We examine the differential pricing of equity classes between voting and non-voting shares in Brazilian listed companies with particular emphasis on privatized companies, and we discuss the role of majority control, ...

This paper researches the sources of stock market risk influencing the pricing of 921 Latin American stocks and computes their corresponding opportunity cost (COE) over the period 1997–2004 by firm and sector. Running an ...

We examine whether the dynamics of the implied volatility surface of individual equity options contains exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning behavior ...

The purpose of this paper is to examine empirically the impact of intellectual capital disclosure (IC) on cost of Equity capital. The empirical research is based on companies listed in the French SBF 120 stock market index. ...

The purpose of this paper is to examine empirically the impact of intellectual capital disclosure (IC) on cost of Equity capital. The empirical research is based on companies listed in the French SBF 120 stock market index. ...