Pontos | Posição | |
---|---|---|
CEF.UP+NIPE (average of all rankings) (2012) | 31.58 | 113/501 |
ABS (2010) | 75.0 | 75/288 |
Australian RC (2010) | 75.0 | 104/479 |
Carlos III (2010) | 10.0 | 129/153 |
CNRS (2008) | 40.0 | 243/336 |
Combes and Linnemer (2003) | 33.0 | 100/253 |
Ideas discounted recursive impact factor (2012) | 11.79 | 47/396 |
ISI, JCR SSE, Impact Factor (2010) | 10.86 | 222/388 |
Lubrano et al (2003) | 40.0 | 122/211 |
Schneider and Ursprung (2008) | 40.0 | 137/278 |
Source Normalized Impact per Paper (SNIP) (2011) | 15.75 | 129/476 |
Article Influence Score (2021) | 1.07 | 177/409 |
Article Influence Score (2019) | 0.81 | 193/428 |
Impact Factor (2021) | 3.03 | 152/409 |
Impact Factor (2019) | 1.57 | 222/440 |
Impact Factor (5 year) (2021) | 3.2 | 159/409 |
Impact Factor (5 year) (2019) | 1.89 | 209/428 |
SJR - Scimago (2021) | 1.2 | 170/558 |
SJR - Scimago (2019) | 1.01 | 204/549 |
Count (2021) | 1.0 | 575/662 |
Changes in the Electorate and Firm Values: Evidence from the Introduction of Female Suffrage in Switzerland
Jorg R. Stahl
vol. 70, 2023, p. 386-402.
On the Driving Forces of Real Exchange Rates: Is the Japanese Yen Different?
Paulo Maio,
Ming Zeng
vol. 74, 2023, p. .
The Impact of Liquidity Risk in the Chinese Banking System on the Global Commodity Markets
Yonghwan Jo,
Jihee Kim,
Francisco Santos
vol. 66, 2022, p. 23-50.
Cash-Flow or Return Predictability at Long Horizons? The Case of Earnings Yield
Paulo Maio,
Danielle Xu
vol. 59, 2020, p. 172-192.
Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts
Gonçalo Faria,
Fabio Verona
vol. 45, 2018, p. 228-242.
The Number of Bank Relationships and Borrowing Costs: The Role of Information Asymmetries
Diana Bonfim,
Qinglei Dai,
Francesco Franco
vol. 46, 2018, p. 191-209.
The Role of Firm Investment in Momentum and Reversal
Sandra Mortal
vol. 48, 2018, p. 255-278.
Portfolio Selection with Mental Accounts and Estimation Risk
Gordon Alexander,
Alexandre M. Baptista,
Shu Yan
vol. 41, 2017, p. 161-186.
Macro Variables and the Components of Stock Returns
Paulo Maio,
Dennis Philip
vol. 33, 2015, p. 287-308.
Modelling Changes in the Unconditional Variance of Long Stock Return Series
Cristina Amado,
Timo Teräsvirta
vol. 25, 2014, p. 15-35.
Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Aurea Grane,
Helena Veiga
vol. 26, 2014, p. 26-40.
Persistence in the Banking Industry: Fractional Integration and Breaks in Memory
Uwe Hassler,
Paulo M. M. Rodrigues,
Antonio Rubia
vol. 29, 2014, p. 95-112.
Equity Order Flow and Exchange Rate Dynamics
Sara Ferreira Filipe
vol. 19, 2012, p. 359-381.
Euro Money Market Spreads during the 2007-? Financial Crisis
Nuno Cassola,
Claudio Morana
vol. 19, 2012, p. 548-557.
Consumption, (Dis)aggregate Wealth, and Asset Returns
Ricardo Sousa
vol. 17, 2010, p. 606-622.
Credit Cycles and Macro Fundamentals
Jan Koopman,
Roman Kraussl,
André Lucas,
André Monteiro
vol. 16, 2009, p. 42-54.
Estimation of Default Probabilities Using Incomplete Contracts Data
João Santos Silva,
José Murteira
vol. 16, 2009, p. 457-465.
International Comovement of Stock Market Returns: A Wavelet Analysis
António Rua,
Luis Catela Nunes
vol. 16, 2009, p. 632-639.
Investigation of the Costly-Arbitrage Model of Price Formation around the Ex-dividend Day in Norway
Qinglei Dai,
Kristian Rydqvist
vol. 16, 2009, p. 582-596.
Liquidity and Conditional Portfolio Choice: A Nonparametric Investigation
Eric Ghysels,
João Pedro Pereira
vol. 15, 2008, p. 679-699.
Geographic versus Industry Diversification: Constraints Matter
Paul Ehling,
Sofia Ramos
vol. 13, 2006, p. 396-416.
Sources of Gains from International Portfolio Diversification
Jose Manuel Campa,
Nuno Fernandes
vol. 13, 2006, p. 417-443.