Financial Markets
Mostrando 13-24 de 218 artigos, teses e dissertações.
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13. Misvaluation and behavioral bias in the Brazilian stock market
RESUMO O estudo buscou utilizar o modelo desenvolvido por Gokhale et al. (2015) para identificar existência de sobrerreação e vieses comportamentais no mercado de ações brasileiro e analisar seu desempenho como estratégia de investimentos na Bolsa de Valores, Mercadorias e Futuros de São Paulo (BM&FBOVESPA), no curto e longo prazo, bem como testar sua
Rev. contab. finanç.. Publicado em: 2019-03
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14. Analysis of the impact of Fies on the stock returns from the higher education sector
RESUMO O objetivo deste trabalho é analisar se a emissão de Certificados Financeiros do Tesouro - Série E (CFT-Es) gera retornos anormais em um portfólio composto unicamente por ações de setor de ensino superior, verificando se o mercado educacional brasileiro é eficiente em sua forma semiforte. O propósito principal do CFT-E é o repasse de verbas p
Rev. contab. finanç.. Publicado em: 18/02/2019
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15. Can accounting-based and market-based indicators predict changes in the risk rating of brazilian banks?
Resumo Objetivo: A presente pesquisa buscou analisar se os indicadores de mercado, de forma complementar aos indicadores contábeis, têm capacidade de antecipar alterações (downgrades ou upgrades) nas avaliações de classificação de risco (rating) dos bancos no Brasil. Metodologia: Regressões lineares em modelos probit, a partir de uma amostra colet
Rev. bras. gest. neg.. Publicado em: 2019-01
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16. Life Cycle Assessment (LCA) and Wind Power Generation: Application of the Methodology and the Generator to Power System
ABSTRACT Sustainability and economics are current issues in the generation of electricity. The energy matrix is diversified and some forms have stood out, such as wind. Some tools have been developed to improve project efficiency, one of which is Life Cycle Assessment (LCA). This presents solidity when assisting projects financially and environmentally, eval
Braz. arch. biol. technol.. Publicado em: 29/10/2018
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17. The Relationship between Sentiment and Risk in Financial Markets
Abstract This article estimates association coefficients between measures of market sentiment and risk in the U.S., German and Chinese markets. In terms of risk, four measures were considered: standard deviation, value at risk, expected shortfall and shortfall deviation risk. For market sentiment, data was collected using the Psych Signal technology, which i
BAR, Braz. Adm. Rev.. Publicado em: 29/03/2018
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18. INFORMATION TOKEN DRIVEN MACHINE LEARNING FOR ELECTRONIC MARKETS: PERFORMANCE EFFECTS IN BEHAVIORAL FINANCIAL BIG DATA ANALYTICS
ABSTRACT Conjunct with the universal acceleration in information growth, financial services have been immersed in an evolution of information dynamics. It is not just the dramatic increase in volumes of data, but the speed, the complexity and the unpredictability of ‘big-data’ phenomena that have compounded the challenges faced by researchers and practit
JISTEM J.Inf.Syst. Technol. Manag.. Publicado em: 2017-12
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19. MAKING A CAREER IN A MALE-DOMINATED FIELD: THE MEANING OF WORK FOR WOMEN EMPLOYED IN THE FINANCIAL MARKETS
ABSTRACT Purpose: This paper aims to analyze the subjective aspects of women who work in the financial market, focusing on the meanings they attribute to their labour activities. Originality/value: Despite the significant academic production about gender, few studies investigate the meaning women attribute to their work activities or analyze the main build
RAM, Rev. Adm. Mackenzie. Publicado em: 2017-08
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20. Are Country and Size Risks Priced in the Brazilian Stock Market?
Abstract When estimating a firm's cost of equity for valuation and other purposes in emerging markets without (or with only partial) capital market integration, many practitioners include a premium for country risk. In principle, the inclusion of such a risk factor would be justified if the particular country of interest was not sufficiently integrated into
BAR, Braz. Adm. Rev.. Publicado em: 20/04/2017
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21. Impactos de la dinámica urbana en los mercados laborales en las principales ciudades chilenas
Abstract Economic and financial liberalization reforms, in most Latin American countries, have led to a radical change in the structure of material production in the region. In this context, this paper aims to identify and characterize the link between the growth trends of the main Chilean cities and the evolution of their urban labor markets, seeking to cla
Cad. Metrop.. Publicado em: 2017-04
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22. Los imaginarios de “inversores”, “mercados” y “valor” en la distribución del dinero por la industria financiera. Un estudio de caso sobre los derivados de crédito
Abstract: This text is based on participant observation research as an assistant financial analyst in a multinational asset management company based in France in 2004. The purchase of credit derivatives, based on US mortgages, by the employees of this French multinational on behalf of their clients situated around the world, integrated thousands of people in
Civitas, Rev. Ciênc. Soc.. Publicado em: 2017-04
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23. Crisis de la globalización neoliberal y mercados de trabajo en Andalucía (España)
Abstract The profound changes in economic, labor, social and institutional structures that have been occurring since the late 20th century have become faster, deeper and more complex over the last decade, as a crisis of exceptional depth has been generated. Although it began as a financial crisis, it has evolved to become systemic. This crisis, in addition t
Cad. Metrop.. Publicado em: 2017-04
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24. Portfolio optimization using Mean Absolute Deviation (MAD) and Conditional Value-at-Risk (CVaR)
Abstract This paper investigates the efficiency of traditional portfolio optimization models when the returns of financial assets are highly volatile, e.g., in financial crises periods. We also develop alternative optimization models that combine the mean absolute deviation (MAD) and the conditional value at risk (CVaR), attempting to mitigate inefficient, l
Prod.. Publicado em: 02/03/2017