Sentiment Index
Mostrando 1-5 de 5 artigos, teses e dissertações.
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1. Investor sentiment and earnings management in Brazil
RESUMO A pesquisa analisa se existe associação temporal entre o sentimento do investidor e o gerenciamento de resultados no Brasil. Vários estudos investigaram os determinantes do gerenciamento de resultados, fatores externos ou internos das empresas e normativos, mas poucos consideraram fatores pessoais, tal como o sentimento dos investidores no Brasil.
Rev. contab. finanç.. Publicado em: 09/12/2019
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2. Anomalies and Investor Sentiment: Empirical Evidences in the Brazilian Market
Abstract This study examined the relationship between investor sentiment and value anomalies in Brazil. In addition, it analyzed if pricing deviations caused by investors with optimistic views are different from those caused by pessimistic investors. The sample included all non-financial firms listed on the B3 (Brasil, Bolsa, Balcão) stock exchange from Jul
BAR, Braz. Adm. Rev.. Publicado em: 28/09/2017
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3. The relationship between market sentiment index and stock rates of return: a panel data analysis
This article analyzes the relationship between market sentiment and future stock rates of return. We used a methodology based on principal component analysis to create a sentiment index for the Brazilian market with data from 1999 to 2008. The sample consisted of companies listed on BM&F BOVESPA which were grouped into quintiles, each representing a portfoli
BAR - Brazilian Administration Review. Publicado em: 2012-06
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4. ÍNDICE DE SENTIMENTO DO MERCADO ACIONÁRIO NO BRASIL E TAXA DE RETORNO DAS AÇÕES EM PERÍODOS SUBSEQÜENTES: UM ESTUDO EMPÍRICO / SENTIMENT INDEX IN THE BRAZILIAN MARKET AND STOCK RETURNS IN SUBSEQUENT PERIODS: AN EMPIRICAL STUDY
A teoria clássica de finanças considera que os investidores racionais são capazes de arbitrar ou desfazer distorções provocadas por investidores menos racionais ou providos de sentimento. Entretanto, distorções persistentes nos preços de ativos de mercado levam a crer que há limites à arbitragem. Novos modelos visam a entender como fatores comporta
Publicado em: 2010
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5. The relationship between market sentiment index and stock returns: a panel data analysis / A relação entre índice de sentimento de mercado e as taxas de retorno das ações: uma análise com dados em painel
In classical nance theory investor sentiment is not considered an important factor in asset pricing. Although the existence of investor sentiment is not denied, theories assume that in competitive markets quasi-rational behavior is quickly oset by rational agents. The main goal of this thesis is to investigate the relationship between investor sentiment and
Publicado em: 2009