Browsing Produção Intelectual em Bases Externas by Subject "Liquidez (Economia)"

Now showing items 1-5 of 5

    • Determinants of the differential pricing between voting and non-voting shares in Brazil 

      Saito, Richard
      2003-05-01
      Several papers suggest that private benefits can explain the differential pricing between share classes with differential voting rights. However, in Brazil the price differential between voting and non-voting shares has ...

    • Market depth at the BM&FBovespa 

      Fernandes, Marcelo; Barros, Carlos Felipe
      2014-03-26
      O objetivo desse trabalho é estimar a medida dinâmica VNET de profundidade de mercado para ações brasileiras a partir de dados de transação. VNET mede a diferença no número de ações compradas e vendidas no intervalo de ...

    • Return and liquidity relationships on market and accounting levels in Brazil 

      Perobelli, Fernanda Finotti Cordeiro; Famá, Rubens; Sacramento, Luiz Claudio
      2016-08-01
      This 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 ...

    • Stochastic volatility and option pricing in the Brazilian stock market: an empirical investigation 

      Almeida, Caio Ibsen Rodrigues de; Dana, Samy
      2005
      The stochastic volatility model (SVPS) proposed by Fouque et al. (2000a) explores a rapid timescale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility smile implied by close ...

    • Voting premium in the Brazilian equity market 

      Fernandes, Marcelo; Souza, Vitor Frango de
      2014-03-26
        This 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 ...