Browsing by Author "Bergmann, Daniel Reed"

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Analysis of co-movements between the capital markets in Brazil and the United States

Bergmann, Daniel Reed; Savoia, José Roberto Ferreira; Mendes-da-Silva, Wesley; Oliveira, Mauri Aparecido de; Nakamura, Wilson Toshiro
2011

In this article copula theory is used to analyze the co-movements between the Brazilian and American capital markets. To formulate an effective asset allocation strategy, it is important to understand extreme events – both ...
The Influence of E-disclosure on the Ex-Ante Cost of Capital of Listed Companies in Brazil

Silva, Wesley Mendes da; Onusic, Luciana Massaro; Bergmann, Daniel Reed
2014

The aim of this article is to show the existence of a relationship between voluntary disclosure via corporate websites and the ex-ante cost of capital of companies listed on the BM&FBovespa. Ordinary least-squares regression ...