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    • A aleatoriedade do passeio na BOVESPA: testando a eficiência do mercado acionário brasileira 

      Coelho, Cristiano Augusto Fernandes; Bonomo, Marco Antônio Cesar; Torres, Ricardo (Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2000-10-01)
      We tested two versions of the random walk model for portfolios of Brazilian stocks. We found evidence of persistency in daily and weekly returns, rejecting the random walk models. Those evidences are weaker in recent ...