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Macarena Andrews Barraza
Pág. 41 - 56
El presente artículo explora la reunión de mujeres denominada aquelarre o Sabbath en el marco de la Cacería de Brujas en Escocia (1563-1736), a través de la obra La Tragedia de Macbeth (1606) de William Shakespeare. Propone articular políticamente la fig...
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Caio Almeida,Elaine Fang
Pág. 1 - 37
This paper investigates hedge funds? exposures to various risk factors across different investment strategies through models with both linear and second-order factors. We extend the analysis from an augmented linear model based on Fama & French ...
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Abdelkader Bourahli
Pág. 52 - 63
O objetivo do presente trabalho consiste na aplicação do método Multicritério de Apoio à Decisão Construtivista (MCDA-C) em uma situação de escolha modal de transporte de passageiros interestadual entre os modais rodoviários e aéreo. A partir de uma ampl...
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Jaber Bahrami,Mosayeb Pahlavani,Reza Roshan,Saeed Rasekhi
Pág. 309 - 317
The purpose of this study is to investigate the relationship of some macroeconomic variables and asset returns in the framework of a theoretical and empirical Consumption based Capital Assets Pricing Model (CCAPM); for this purpose, this relationship is ...
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Muhammad Iqbal,Buddi Wibowo
Pág. 335 - 348
Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequ...
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Ailie Charteris
AbstractSeveral studies of the Capital Asset Pricing Model (CAPM) in South Africa find that beta cannot explain returns. However, these studies do not consider the effect of bull and bear markets, yet over the period 1995-2009, excess market returns were...
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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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Antonio Zoratto Sanvicente,Renato Teles Delgado
Pág. 113 - 139
This paper tested the Pástor and Veronesi (2003) hypothesis that the market-to-book ratio (M/B) is negatively related to the number of years (age) during which a firm has had its stock traded on an Exchange. The predicted decline takes place as a result ...
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