Results 1 to 10 of about 7,920 (199)

Effect of Anti-Corruption Law adoption on firm value of Brazilian companies listed on Ibovespa

Contextus, 2021
Currently, corruption is a highly addressed issue. As anti-corruption practices, which are increasingly required in the financial market, this study aims to analyze the effect of adopting the Anti-Corruption Law on Brazilian companies’ firm ...
Fernando Maciel Ramos, Gabrielle Secchi Hohn, Lucas Antônio Vargas   +2 more
doaj   +3 more sources

An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction. [PDF]

Comput Intell Neurosci, 2022
Developing reliable equity market models allows investors to make more informed decisions. A trading model can reduce the risks associated with investment and allow traders to choose the best‐paying stocks. However, stock market analysis is complicated with batch processing techniques since stock prices are highly correlated.
Padhi DK, Padhy N, Bhoi AK, Shafi J, Yesuf SH.   +4 more
europepmc   +2 more sources

Genetic Algorithm for Feature Selection Applied to Financial Time Series Monotonicity Prediction: Experimental Cases in Cryptocurrencies and Brazilian Assets [PDF]

Entropy
Since financial assets on stock exchanges were created, investors have sought to predict their future values. Currently, cryptocurrencies are also seen as assets. Machine learning is increasingly adopted to assist and automate investments.
Rodrigo Colnago Contreras, Vitor Trevelin Xavier da Silva, Igor Trevelin Xavier da Silva, Monique Simplicio Viana, Francisco Lledo dos Santos, Rodrigo Bruno Zanin, Erico Fernandes Oliveira Martins, Rodrigo Capobianco Guido   +7 more
doaj   +2 more sources

O efeito da pandemia de COVID-19 na volatilidade do Ibovespa: uma análise empírica com modelos ARCH

Revista de Economia Mackenzie
Como a pandemia de covid-19 influenciou a volatilidade dos retornos do Ibo-vespa em seus diferentes períodos? Para responder a essa questão, este estudo teve como objetivo investigar os efeitos de reação, persistência, alavancagem e
Arthur Henrique Pinheiro Néo, Fábio Lúcio Rodrigues   +1 more
doaj   +3 more sources

Uma Análise do Ibovespa desde 2017 e na Pandemia, Frente ao Risco País e Taxa do Dólar

Revista Eniac Pesquisa, 2023
O mercado de ações Brasileiro tem apresentado um crescimento significativo nos últimos, principalmente pela taxa de juros que esta baixa, dessa forma os investidores deixam de aplicar em renda fixa e preferem investir em ações.
Marcelo Rabelo Henrique, Anderson Pascoal Constantino, Wellington Prattes da Silva   +2 more
doaj   +1 more source

Assimetria na volatilidade dos retornos revisitada: Ibovespa, merval e inmex Asymmetry of return volatility revisited: ibovespa, merval, and inmex

REGE Revista de Gestão, 2008
Este artigo procura, por meio de modelos da classe ARCH, evidências do efeito assimétrico na volatilidade das séries de retornos dos índices de ações da Argentina (Merval), Brasil (Ibovespa) e México (Inmex) durante o período de janeiro de 2000 a ...
Thiago Fleith Otuki, Carlos Henrique Radavelli, Fernando Seabra, Newton Carneiro Affonso da Costa Jr.   +3 more
doaj   +1 more source

Desenvolvimento do Mercado Financeiro e Crescimento Econômico: Evidências sobre Causalidade no Brasil

Revista de Economia Mackenzie, 2022
We seek to verify the existence of causality between the development of the financial market and the Brazilian economic growth. For this, we carried out Granger causality tests between the Ibovespa and five different variables that seek to ...
Yuri Cesar de Lima e Silva, João Henrique do Carmo Camelo   +1 more
doaj   +1 more source

Is New Ibovespa The Best Investment Option? [PDF]

Revista Brasileira de Gestão De Negócios, 2016
Purpose – Verify whether Ibovespa, Old or New, could be the best alternative for investors, considering investment possibilities (risky and risk free) in the Brazilian market.
Ricardo Goulart Serra ¹ ², Wilson Toshiro Nakamura   +1 more
doaj   +1 more source

Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping‐Based Network

Complexity, Volume 2023, Issue 1, 2023., 2023
Several public events have drawn renewed attention to the connectedness of the international stock market since the financial crisis of 2008. We investigate systemic and regional connectedness among stock markets around the world at major public events by constructing correlation networks for 46 markets based on the dynamic time‐warping method. We find
Kelong Li, Chi Xie, Yingbo Ouyang, Tingcheng Mo, Zhijian Zeng, Wei Xing Zhou   +5 more
wiley   +1 more source

Forecasting portfolio returns with skew‐geometric Brownian motions

Applied Stochastic Models in Business and Industry, Volume 38, Issue 4, Page 620-650, July/August 2022., 2022
Abstract The gist of this work is to propose a minimum tracking error portfolio that could be adopted not only as an automated alternative to ETFs but, it could also be potentially used to anticipate market changes in the target index. This goal has been achieved by adopting skew Brownian motion as a general framework.
Michele Bufalo, Brunero Liseo, Giuseppe Orlando   +2 more
wiley   +1 more source