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Fernando Caio Galdi,Vinícius Souto-Maior Lima
Pág. 551 - 577
This paper investigates whether stock picking considering post-earnings announcement drift (PEAD) together with financial statement analysis improve portfolio returns in the Brazilian market. The strategy implemented explores the PEAD anomaly (using SUE ...
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José Alves Dantas,Fernando Caio Galdi,Lúcio Rodrigues Capelletto,Otávio Ribeiro Medeiros
Pág. 17 - 48
The paper has the purpose of identifying whether Brazilian banks use discretionary accounting choices when recognizing and measuring derivatives for practicing earnings management and which are the determinants of this practice. Using a two-stage model t...
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Fernando Caio Galdi,Rodrigo Falco Lopes
Pág. 131 - 157
This paper investigates how accounting variables explain cross-sectional stocks returns in Brazilian capital markets. The analysis is based on Zhang (2000) and Zhang and Chen (2007) models. These models predict that stock returns are a function of net in...
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Fernando Caio Galdi,José Roberto Securato
Pág. pp. 41 - 58
This paper analyses the relationship between idiosyncratic risk and diversified portfolio returns on Brazil?s capital market. Following Goyal and Santa-Clara (2003) and Bali et alii (2005) we use volatility measures that capture systematic and idiosyncra...
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