|
|
|
|
|
Leonardo Anversi Ukita,Rodolfo Leandro de Faria Olivo,Leandro José Morilhas,Flávia Angeli Ghisi Nielsen
Pág. 19 - 34
The 21st Century has seen important innovations in stock markets, particularly the widespread adoption of automatic trading systems, which, allied to high-speed information systems, have increased efficiency and competition among stock brokers. In this c...
ver más
|
|
|
|
|
|
|
|
|
|
|
Leandro Maciel,Rosangela Ballini
Pág. 80 - 99
Stock exchange automation, characterized by the replacement of floor trading systems by electronic trading systems, is one of the main restructuring processes observed in global capital markets in recent decades. This paper investigates the effects of au...
ver más
|
|
|
|
|
|
|
|
|
|
|
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...
ver más
|
|
|
|
|
|
|
|
|
|
|
Derick D. Quintino, Sergio A. David and Carlos E. de F. Vian
In this work, an investigation and analysis are carried out in order to observe the relationship between ethanol spot and futures prices in Brazil. We adopted the Engle and Granger co-integration approach. Also, we consider the information share method p...
ver más
|
|
|
|
|
|
|
|
|
|
|
Walter Gonçalves Junior,William Eid Junior
Pág. 189 - 224
The purpose of this paper is to identify determinants for foreign portfolio investment in the Brazilian stock market. From the viewpoint of the investors who have already allocated their resources in Brazilian Market, it was found that periods of greater...
ver más
|
|
|
|
|
|
|
|
|
|
|
Antonio Zoratto Sanvicente
Pág. 1 - 12
The paper reports the availability of equity market and government bond indices for the 1950-1967 in Brazil, before the introduction of the Bovespa index. Nominal monthly returns are computed, and the historical market risk premium is determined. A 1.86%...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nelson Ferreira Fonseca,Wagner Moura Lamounier,Aureliano Angel Bressan
Pág. 243 - 265
This article aims to identify profitable trading strategies based on the effects of leads and lags between the spot and futures equity markets in Brazil, using high frequency data. To achieve this objective and based on historical data of the Bovespa and...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jairo Laser Procianoy,Rodrigo Verdi
Pág. 107 - 136
This paper studies the determinants and consequences of ?rms that adopted the Brazilian new stock exchanges ? Novo Mercado, Nível 1 and Nível 2. Since 2001 more than 61 companies chose to be traded in these exchanges with the intention to raise their lev...
ver más
|
|
|
|
|
|
|
|
|
|
|
Gabriel Godofredo Fiuza de Bragança,Marcelo de Sales Pessoa,Katia Rocha
Pág. 385?409
This paper examines how regulatory interventions can affect the market risk of electricity utilities and telecom carriers traded in the Brazilian stock market (BOVESPA). Our article uses a bivariate Generalized AutoRegressive Conditional Heteroskedastici...
ver más
|
|
|
|
|
|