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Viet Quoc Pham,Dinh Trung Nguyen
Pág. 216 - 224
This paper studies the effects of the managerial overconfidence on the corporate capital structure in the Vietnamese stock market for the period 2010 - 2016 by estimating generalized least squares (GLS) on a sample of 329 non-financial firms listed on th...
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Retius Chifurira,Knowledge Chinhamu
AbstractOrientation: Value-at-risk (VAR) and other risk management tools, such as expected shortfall (conditional VAR), are heavily reliant on a suitable set of underlying distributional conjecture. Thus, distinguishing the underlying distribution that b...
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Marcelo de Castro Orefice,Pedro L. Valls Pereira
Pág. 389 - 428
In this paper, we discuss the practice of portfolio pumping in Brazil. Although the topic is recurrent in other countries, few studies provide this analysis for the Brazilian case. The statistical study is elaborated in three stages: first, we considered...
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Fernando Nascimento Oliveira,Fernando Cesar dos Santos Cunha
Pág. 251 - 286
This study verifies the contribution of a structural break (if any) to CAPM models. Therefore, we used all the assets listed in Bovespa and New York Stock Exchange in monthly frequencies. Three famous structural breaks tests were used. The results show t...
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Ghazi Al-Assaf
Pág. 43 - 50
The paper investigates the differences between number of indicators used for an early warning system to explain any potential currency crisis for the case of Jordan and Egypt. The comparison is based on estimating various leading indicators that help in ...
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