Browsing Produção Intelectual em Bases Externas by Author "Yoshinaga, Claudia Emiko"

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Performance of fixed income funds in brazil: market timing and style analysis

Oreng, Mariana Aparecida Calabrez; Eid Júnior, William; Yoshinaga, Claudia Emiko
2017-12

This study investigates whether managers of Fixed Income Brazilian funds exhibit market-timing abilities and what are the main components driving a fund's return. Measuring timing ability of Fixed Income funds' managers ...
The relationship between market sentiment index and stock rates of return: a panel data analysis

Yoshinaga, Claudia Emiko; Castro Junior, Francisco Henrique Figueiredo de
2012-06-01

This 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 ...