Stock Return
Mostrando 1-12 de 82 artigos, teses e dissertações.
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1. Firms’ legitimation through corporate governance and its association with risk and return in Brazil
Abstract Purpose This study aims to examine the listing of firms at the highest corporate governance level of the Brazilian stock exchange (B3) as a means of legitimation and its relationship with risk and return on investment. Design/methodology/approach This paper analyzes 205 companies from 2010 to 2019, in which firms listed at the Novo Mercado level w
RAUSP Manag. J.. Publicado em: 2021-03
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2. Is the effect the same every January? Seasonality and Brazilian equity fund flows
RESUMO Partindo do pressuposto de que padrões sazonais foram identificados em ativos do mercado de ações e também no contexto de fundos de investimento, o objetivo deste artigo é investigar a relação entre a sazonalidade apresentada pelo Efeito-Janeiro e o fluxo financeiro dos fundos de ações brasileiros. O estudo expande os possíveis efeitos da sa
Rev. contab. finanç.. Publicado em: 09/12/2019
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3. Cocoa propagation, technologies for production of seedlings
Resumo A propagação vegetativa em cacaueiro foi iniciada na América Central no início do século passado. No entanto, somente no final do século essa técnica foi intensificada no estado da Bahia onde se verificou que mudas de propagação vegetativa elevam o rendimento de áreas de cultivo do cacaueiro, especialmente aquelas que usam outras tecnologia
Rev. Bras. Frutic.. Publicado em: 25/04/2019
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4. 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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5. 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
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6. Semen quality and reproductive performance of boars kept in pens containing conventional coffee husk as a floor covering
ABSTRACT The objective of this study was to evaluate the putative effects of the use of coffee husk as floor covering on boar semen quality. Sixteen boars were divided into two groups. The first group was held in a conventional system with a compact floor. The second group was kept on a compact floor covered with coffee pods. The experimental period was 60 d
R. Bras. Zootec.. Publicado em: 2016-07
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7. Corwin-Schultz Bid-ask Spread Estimator in the Brazilian Stock Market
This paper tests the validity of the Corwin-Schultz bid-ask spread estimator in the Brazilian stock market. The Corwin-Schultz estimator arises as an easy way to compute asymmetric information throughout daily high and low stock prices for estimating overnight and non-negative adjusted spreads. The sample consisted of Ibovespa firms from 1986 to 2014 and was
BAR, Braz. Adm. Rev.. Publicado em: 2016-03
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8. Intangible Assets and Superior and Sustained Performance of Innovative Brazilian Firms
According to the Resource-Based View, the nature of the resources, competences and knowledge accumulated by firms are the major causes of variation in business performance. In view of the importance attributed to intangible assets, the purpose of the present study was to investigate whether innovative firms with superior and sustained performance and firms w
BAR, Braz. Adm. Rev.. Publicado em: 2014-12
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9. Impact of sugarcane trash on fertilizer requirements for São Paulo, Brazil
The area under mechanized sugarcane (Saccharum spp.) harvesting is expanding in Brazil, increasing the return of trash to the soil. The main questions regarding this management are: (i) after adopting unburned mechanical harvesting, how long will it take to observe decreases in fertilizer requirements, (ii) what will be the magnitude of this decrease and, (i
Sci. agric. (Piracicaba, Braz.). Publicado em: 2013-10
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10. Board of directors and top management team : a study on CEO relative power and financial return
Best corporate governance practices published in the primers of Brazilian Securities and Exchange Commission and the Brazilian Corporate Governance Institute promote board independence as much as possible, as a way to increase the effectiveness of governance mechanism (Sanzovo, 2010). Therefore, this paper aims at understanding if what the managerial literat
Publicado em: 02/07/2012
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11. Governança corporativa: geração de valor - um estudo das empresas brasileiras de capital aberto com ações negociadas na bolsa de valores de São Paulo no período 2000 até 2011
Since the early 1980s the Corporate Governance has become the main global focus of discussion about the top management. In Brazil the topic has gained impact from 1995, the foundation year of the IBCA (Instituto Brasileiro de Conselheiros de Admininstração), current IBGC (Instituto Brasileiro de Governança Corporativa). The adoption and improvement of cor
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 27/03/2012
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12. IDENTIFICAÃÃO DE TENDÃNCIAS E CICLOS COMUNS NA EVOLUÃÃO DOS ÃNDICES DE AÃÃES DA AMÃRICA DO SUL / IDENTIFICATION OF TRENDS AND DEVELOPMENTS IN COMMON CYCLES STOCK INDICES OF SOUTH AMERICA
The present study aims to test the presence of common cycles for major stock markets of countries in South America following the methodology of Vahid and Engle (1993). Using the accumulated gross nominal monthly return for the major stock indexes in Brazil, Argentina, Colombia, Venezuela, Chile and Peru for the period from January, 1998 to November, 2010, th
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 13/02/2012