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A variabilidade temporal da incerteza no mercado ácionário brasileiro e a relação entre os retornos do mercados de renda fixa e renda variável
(2007-01-04)
Estudamos a possibilidade de que medidas de incerteza no mercado acionário estejam relacionadas com a variação temporal da correlação entre os retornos dos mercados de renda fixa e renda variável. Encontramos evidências ...
THE CONDITIONAL RELATIONSHIP BETWEEN PORTFOLIO BETA AND RETURN: EVIDENCE FROM LATIN AMERICA
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2004)
SHORT-TERM EFFECTS OF ANALYSTS RECOMMENDATIONS IN SPANISH BLUE CHIPS RETURNS AND TRADING VOLUMES
(Universidad de Chile. Departamento de Economía, 2009)
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2015-07)
Using the theoretical framework of Lettau and Ludvigson (2001), we perform an empirical investigation on how widespread is the predictability of cay {a modi ed consumption-wealth ratio { once we consider a set of important ...
Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno
(Universidad de Chile. Facultad de Economía y Negocios, 2002-12)
This article studies the serial dependence and the speed of adjustment to new
information of weekly portfolios returns of stocks traded in the Santiago de
Chile stock exchange. Portfolios grouped by size and traded volume ...
Volatility of returns, variations in prices and volume traded: evidence from the main stocks in Brazil
(SSRN, 2005)
We study the relationship between the volatility and the price of stocks and the impact that variables such as past volatility, financial gearing, interest rates, stock return and turnover have on the present volatility ...
Explaining the Time Series and Cross-Section Variations of Returns: The Mexican Stock Market-Edición Única
(Instituto Tecnológico y de Estudios Superiores de Monterrey, 2015)