Listagem Produção Intelectual em Bases Externas por Assunto "Ações (Finanças)"
Itens para a visualização no momento 1-13 of 13
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Uma abordagem de teoria dos jogos sobre operações de aluguel no mercado acionário brasileiro
2014-08-01In Brazil's market, the institution of interest on equity transactions provides a precedent for gains resulting from the difference between the tax rates of individuals and those of investment funds through structured ... -
Ações e empréstimos: o risco e o custo
2003-10-03 -
Uma busca por evidências do asset growth effect no Ibovespa: um estudo exploratório
2010-12-01The main objective of this study is to analyze, for Brazil, the existence of an intriguing question in the international literature: firms with lower growth in total assets observed superior returns compared to those with ... -
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
2016-03-10This paper investigates the effects on the estimation of parameters related to the elasticity of intertemporal substitution and risk aversion, of the selection of different portfolios to represent the optimal aggregate ... -
Garrafa azul
2008-10-03Na segunda metade da década de 1990, o Brasil viveu um fenomenal processo de abertura de mercado que culminou com a entrada maciça de produtos estrangeiros -
Hedging against embarrassment
2015This paper assesses the extent to which the expected disclosure to peers of an individual investor's financial performance influences his/her stock-trading decisions. In a lab experiment, participants trade in incentivized ... -
Índice de Sharpe e outros indicadores de performance aplicados a fundos de ações brasileiros
2001-12-01We applied several performance measures to evaluate the ten largest stock mutual funds offered in Brazil. The main purpose of this article is to introduce and show the difficulties and shortfalls on the application of the ... -
Options can induce risk taking for arbitrary preferences
2006-04It is widely believed that call options induce risk-taking behavior. However, Ross (2004) challenges this intuition by demonstrating the impossibility of inducing managers with arbitrary preferences to always act as if ... -
The problem of incentives in building corporate governance models
2008The attempt to align interests of executives with those of shareholders has been addressed in the corporate governance context from a predominantly economic outlook based on the agency theory. The models that combine ... -
The relationship between market sentiment index and stock rates of return: a panel data analysis
2012-06-01This article analyzes the relationship between market sentiment and future stock rates of return. We used a methodology based on principal component analysis to create a sentiment index for the Brazilian market with data ... -
Return and liquidity relationships on market and accounting levels in Brazil
2016-08-01This article discusses profitability-liquidity relationships on accounting and market levels for 872 shares of publicly-traded Brazilian companies, observed between 1994 and 2013. On the market level, the assumption is ... -
Stock market development: an analysis from a multilevel and multi-country perspective
2011-12-01Stock markets have been rapidly developed around the world during the last 20 years. Accordingly, there is sincere academic interest in understanding the determinants of this phenomenon. Most studies advocate that the ... -
Voting premium in the Brazilian equity market
2014-03-26This study aims to estimate the control premium in the Brazilian stock market, based on the dual-class price differential. We first show that the average control premium is positive from July 2003 to June 2013. This is ...
