Stock Return
Mostrando 25-36 de 82 artigos, teses e dissertações.
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25. Análise técnica, econômica e ambiental de macaúba e de pinhão-manso como alternativas de agregação de renda na cadeia produtiva de biodiesel / Technical, environmental, and economic analysis of oil palm and physic nut as an alternative for adding income in the productive chain of biodiesel
With concentration increasing of gases in the atmosphere the greenhouse effect is getting worse and causing the global warming, mainly from burning fossil fuels that has been observed since the Industrial Revolution. It is clear who anthropogenic actions were increasing emissions of greenhouse gases (GHG) and endangers the earth environmental sustainability.
Publicado em: 2010
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26. Identificação de inovações e seus reflexos nos indices de rentabilidade de empresas brasileiras de capital aberto / Identification of innovation and its consequenses at rates of profitabillity of open market companies
The objective of this study is to identify technological innovations and innovative actions implemented and their impact on return rate on capital of Brazilian open market companies. The study is included in research group of Entrepreneurship, Innovation and Competitiveness in Organizations Program of Graduate Studies in Administration (PPGAd) of the Regiona
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/04/2009
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27. 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
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28. A study about the portfolio selection problem / Um estudo do problema de escolha de portfólio ótimo
The process of selecting a portfolio is a classical problem in finance, where the investor intends to invest money in the stock market in such way that a reasonable trade-off between expected return and risk is obtained. In general, the higher the expected return of the portfolio is, the higher his risk will be. In this work the single period portfolio optim
Publicado em: 2009
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29. Análise do alisamento de resultados contábeis nas empresas abertas brasileiras.
Earnings management is an area that has been studied extensively; there are currently several lines of research. A significant part of these studies has examined the results of smoothing (BUCKMASTER, 2001). Income smoothing is defined as the management of results to reduce the variability of accounting results. If the smoothing leads to more information be r
Publicado em: 2009
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30. A ESTABILIDADE DOS COEFICIENTES BETAS (B): A APLICABILIDADE DOS BETAS HISTÓRICOS NA AVALIAÇÃO DE AÇÕES NO MERCADO BRASILEIRO / BETA (B) STABILITY: THE APPLICABILITY OF HISTORICAL BETAS TO ASSET PRICING IN THE BRAZILIAN STOCK MARKET
The model known as capital asset pricing model - CAPM defines the beta parameter as the constant that measures the expected return variation of an asset in relation to the equity premium. Parameter beta stability is crucial to apply the use of historical data in the pricing of assets and assessing the cost of capital of companies. This dissertation assessed
Publicado em: 2009
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31. Accounting earnings properties and determinants of earnings response coefficient in Brazil / Propriedades do lucro contábil e determinantes do coeficiente de resposta ao lucro no Brasil
A fundamental issue at the interface of economics, finance, and accounting involves the relation between a firms reported earnings and its stock returns. The lack of research in this field using Brazilian data and the limitations of previous research in terms of time-series data (small length available) motivates the present research. In addition, the practi
Publicado em: 2009
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32. An architecture for automated asset management based on competitive agents. / Uma arquitetura para administração automatizada de ativos baseada em agentes competitivos.
In order to solve complex problems using several autonomous agents it is necessary that these agents present negotiation skills and share some common goals to make cooperation attractive. On the other hand, competition among agents may bring some social benefits, since the most effective agents can be identified and more resources could be associated to them
Publicado em: 2009
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33. Mercado de capitais brasileiro: discussão sobre a eficácia dos mecanismos de proteção dos acionistas minoritários não qualificados nos processos de IPO (Initial Public Offering) na Bovespa, no período de 2004 a 2007
The central goal of this research was to increase the debating about efficacy from rules, legal actions and Corporate governance to protect the non qualified minority shareholders in the Brazilian IPOs (Initial Public Offering) programs. The theme has showed growing interest, because the number of personal investors and the Bovespas (São Paulo Stock Exchang
Publicado em: 2009
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34. Anomalias de mercado : a estrategia de impulso e do volume no Mercado de acões brasileiro
Several studies have been and continue to be conducted with the aim of identifying factors that are responsible for abnormal results in the capital market. Among the investors risk averse, there are those who follow a momentum strategy. This implies that stocks that are rising will continue to rise and stocks that are falling will continue to fall, or simply
Publicado em: 2009
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35. An automated speculative trading system proposal / Uma proposta para um sistema automatizado de tomada de decisão financeira especulativa
In this work we present the development of an automatic trading system based upon simplified time series models that, when applied on prices of liquid financial assets, derivatives and indexes, and with parameters adjusted by extensive back testing and reality conditions checks (Hansens SPA test), seeks to reach out financial returns that exceed the traditio
Publicado em: 2009
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36. Modelando a Volatilidade de Retornos em Alta Frequência / Modeling High Frequency Return Volatility
The aim of this paper is to assess the empirical characteristics of a high-frequency return series of one of the main assets traded at the São Paulo Stock Exchange. We are interested in modeling the conditional volatility of this return series, particularly testing for the hypothesis of a long-memory process. Our findings reveal that besides long memory, th
Publicado em: 2008