-869.

Stock Returns and the Volatility of Liquidity
João Pedro Pereira, Harold Zhang
vol. 45, 2010, p. 1077-1110.

Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy
João Pedro Vidal Nunes
vol. 44, 2009, p. 1231-1263.

Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets
Miguel Almeida Ferreira, Paulo Gama
vol. 40, 2005, p. 195-222.

The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Frank de Jong, Pedro Santa Clara
vol. 34, 1999, p. 131-157.

The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
Alvaro Almeida, Charles Goodhart, Richard Payne
vol. 33, 1998, p. 383-408.

Do Noise Traders "Create Their Own Space?"
Ravi Bhushan, David Brown, António Mello
vol. 32, 1997, p. 25-45.

On the Diversification, Observability, and Measurement of Estimation Risk
Pete Clarkson, Rex Thompson, José Guedes
vol. 31, 1996, p. 69-84.

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