Pontos | Posição | |
---|---|---|
CEF.UP+NIPE (average of all rankings) (2012) | 76.36 | 7/501 |
ABS (2010) | 100.0 | 12/288 |
Australian RC (2010) | 100.0 | 33/479 |
Axarloglou and Theoharakis (2003) | 26.47 | 12/94 |
Carlos III (2010) | 50.0 | 7/153 |
CNRS (2008) | 80.0 | 62/336 |
Combes and Linnemer (2003) | 67.0 | 8/253 |
Engemann and Wall (2009) | 12.05 | 18/65 |
Ideas discounted recursive impact factor (2012) | 28.84 | 18/396 |
ISI, JCR SSE, Article Influence Score (2010) | 63.97 | 5/316 |
ISI, JCR SSE, Impact Factor (2010) | 55.85 | 5/388 |
Kodrzycki and Yu (2006) | 94.48 | 3/177 |
Lubrano et al (2003) | 80.0 | 15/211 |
Qualis (2008) | 100.0 | 15/200 |
Ritzberger (2008) | 38.33 | 6/153 |
Schneider and Ursprung (2008) | 100.0 | 2/278 |
Source Normalized Impact per Paper (SNIP) (2011) | 65.58 | 3/476 |
Tinbergen Institute (2011) | 100.0 | 5/119 |
Article Influence Score (2021) | 12.2 | 5/409 |
Article Influence Score (2019) | 10.07 | 5/428 |
Impact Factor (2021) | 7.87 | 26/409 |
Impact Factor (2019) | 6.81 | 6/440 |
Impact Factor (5 year) (2021) | 12.61 | 7/409 |
Impact Factor (5 year) (2019) | 9.74 | 6/428 |
SJR - Scimago (2021) | 16.46 | 4/558 |
SJR - Scimago (2019) | 17.13 | 3/549 |
Count (2021) | 1.0 | 440/662 |
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Valuation Risk and Asset Pricing
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A Model of Mortgage Default
John Campbell,
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Dividend Dynamics and the Term Structure of Dividend Strips
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Levered Returns
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Lukas Schmid
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Agency Conflicts, Investment, and Asset Pricing
Rui Albuquerque,
Neng Wang
vol. 63, 2008, p. 1-40.
Bank Loans, Bonds, and Information Monopolies across the Business Cycle
João Santos,
Andrew Winton
vol. 63, 2008, p. 1315-1359.
Marketwide Private Information in Stocks: Forecasting Currency Returns
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Eva de Francisco,
Luis Brandao-Marques
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Corporate Governance, Idiosyncratic Risk, and Information Flow
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Episodic Liquidity Crises: Cooperative and Predatory Trading
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Dynamic Portfolio Selection by Augmenting the Asset Space
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Pedro Santa Clara
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Favoritism in Mutual Fund Families: Evidence on Strategic Cross-Fund Subsidization
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James Dow,
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Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
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Optimal Diversification: Reconciling Theory and Evidence
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A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives
Antonio Camara
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Amit Goyal,
Pedro Santa Clara
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Pedro Santa Clara,
Rossen Valkanov
vol. 58, 2003, p. 1841-1872.
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
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Pedro Santa Clara,
Eduardo Schwartz
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The Determinants of the Maturity of Corporate Debt Issues
José Guedes,
Tim Opler
vol. 51, 1996, p. 1809-1833.
Measuring the Agency Cost of Debt
António Mello,
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vol. 47, 1992, p. 1887-1904.
The Default Risk of Swaps
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vol. 46, 1991, p. 597-620.