Brazilian stock market
Toward convergence? The Brazilian stock market concentration and the role of private equity in its diversification
... local stock market and to the whole ...the Brazilian stock market experienced a long-forgotten initial public offering (IPO) season that introduced new industries to investors and ...
12
Predictive ability of accruals before and after IFRS in the Brazilian stock market
... the Brazilian stock market, indicating the motivation of discretionary accounting choices under the informational ...the Brazilian stock market, enabled by IFRS, contribute to an ...
15
Value and momentum strategies in the Brazilian stock market: the 2008 financial crisis and its aftermath
... This dissertation analyzes the performance of three zero-cost portfolio strategies (value, momentum and a 50/50 combination of those, which is called combo) in the Brazilian stock market during the ...
39
Misvaluation and behavioral bias in the Brazilian stock market
... the Brazilian stock market and analyze its performance as an investment strategy on the São Paulo Stock, Commodities, and Futures Exchange (BM&FBOVESPA) in the short term and long term, as ...
16
THE PERFORMANCE OF RATIONAL CHOICE AND TECHNICAL ANALYSIS IN BRAZILIAN STOCK MARKET
... (2007) com a reprodução das séries estimadas pelo modelo AR(1)-GARCH(1,1) criando-se séries simuladas, todos os modelos gráficos (médias móveis, bandas de Bollinger e histograma de média[r] ...
27
Tests of conditional asset pricing models in the brazilian stock market
... The author tests a dynamic factor asset pricing model in which the risk loadings are measured with respect to the world market return in excess of a risk-free asset returno The re[r] ...
37
Asset growth and stock return: evidence in the Brazilian market
... lower stock returns, whereas firms that have experienced contraction, through divestiture, share repurchase and debt retirement, tend to show good operating performance and higher stock ...and stock ...
17
Price discovery using a regime-sensitive cointegration approach
... This setup is then applied to high frequency financial data in the Brazilian stock market. Particularly, I’m interested in the dual-class effects of information dissemination as investi- gated in ...
38
Analysts’ recommendations in Brazil: do they add value?
... in Brazilian Stock ...the Brazilian market indexes Ibovespa and IBrX following the analysts’ stock ...and market prices difference is bigger than 25% and lesser or equal than ...
17
Strategic Asset Allocation in Brazil
... a stock (Brazilian stock or foreign stock), and three other state variables by using the data presented in Section ...a Brazilian stock-market index; a Brazilian ...
26
BAR, Braz. Adm. Rev. vol.2 número2
... secondary market prices will on average drop on the days preceding the issue day and recover on the post-issue market, since such recovery was not ...efficient market hypothesis (no price ...
12
AN APPLICATION TO THEE UROPEAN STOCK MARKET
... similar stock selection trends, PMPT’s portfolios fa- vor in their composition stocks that display positive skewness and/or leptokurtosis, as well as stocks with low semideviation, mainly due to low DF and/or ...
50
The Structure of International Stock Market Returns
... international stock market returns in terms of rate of return, unconditional volatility, skewness, excess kurtosis, serial dependence and long-memory is ...of stock market ...
21
Elections and stock market volatility: evidence in OECD countries and developing countries
... of stock markets could not be explained by standard valuation ...how stock return variability are linked to macroeconomic variables, financial leverage and trading ...the stock market can be ...
53
Rev. adm. contemp. vol.9 número especial 2 v9nesp2a04
... investigate stock returns associated with the announcement of equity issues by Brazilian firms between 1992 and 2003 in order to determine market reaction before, during, and after the issue ...that ...
11
Stock market liquidity impact on economic development
... Although there are so many authors trying to explain how these two dimensions are linked together (Carp, 2012; Enisan & Olufisayo, 2009; Galariotis & Giouvris, 2015; N’Zué, 2006; Næs et al., 2011; Nurudeen, 2009; ...
79
Efficient Market Hypothesis in European Stock Markets
... Taken together, the evidence from this test tends to refute more strongly the random walk hypothesis only in Greece and Portugal, due to the presence of positive serial correlation in lag 1. However, we should be ...
20
Analysis of value portfolios in the Brazilian market
... the market average and elaborating portfolios with more discounted companies in terms of P/E and P/B, it was observed that these portfolios also presented preferable results to the market index, both in ...
17
A Wavelet-Based Method to Measure Stock Market Development
... measure stock market devel- ...worldwide market indices from 1996 to ...of stock markets according to their degree of ...of stock markets into “emerging” or “developing” and “mature” or ...
8
Determinants Of Equity Prices In The Stock Market
... Zimbabwe Stock Exchange were studied. This study argued that the market price of the stocks is affected by economic, political and social ...include market liquidity and stability, availability of ...
17