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Riesgo-país y tasas de descuento para empresas latinoamericanas
(Universidad ESAN. ESAN EdicionesPE, 2007-06-30)
This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies ...
Riesgo-país y tasas de descuento para empresas latinoamericanas
(Universidad ESAN. ESAN EdicionesPE, 2007-06-30)
This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies ...
Anomalia de ações de baixo risco: extensão dos estudos no mercado brasileiro
(Universidade do Vale do Rio dos Sinos, 2015-02-27)
The existence of the Low-Beta Stocks Anomaly (LBSA) conflicts with two traditional economic theories: the efficient-market hypothesis and the risk-return tradeoff. This anomaly could allow market participants to exploit a ...
Anomalia de ações de baixo risco: extensão dos estudos no mercado brasileiro
(Universidade do Vale do Rio dos Sinos, 2015-02-27)
The existence of the Low-Beta Stocks Anomaly (LBSA) conflicts with two traditional economic theories: the efficient-market hypothesis and the risk-return tradeoff. This anomaly could allow market participants to exploit a ...
Stock splits la bolsa de valores de Lima : ¿afectan el rendimiento y la liquidez de los títulos?
(Universidad IcesiFacultad de Ciencias Administrativas y EconómicasAdministración de EmpresasDepartamento de Gestión Organizacional, 2009-02-25)
In well-developed capital markets there is evidence of positive abnormal returns and increased stock liquidity around the announcement date of a stock split. The fi rst phenomenon is due to the fact that a stock split is ...
Prêmio de liquidez no Brasil: um estudo sobre sua existência e seus impactos
(2012-05-31)
This study aims to investigate the existence of a liquidity premium in Brazilian stocks. By building portfolios sorted by various measures of liquidity is possible to test the differential expected return and risk incurred. ...
Anomalia de ações de baixo risco no mercado brasileiro
(Universidade do Vale do Rio dos Sinos, 2013-08-29)
This dissertation aims to study the presence in the Brazilian stock market of the low-risk stocks anomaly, originally reported by Black, Jensen, and Scholes (1972), in which stocks with low beta coefficients present higher ...
Anomalia de ações de baixo risco no mercado brasileiro
(Universidade do Vale do Rio dos Sinos, 2013-08-29)
This dissertation aims to study the presence in the Brazilian stock market of the low-risk stocks anomaly, originally reported by Black, Jensen, and Scholes (1972), in which stocks with low beta coefficients present higher ...
El impacto de la liquidez en el crecimiento económico : evidencia para Colombia
(Universidad EAFITMaestría en Administración FinancieraEscuela de Finanzas, Economía y Gobierno. Departamento de FinanzasMedellín, 2023)
The financial crises of the last decades leave no doubt about the enormous consequences of abrupt liquidity losses for the "real" economy. This paper investigates the effect of bank liquidity creation and stock market ...
Calidad del mercado de renta variable de Colombia
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2018)
This study monitors several observable dimensions and measures a non-observable one of the Colombian intraday equity market quality. For this purpose, an intraday database containing trades and quotes (TAQ) of some the ...