Misvaluation and behavioral bias in the Brazilian stock market
Revista Contabilidade & FinançasThe study sought to apply the model developed by Gokhale et al. (2015) to identify the existence of overreaction and behavioral biases in the Brazilian stock market and analyze its performance as an investment strategy on the São Paulo Stock, Commodities,
José Bonifácio de Araújo Júnior +3 more
doaj +1 more source
A posteriori multi-stage optimal trading under transaction costs and a diversification constraint [PDF]
, 2018 This paper presents a simple method for a posteriori (historical) multi-variate multi-stage optimal trading under transaction costs and a diversification constraint.
Bemporad, Alberto, Plessen, Mogens Graf
core +2 more sources
Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002 [PDF]
Using survey data, we document that foreign-owned institutions became more pessimistic than locally owned institutions about the strength of the Brazilian currency around the 2002 presidential elections.
Andrade, Sandro C., Kohlscheen, Emanuel
core +3 more sources
Long Short Time Memory in the forecast of financial indices in the Brazilian market (Ibovespa) [PDF]
, 2022 Marco Antonio Zavaleta Sanchez
openalex +1 more source
Evidências empíricas: arbitragem no mercado brasileiro com fundos ETFs
Revista Contabilidade & Finanças, 2013 De acordo com a literatura de gestão de risco, a diversificação contribui para a mitigação do risco. Neste sentido, os fundos de índice Exchange Traded Funds (ETF), recém-introduzidos no mercado brasileiro, permitem sua fácil execução.
Yuri Sampaio Maluf +1 more
doaj +1 more source
Analysis of the impact of financial crises on Ouro Scheffer’s jewelry sales
Contabilidad y Negocios: Revista del Departamento Académico de Ciencias Administrativas, 2018 This article studies financial crises and their impact on the main types of financial investment. Specifically, the objective of this study is to analyze the impact that financial crises generated in purchase of jewelry at Ouro Scheffer. It was therefore
Luis Ferruz Agudo +3 more
doaj +1 more source
Relação dinâmica entre Ibovespa e variáveis de política monetária
RAE: Revista de Administração de Empresas, 2006 Este estudo tem como principal objetivo analisar a relação causal entre um conjunto de variáveis de política monetária e o mercado acionário brasileiro, representado pelo Ibovespa, e para tal utilizará o procedimento de Bernanke (1986).
Gustavo de Souza Grôppo
doaj
How influential is monetary policy on Ibovespa returns and volatility? [PDF]
EconomiAPurposeIs monetary policy neutral to Ibovespa index returns and volatility? To approximate neutrality, the Brazilian Government has implemented a system in which the financial sector’s economic agents contribute to their daily predictions about future ...
Joilson Giorno +2 more
doaj +1 more source
Bayesian Nonparametric Inference of Switching Linear Dynamical Systems [PDF]
, 2010 Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector autoregressive ...
Fox, Emily B. +3 more
core +4 more sources
The incidence of reserve requirements in Brazil: Do bank stockholders share the burden? [PDF]
There is consensus in the economic literature that reserve requirements are a tax levied upon financial intermediation, yet the incidence of the tax remains controversial.
Cyntia F. Azevedo +1 more
core +3 more sources