Stock Return
Mostrando 37-48 de 82 artigos, teses e dissertações.
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37. 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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38. UTILIZATION OF A FOUR-FACTOR AS A SUPPLEMENTARY TOOL FOR THE ADMINISTRATION OF PORTIFOLIOS OF IBRX STOCKS / ANÁLISE DA UTILIZAÇÃO DE UM MODELO DE QUATRO FATORES COMO FERRAMENTA AUXILIAR PARA GESTÃO DE CARTEIRAS BASEADAS NO IBRX
The IBrX is an index that evaluates the return of a theoretical portfolio composed of one a hundred stocks selected as the most trader as the São Paulo Stock Exchange. This research has made use of stocks that composed the IBrX index during the period between May of 2002 until December 2007 as its database, examining the influence of beta, market value, pri
Publicado em: 2008
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39. MEAN AND REALIZED VOLATILITY SMOOTH TRANSITION MODELS APPLIED TO RETURN FORECASTING AND AUTOMATIC TRADING / MODELOS DE TRANSIÇÃO SUAVE PARA MÉDIA E VOLATILIDADE REALIZADA APLICADOS À PREVISÃO DE RETORNOS E NEGOCIAÇÃO AUTOMÁTICA
The main goal of this dissertation is to compare the performance of linear and nonlinear models to forecast 23 assets of the American Stocks Market. The Heteroscedastic STAR-Tree Model is proposed using the STAR- Tree (Smooth Transition AutoRegression Tree) methodology applied to heteroscedastic time series. As assets returns and realized volatility intraday
Publicado em: 2008
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40. Evidências empíricas do modelo de Ohlson (1995) para o Brasil
This study aims at empirically testing whether the equity valuation model as proposed by Ohlson in 1995 fits the data from the major Brazilian companies listed on Sao Paulo Stock Exchange (Bovespa), in the period 2002-2005. It has been highlighted that the empirical application of all the premises of this model is still relatively rare and controvert for eme
Publicado em: 2008
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41. Um indicador de desempenho para seleção de ativos das empresas de celulose e papel no mercado financeiro
How to make decisions in the financial market in dynamic, turbulent, risky, complex and uncertain scenarios? This thesis explains a small fraction of that unstable market as offers answers to the pulp and paper assets selection in the São Paulo Stock Exchange - Bovespa. Thus, it is compared the pulp and paper companies performance in the period from January
Publicado em: 2008
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42. EvoluÃÃo das prÃticas de governanÃa corporativa e desempenho das empresas brasileira de capital aberto nÃo listadas em bolsa
The adoption of good practical of corporate governance opens space for a more transparent management, decrease the asymmetry of information and the conflict of agency, making possible the maximization of value in the company. The main objective of this study is to investigate evolution and the determinants of quality of practical of corporate governance, as
Publicado em: 2008
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43. Avaliação da influência de textos narrativos de fatos relevantes no preço das ações de empresas brasileiras
As decisões da administração das companhias abertas, capazes de interferir nas escolhas de acionistas, investidores, credores e demais interessados em seu desempenho, são consideradas fatos relevantes e devem ser divulgadas à medida que ocorrem, não se sujeitando a uma periodicidade específica. Como tais comunicações costumam apresentar-se sob a for
Publicado em: 2008
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44. A autoconstrução e o mutirão assistidos como alternativas para a produção de habitações de interesse social
The housing Brazilian deficit, he is one of the serious national problems, being that 90,7 % of this deficit (5.921.702 millions), is concentrated in the belt from 0 to 3 SM, in accordance with the FUNDAÇÃO JOÃO PINHEIRO (2008). Besides the deficit another problem is the quality of the existent stock with a great number of respected precarious or unsuitab
Publicado em: 2008
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45. Análise De Desempenho Dos Fundos De Investimento Em Ações Brasileiros No Período De Janeiro De 1997 A Outubro De 2006
This research evaluated the quality of the management of Brazilian stock funds on the period from January 1997 to October 2006. The analysis was based on the Modern Portfolio Theory measures of performance. In addition, this research evaluated the relevance of the performance measures The sample with 21 funds was extracted from the 126 largest Brasilian stoc
Publicado em: 2007
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46. Assets Pricing in the Brazilian Stock market: CAPM and variants application. / PrecificaÃÃo de ativos com risco no mercado acionÃrio brasileiro: aplicaÃÃo do modelo CAPM e variantes.
The assets pricing models assist in the correct evaluation of the investments, as well as, to comprehend the relationship between the assets expected return and its risk. The Capital Asset Pricing Model (CAPM) and the Downside Capital Asset Pricing Model (D-CAPM), in their conditional and static versions, were tested in this study with time and cross-section
Publicado em: 2007
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47. Análise do comportamento dos retornos acionários frente ao registro de ofertas públicas de aquisição de ações no Brasil
The informal asymmetric level, which means the time needed for transcribed assets to incorporate new information available in the market, allows abnormal gain by companies in the market, as it is the assumption that the market efficiency presents itself in a semi-strong form. According to this scenario, the present study aims to examine the relationship betw
Publicado em: 2007
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48. Projeção do estoque de carbono e análise da geração de créditos em povoamentos de eucalipto / Carbon stock projection and credit generation analysis in Eucalypt stands
The objective of this study was to predict the volumetric production and carbon stock in tree stems in Eucalypt stands, by adjusting the growth and production models as well as to economically evaluate the inclusion of carbon credits in forest projects by using quantitative criteria. Thus, data from Eucalyptus grandis stands, located in Guanhães-Minas Gerai
Publicado em: 2007