5   Artículos

 
en línea
Juliana Carvalho Sampaio Tourinho Tourinho,Hsia Hua Sheng     Pág. 31 - 44

 
en línea
Leonel Rodrigues Bogéa Sobrinho,Hsia Hua Sheng,Mayra Ivanoff Lora     Pág. 267 - 284
We develop partial adjustment and duration models to test the relevance of country idiosyncrasies in determining the capital structure of publicly-traded Brazilian, Chilean and Mexican firms. Our data panel, ranging from the 4th quarter of 1996 to the 2n... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Hsia Hua Sheng,Cristiane Karcher,Paulo Hubert Jr.     Pág. p. 347 - 360
Earnings at Risk (EaR) is a financial risk measure that can be applied to non-financial companies, similarly to Cash Flow at Risk (CFaR). It is based on a relation that can be quantified using a multiple linear regression model, where the dependent varia... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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