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Economic dynamics under the optics of announced investments:The experience of PiespA dinâmica econômica sob a ótica dos investimentos anunciados : A experiência da Piesp
(2009)
The article aims to demonstrate that productive announced investments constitute an important conjuntural indicator to follow the evolution of economic activity in a certain territory. Based on Seade Foundation's research ...
Strategic timing of corporate insiders when trading at earnings announcements
(Elsevier Ltd, 2019)
This paper provides new evidence that insiders exploit their stock's mispricing after earnings announcements rather than their foreknowledge of future cash flows to make profitable trades. Insiders buy and sell more ...
The high frequency impact of macroeconomic announcements in the Brazilian futures markets
(Sociedade Brasileira de Econometria, 2016-11-01)
The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 ...
Strategic timing of corporate insiders when trading at earnings announcements
(Elsevier Ltd, 2020)
This paper provides new evidence that insiders exploit their stock's mispricing after earnings announcements rather than their foreknowledge of future cash flows to make profitable trades. Insiders buy and sell more ...
Strategic timing of corporate insiders when trading at earnings announcements
(Elsevier, 2020)
This paper provides new evidence that insiders exploit their stock’s mispricing after earnings
announcements rather than their foreknowledge of future cash flows to make profitable trades.
Insiders buy and sell more ...
COVID19: an announced pandemic
A severe upper respiratory tract syndrome caused by the new coronavirus has now spread to the entire world as a
highly contagious pandemic. The large scale explosion of the disease is conventionally traced back to January ...
Dissimilar Effects of World News Announcements on Euro/Dollar/Yen Exchange Rates: An Econophysics Approach
(Kavala Institute of Technology, 2015-01)
This paper revisits the issue of the influence of macro-economic announcements over the exchange rates volatility, but from a different perspective as it is the usual in the econometric literature. By quantifying the impact ...
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets
(Sociedade Brasileira de Econometria, 2016)
Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective
This study explores the performance of volatility-based trading strategies on scheduled news announcement days. The design of the investment strategies is based on the fall of the VIX, VSTOXX, VDAX-NEW and VFTSE volatility ...
A relação entre os investidores institucionais e o post-earnings-announcement drift: uma análise da eficiência de mercado no Brasil
(Universidade do Vale do Rio dos Sinos, 2015-02-23)
This work focuses on an empirical investigation about the relation between institutional investors and the abnormal returns of shares after earnings announcement, anomaly known in the foreign literature as post-earnings- ...