Return Volatility Of The Shares
Mostrando 1-4 de 4 artigos, teses e dissertações.
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1. Governança corporativa analisada nos limites circunscritos da crise subprime: análise dos efeitos da crise na volatilidade das ações no novo mercado brasileiro e no prime standard alemão
A governança corporativa emergiu num contexto de necessidade de mecanismos de incentivo e controle, com códigos que são postos à disposição das empresas para aprimorar a própria ideia de governança, com o objetivo de regular o funcionamento das estruturas internas e externas, de forma a conceder aos investidores maior segurança quanto à realizaçã
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 19/04/2012
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2. O uso de cópulas para gestão de riscos
The large number of publications in finance using currently copulas can be explained by the ability of this technique to deal with statistical evidence of non-normality of the return series of financial assets. The non-normality is evidenced by the "volatility smile" in the series of stock options near expiration, the existence of "heavy tails" in portfolios
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2012
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3. ANALISANDO A RELAÇÃO DAS VARIÁVEIS MACROECONÔMICAS COM O MERCADO ACIONÁRIO
Macroeconomical variables that interfere in the economy and contagy that came of from worldwide crisis is the main theme which worries researchers of the financing area. Since 1980, that is the studied period of this research, the Stock Market brings huge amounts of profit in the shares of the companies of open capital, at the same time in that it scares the
Publicado em: 2008
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4. GOVERNANÇA CORPORATIVA, RISCO E DESEMPENHO DAS COMPANHIAS ABERTAS BRASILEIRAS: UMA ANÁLISE DO RELACIONAMENTO ENTRE AS PRÁTICAS DE GOVERNANÇA CORPORATIVA, O RISCO E O DESEMPENHO DAS COMPANHIAS ABERTAS BRASILEIRAS / CORPORATE GOVERNANCE, RISK AND PERFORMANCE OF THE BRAZILIAN PUBLIC COMPANIES: AN ANALYSIS OF THE RELATIONSHIP BETWEEN THE PRACTICES OF CORPORATE GOVERNANCE, THE RISK AND THE PERFORMANCE OF THE BRAZILIAN PUBLIC COMPANIES
This study estimated the quality of governance practiced by a significant sample of Brazilian publicly traded companies between 2002 and 2006, and related it to risk and performance. An index composed of twenty questions, with all answers in binary form, was constructed to measure the quality of governance. Several indicators were used for risk such as the l
Publicado em: 2007