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Content
2016, Volume 14, Issue 2
- 151-187 The Cross-Section of Expected Stock Returns in Brazil
by Gyorgy Varga & Ricardo Dias de Oliveira Brito - 189-224 Determinants of Foreign Investment in the Brazilian Stock Market
by Walter Gonçalves Junior & William Eid Junior - 225-268 The Behaviour of Volatility Components of Brazilian Stocks
by Hudson Chaves Costa & João Henrique Gonçalves Mazzeu & Newton Carneiro Affonso da Costa Jr. - 269-297 Persistence in Mutual Fund Performance in Brazil
by João Nascimento Nerasti & Claudio Ribeiro Lucinda - 299-321 Validation of loss given default in the advanced IRB approach
by Guilherme Fernandes Sanches & André Alves Portela Santos
2016, Volume 14, Issue 1
- 1-5 Brazilian Review of Finance 2015 Editorial Report
by Marcio Poletti Laurini - 7-43 The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market
by Vanessa Neumann Sulzbach & João Mergulhão & Pedro L. Valls Pereira - 45-64 Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios
by Ricardo Pereira Câmara Leal & Carlos Heitor Campani - 65-88 Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case
by Emerson Fernandes Marçal & Eli Hadad Junior - 89-123 The Determinants of Dividend Payment: the Effect of the Legal and Contractual Obligatory Minimum in Brazilian Companies
by Daniel Francisco Vancin & Jairo Laser Procianoy - 125-150 Impact Factors on Cash Balance: A Study in Non-Financial Brazilian Companies in Stock Market
by Júlia Peres Tortoli & Marcelo Botelho da Costa Moraes
2015, Volume 13, Issue 4
- 544-570 Portfolio Optimisation and Endogenous Rebalancing Methods
by Guilherme Demos & Thomas Pires & Guilherme Valle Moura - 571-630 Testing the predict power of VIX: an application of multiplicative error model
by Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira - 631-649 The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis
by Antonio Zoratto Sanvicente - 650-690 Title: analysis of term structure of interest rates in Latin America countries from 2006 to 2014
by Felipe Stona & Jean Amann & Maurício Delago Morais & Divanildo Triches & Igor Clemente Morais - 691-731 Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR
by Fernando da Silva Vinhado & José Angelo Divino - 732-732 List of Reviewers - 2015
by Marcio Poletti Laurini
2015, Volume 13, Issue 3
- 365-393 Sell-side analysts make good predictions in Brazil?
by Melquiades Pereira Lima & Vinicio de Souza Almeida - 394-437 Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models
by Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle - 438-469 Ownership Concentration and Governance Quality of Brazilian Firm
by Isac de Freitas Brandão & Vicente Lima Crisóstomo - 470-503 Cash Sources and Financial Constraints: Evidence From Brazilian Listed Firms
by Leonardo Chalhoub & Guilherme Kirch & Paulo Renato Soares Terra - 504-543 Selection of optimal portfolios under norm constraints in the allocation vectors: an empirical evaluation with data from BM&FBovespa
by Paulo Ferreira Naibert & João Caldeira
2015, Volume 13, Issue 2
- 162-199 The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform
by Marcelo Scherer Perlin & André Portela Santos - 200-250 Por que as empresas fecham o capital no Brasil?
by Richard Saito & Marco Tulio Clivati Padilha - 251-287 Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model
by Alberto Ronchi Neto & Osvaldo Candido - 288-324 Liquidity Constraint for Portfolio Selection Models
by Gabriel Matos Pereira & Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & João Luiz Becker - 325-366 Do Brazilian mutual stock fund managers have sufficient skill?
by Paulo Rogério Faustino Matos & Wandermon Silva & Felipe Silva
2015, Volume 13, Issue 1
- 1-39 Is the Brazilian saving enough to retire?
by Ricardo D. Brito & Paulo T. P. Minari - 40-73 Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models
by Fernanda Maria Muller & Fábio Mariano Bayer - 74-101 Coordination of capital buffer and risk profile under supervision of Central Bank
by Joao Andre Marques Pereira & Richard Saito - 103-133 Do Women in Top Management Affect the Value and Performance of Brazilian Firms?
by André Luiz Carvalhal da Silva & Helena Margem - 134-161 One Decade of Evolution of Corporate Governance Practices in Brazil
by Ricardo Pereira Câmara Leal & André L. Carvalhal & Ana Paula Iervolino
2014, Volume 12, Issue 4
- 469-497 High Portfolio Turnover And Performance Of Equity Mutual Funds
by Pedro Luiz Albertin Bono Milan & William Eid Junior - 499-515 Private Equity e Venture Capital no Brasil: uma Análise de sua Evolução
by Antonio Gledson Carvalho & Humberto Gallucci Netto & Joelson Sampaio - 517-553 Testing the Adaptive Markets Hypothesis for Brazil
by Glener de Almeida Dourado & Benjamin Miranda Tabak - 555-595 Pyramidal Ownership Structure, Dual Class Shares and Firms’ Financial Performance in Brazilian Market
by Lelis Pedro Andrade & Aureliano Angel Bressan & Robert Aldo Iquiapaza - 597-642 Opening or not capital in Brazil: an practice analysis of perception of financial executives
by Helen Cristina Steffen & Francisco Antônio Mesquita Zanini - 643-643 Lista de Avaliadores - 2014
by Marcio Poletti Laurini
2014, Volume 12, Issue 3
- 291-397 The importance of banking relationship for SME financing
by Armando Mendes Jorge Nogueira da Silva & Silvia Maria Graça Braga - 319-349 Economic gains of realized volatility in the Brazilian stock market
by Márcio Gomes Pinto Garcia & Marcelo Cunha Medeiros & Francisco Eduardo de Luna e Almeida Santos - 351-383 Overconfidence, turnover, and return: evidence from the Brazilian market
by Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr. - 385-409 Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis
by Gabriel Godofredo Fiuza de Bragança & Marcelo de Sales Pessoa & Katia Rocha - 411-464 Risk Measures Theory: a comprehensive survey
by Marcelo Brutti Righi & Paulo Sergio Ceretta
2014, Volume 12, Issue 2
- 135-161 IPO Determinants of Brazilian Companies
by Bruno Cals de Oliveira & Roy Martelanc - 163-199 Conditional CAPM: Time-varying Betas in the Brazilian Market
by Frances Fischberg Blank & Carlos Patricio Samanez & Tara Keshar Nanda Baidya & Fernando Antonio Lucena Aiube - 201-227 Indexing Pension Funds with Exchange-Traded Funds
by Maria Alcina Rodrigues Batista Sanfins & Antonio Marcos Duarte Júnior - 229-255 RiD: A New Approach to Estimate the Insolvency Risk
by Marco Aurélio dos Santos Sanfins & Danilo Soares Monte-Mor - 257-284 Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios
by Marcelo C. Medeiros & Artur M. Passos & Gabriel F. R. Vasconcelos
2014, Volume 12, Issue 1
- 1-12 The Brazilian Stock Market in the Pre-Ibovespa Era
by Antonio Zoratto Sanvicente - 13-39 Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
by Regis Augusto Ely - 41-66 Assessing Day-to-Day Volatility: Does the Trading Time Matter?
by José Valentim Machado Vicente & Gustavo Silva Araujo & Paula Baião Fisher de Castro & Felipe Noronha Tavares - 67-88 Mean-Variance Efficiency of the Market Portfolio
by Rafael Falcão Noda & Roy Martelanc & José Roberto Securato - 89-119 Index Tracking with Control on the Number of Assets
by Leonardo Riegel Sant'Anna & Tiago Pascoal Filomena & Denis Borenstein - 121-129 Brazilian Review of Finance 2013 Editorial Report
by Ricardo Pereira Câmara Leal
2013, Volume 11, Issue 4
- 455-479 Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market
by Alex Sandro Monteiro de Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle - 481-502 Executive Compensation, Value and Performance of Brazilian Listed Companies
by Andre Luiz Carvalhal da Silva & Alisson Chen Yi Chien - 503-526 The Informational Content of Credit Ratings in Brazil: An Event Study
by Flávia Cruz de Souza Murcia & Fernando Dal-Ri Murcia & José Alonso Borba - 527-558 Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation?
by Rafael Felipe Schiozer & Diego Lins de Albuquerque Pennachi Tejerina - 559-576 On the Linearly Increasing System of Amortization
by Clovis Jose Daudt Lyra Darrigue de Faro - 577-577 List of Reviewers - 2013
by Ricardo Pereira Câmara Leal
2013, Volume 11, Issue 3
- 311-341 Credit Rating and Capital Structure: Evidence from Latin America
by Dany Rogers & Wesley Mendes-da-Silva & Henrique Dantas Neder & Pablo Rogers Silva - 343-373 Cash Holdings Policy: a Dynamic Analysis of Brazilian Companies
by Fadwa Muhieddine Dahrouge & Richard Saito - 375-398 Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market
by Fernanda Gomes Victor & Marcelo Scherer Perlin & Mauro Mastella - 399-420 Changes in Reserve Requirements and Brazilian Banks' Stocks
by Bruno De Lorenzi Cancelier Mazzucco & Roberto Meurer - 421-448 Volatility of Capital Flows to Emerging Economies
by Katia Rocha & Ajax Moreira
2013, Volume 11, Issue 2
- 149-180 Inter-temporal CAPM: an empirical test with Brazilian market data
by Octavio Portolano Machado & Adriana Bruscato Bortoluzzo & Sérgio Ricardo Martins & Antonio Zoratto Sanvicente - 181-213 Determinants of the inclusion in the BM&FBOVESPA Corporate Sustainability Index and its relationship with firm value
by Lélis Pedro Andrade & Aureliano Angel Bressan & Robert Aldo Iquiapaza & Bruno César de Melo Moreira - 215-248 What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market
by Felipe Wolk Teixeira & Roberto Meurer & André Alves Portela Santos - 249-280 The probability of informed trading in the Brazilian stock market
by Orleans Silva Martins & Edilson Paulo - 281-304 The effects of the introduction of market makers in the Brazilian equity market
by Marcelo Perlin
2013, Volume 11, Issue 1
- 1-7 Brazilian Review of Finance 2012 Editorial Report
by Ricardo Pereira Câmara Leal - 9-16 Tips on Writing a Referee's Report
by Wayne Ferson & John Matsusaka - 17-48 Discretionary Actions in Measuring Derivatives as a Mechanism for Earnings Management in Banks
by José Alves Dantas & Fernando Caio Galdi & Lúcio Rodrigues Capelletto & Otávio Ribeiro Medeiros - 49-80 Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
by João Frois Caldeira & Gulherme Valle Moura - 81-118 Minimum Variance Portfolios in the Brazilian Equity Market
by Alexandre Rubesam & André Lomonaco Beltrame - 119-142 Market Efficiency and Performance of Multimarket Funds
by Rodrigo Fernandes Malaquias & William Eid Junior
2012, Volume 10, Issue 4
- 425-460 Evaluating Asset Pricing Models in a Simulated Multifactor Approach
by Carlos Enrique Carrasco-Gutierrez & Wagner Piazza Gaglianone - 461-498 The Payout Decision-Making Process of Brazilian Listed Companies: A CFO Survey
by Roberto Frota Decourt & Jairo Laser Procianoy - 499-527 Opaqueness and Bank Risk Taking
by Patrick Behr - 529-550 Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach
by Marcelo Brutti Righi & Paulo Sergio Ceretta - 551-584 Risk Measures and Contagion Matrix: an Application of CoVaR for the Brazilian Financial Market
by Aléssio Tony Cavalcanti de Almeida & Bruno Ferreira Frascaroli & Danilo Regis da Cunha - 585-586 List of Reviewers
by Ricardo Pereira Câmara Leal - 587-593 Indexes for Volume 10 – 2012
by Ricardo Pereira Câmara Leal
2012, Volume 10, Issue 3
- 291-315 Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns
by Pradosh Simlai - 317-335 Latent Fundamentals Arbitrage with a Mixed Effects Factor Model
by Andrei Salem Gonçalves & Robert Aldo Iquiapaza & Aureliano Angel Bressan - 337-367 A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting
by Leandro Maciel - 369-393 Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market
by André Alves Portela Santos & Cristina Tessari - 395-416 Development of a Behavioral Performance Measure
by Marcelo Cabus Klotzle & Leonardo Lima Gomes & Luiz Eduardo Teixeira Brandão & Antonio Carlos Figueiredo Pinto
2012, Volume 10, Issue 2
- 179-196 Determinants of Transactions Costs in the Brazilian Stock Market
by Antonio Zoratto Sanvicente - 197-213 Raffle Risk Valuation in With-Raffle Savings Account
by Eduardo Fraga Lima de Melo & Sergio Luis Franklin Jr. & César da Rocha Neves - 215-241 Mean Reversion with Drift and Real Options in Steel Industry
by Luiz de Magalhães Ozorio & Carlos de Lamare Bastian-Pinto & Tara Nanda Baidya & Luiz Eduardo Teixeira Brandão - 243-265 Abnormal Returns in the Ibovespa Using Models for High-Frequency Data
by Nelson Ferreira Fonseca & Wagner Moura Lamounier & Aureliano Angel Bressan - 267-284 Country Factors and Dynamic Capital Structure in Latin American Firms
by Leonel Rodrigues Bogéa Sobrinho & Hsia Hua Sheng & Mayra Ivanoff Lora
2012, Volume 10, Issue 1
- 1-5 Editorial Report - 2011
by Ricardo Pereira Câmara Leal - 7-29 Financial Stability and Market Structure: International Evidence
by Marcos Soares da Silva & José Angelo Divino - 31-48 The Impact of Fiscal Policy on Emerging Markets Sovereign Spreads
by Katia Rocha & Ajax Moreira - 49-70 Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models
by Douglas Gomes dos Santos & Flávio Augusto Ziegelmann - 71-104 Measuring the Spread Components of Oil and Gas Companies from CDS
by Juliano Ribeiro de Almeida & Guilherme Ribeiro de Almeida - 105-147 Employee Stock Options Plans and the Value of Brazilian Companies
by Fernanda Finotti Cordeiro Perobelli & Bruno de Souza Lopes & Alexandre Di Miceli da Silveira - 149-172 Corporate Governance and Information Incorporation Speed: Lead-Lag between the IGC and IBrX
by José Carneiro da Cunha Oliveira Neto & Otávio Ribeiro de Medeiros & Thiago Bergmann de Queiroz
2011, Volume 9, Issue 4
- 465-492 Small Worlds and Board Interlocking in Brazil: A Longitudinal Study of Corporate Networks, 1997-2007
by Wesley Mendes-da-Silva - 493-524 The Effects of Price Stabilization on Short-Term Returns of IPOs
by Douglas Beserra Pinheiro & Antonio Gledson de Carvalho - 525-548 Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis
by Gustavo Passarelli Giroud Joaquim & Marcelo Leite Moura - 549-570 Reserves and Valuation using Multiples for Oil and Gas Companies
by Eduardo Pontual Ribeiro & Luiz Teles Menezes Neto & Rosemarie Bröker Bone - 571-584 Returns Predictability and Stock Market Efficiency in Brazil
by Regis Augusto Ely - 585-612 The Supply of Trade Credit by Brazilian Publicly Traded Firms
by Rafael Felipe Schiozer & João Alberto Peres Brando - 613-614 List of Reviewers
by From the Editors - 615-622 Volume 9 (2011) Indexes
by Ricardo Pereira Câmara Leal
2011, Volume 9, Issue 3
- 309-334 Cost of Capital when Dividends are Deductible
by Ignacio Velez-Pareja & Julian Benavides Franco - 335-363 Modeling Financial Contagion using Copula
by Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos - 365-382 Hedge Effectiveness in the Brazilian US Dollar Futures Market
by Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto & Mario Domingues Simões & Leonardo Lima Gomes - 383-412 Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock Market
by Márcio André Veras Machado & Otávio Ribeiro de Medeiros - 413-436 Generating Interest Rate Stress Scenarios
by Alan De Genaro Dario & Mariela Fernández - 437-459 Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario
by Paulo Rogério Faustino Matos & Christiano Modesto Penna & Maria Nazareth Landim
2011, Volume 9, Issue 2
- 167-187 Modeling House Pricing in the Real Estate Market of São Paulo City
by Denisard Cneio de Oliveira Alves & Joe Akira Yoshino & Paula Carvalho Pereda & Carla Jucá Amrein - 189-208 Determinants of Success in Private Equity-Venture Capital Investments
by Eduardo Madureira Rodrigues Siqueira & Antonio Gledson de Carvalho & Humberto Gallucci Netto - 209-226 Intraday volatility forecasting: analysis of alternative distributions
by Paulo Sérgio Ceretta & Fernanda Galvão de Barba & Kelmara Mendes Vieira & Fernando Casarin - 227-256 Short-Run Asset Selection using a Logistic Model
by Walter Gonçalves Junior & Fábio Gallo Garcia & William Eid Junior & Luciana Ribeiro Chalela - 257-275 Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter
by Thiago Bergmann de Queiroz & Otávio Ribeiro de Medeiros & José Carneiro da Cunha Oliveira Neto - 277-301 Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates
by Marcelo Ganem & Tara Keshar Nanda Baidya - 623-623 Corrigendum
by Ricardo Pereira Câmara Leal
2011, Volume 9, Issue 1
- 1-8 Editorial Report – 2010
by Ricardo Pereira Câmara Leal - 9-26 Recovering Risk-Neutral Densities from Brazilian Interest Rate Options
by José Renato Haas Ornelas & Marcelo Yoshio Takami - 27-49 Giving Flexibility to the Nelson-Siegel Class of Term Structure Models
by Rafael Barros de Rezende - 51-67 Central Bank Transparency and Financial Market: Evidence for the Brazilian Case
by Helder Ferreira de Mendonça & José Simão Filho - 69-104 Structural Equation Modeling Applied to the Reaction to Stock Dividends and Stock Splits: integrating signaling, liquidity and optimal price level
by Kelmara Mendes Vieira & João Luiz Becker - 105-129 Conditional CAPM in the Brazilian Market: a study of the Moment, Size and Book to Market effects between 1995 and 2008
by Frederico Valle e Flister & Aureliano Angel Bressan & Hudson Fernandes Amaral - 131-157 Equity Valuation and Accounting Numbers: Applying Zhang (2000) and Zhang and Chen (2007) models to Brazilian Market
by Fernando Caio Galdi & Rodrigo Falco Lopes
2010, Volume 8, Issue 4
- 377-382 European portfolio investment outflows: the impact of the European Monetary Union
by Fernando Seabra & Tatiana Santos - 383-416 The Disposition Effect in the Brazilian Equity Fund Industry
by Elton Tizziani & Marcelo Cabus Klotzle & Walter Lee Ness Jr. & Luiz Felipe Motta - 417-441 Estimating Stocks Return with Decomposition of the Book-to-Market Ratio: Evidences from Bovespa
by Juliano Ribeiro de Almeida & William Eid Jr. - 443-468 Determinants of Price Stabilization in IPOs
by Antonio Gledson de Carvalho & Douglas Beserra Pinheiro - 469-504 Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios
by João Frois Caldeira & Marcelo Savino Portugal - 505-529 Long-Short Fund Performance Evaluation in Brazil
by Fábio Augusto Reis Gomes & Vicente Cresto
2010, Volume 8, Issue 3
- 263-281 Wavelet Smoothed Empirical Copula Estimators
by Pedro Alberto Morettin & Clélia Maria de Castro Toloi & Chang Chiann & José Carlos Simon de Miranda - 283-306 Advertising Expenditures Interaction with Business Cycles and Firm Value: An Empirical Analysis with US Companies
by Graziela Fortunato & Walter Ness & Arilton Teixeira & Paulo Cesar Motta - 307-328 Effects of Price Stabilization in IPOs on Long-run Liquidity
by Rodrigo Andrade Tolentino & Antonio Gledson De Carvalho - 329-349 An Application of the Real Options Method to the Valuation of a License to Operate 3G Mobile Phone Service in Brazil
by Rafael Stille & Celso Funcia Lemme & Luiz Eduardo Teixeira Brandão - 351-376 Time Series Properties of Quarterly Earnings of Brazilian Open Companies
by Thiago Rocha Fabris & Newton Carneiro Affonso da Costa Jr. - 533-533 Notes from the editor
by Ricardo Pereira Câmara Leal
2010, Volume 8, Issue 2
- 113-139 Learning Theory and Equity Valuation: an Empirical Analysis
by Antonio Zoratto Sanvicente & Renato Teles Delgado - 141-166 The Out-of-Sample Performance of Robust Portfolio Optimization
by André Alves Portela Santos - 167-195 Basel II and Capital Requirement for Credit Risk in Brazil
by Marcio Holland & Guilherme Yanaka - 197-228 Variance Swaps in BM&F: Pricing and Viability of Hedge
by Richard John Brostowicz Junior & Márcio Poletti Laurini - 229-254 Effects of Intervention in the Spot Currency Market on the BRL/USD Exchange Rate from 1999 to 2008: an Event Study
by Roberto Meurer & Felipe Wolk Teixeira & Eduardo Cardeal Tomazzia - 531-531 Editor's Note
by Ricardo Pereira Câmara Leal
2010, Volume 8, Issue 1
- 1-8 Annual Editorial Report - 2009
by Ricardo Pereira Câmara Leal - 9-23 Pricing Asian Interest Rate Options with a Three-Factor HJM Model
by Claudio Henrique Barbedo & Octávio Bessada Lion & Jose Valentim Machado Vicente - 25-43 Constructing Binomial Trees Via Random Maps for Analysis of Financial Assets
by Antonio Airton Carneiro de Freitas & José Roberto Securato - 45-67 Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement
by Leonardo Lima Gomes & Luiz Eduardo Brandão & Antonio Carlos Figueiredo Pinto - 69-84 Accounting and Economic Rates of Return: A Dynamic Econometric Investigation
by Rodrigo M Zeidan & Marcelo Resende - 85-101 Equity Market Timing: Testing Using Brazilian IPOs
by José Luiz Rossi Jr. & Marcelo Marotta
2009, Volume 7, Issue 4
- 385-428 The Corporate Governance of Privately Controlled Brazilian Firms
by Bernard S. Black & Antonio Gledson de Carvalho & Érica C. R. Gorga - 429-457 Loss Aversion: A Comparison of Investment Decision Making Between Individual Investors and Pension Funds in Brazil
by Luiz Augusto Martits & William Eid Junior - 459-484 An Empirical Analysis of the Financing Policies Adopted by Brazilian Public Companies
by Fernando Nascimento Oliveira & Pedro Góes Monteiro de Oliveira - 485-501 Is It Possible to Replicate the Exchange Rate Volatility Behavior Using Dynamic Strategies?
by Ronny Kim Woo & José Valentim Machado Vicente & Claudio Henrique Barbedo - 503-521 Valuation of Discrete Barrier American Options
by Giuliano Carroza Uzêda Iorio de Souza & Carlos Patrício Samanez
2009, Volume 7, Issue 3
- 265-303 Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market
by Pedro Gabriel Boainain & Pedro L. Valls Pereira - 305-326 Securitization of Receivables - An Analysis of the Inherent Risks
by Fernando Antonio Perrone Pinheiro & José Roberto Ferreira Savoia - 327-345 Securitization in the Brazilian Banking Industry: An Empirical Study
by Gustavo Campos Catão & Raimundo Nonato Rodrigues & Jeronymo José Libonati & Umbelina Cravo Teixeira Lagioia - 347-360 An Alternative Model of Risk in Non-financial Companies Applied to the Brazilian Pulp and Paper Industry
by Hsia Hua Sheng & Cristiane Karcher & Paulo Hubert Jr. - 361-375 Evaluating cash benefits as real options for a commodity producer in an emerging market
by Fernando Antonio Lucena Aiube & Edison Americo Huarsaya Tito - 528-528 Editorial Note
by Ricardo Pereira Câmara Leal
2009, Volume 7, Issue 2
- 143-161 Performance Comparison of Active and Passive Stock Funds
by Bruno Ribeiro Castro & Andrea Maria Accioly Fonseca Minardi - 163-195 Market Reaction to the Approval of Stock Option Plans: an Event Study of Bovespa Listed Companies
by Aline Barreto dos Santos & Fernanda Finotti Cordeiro Perobelli - 196-213 The Influence of Emotions on the Endowment Effect
by Flávia de Souza Costa Neves Cavazotte & Paulo Tavares Dias Filho & Otacílio Torres Vilas Boas - 215-236 Market Overreaction to Intangible Information
by Carlos Marcelo Lauretti & Eduardo Kazuo Kayo & Emerson Fernandes Marçal - 237-258 The Impact of Foreign Asset Investments on the Performance of Brazilian Pension Funds
by Raphael Braga Silva & Roberto Moreno Moreira & Luiz Felipe Jacques Motta
2009, Volume 7, Issue 1
- 1-27 The Effect of Institutions on the External Financing of The Brazilian Firms
by Antonio Gledson De Carvalho - 29-50 Local Estimation of Copula Based Value-at-Risk
by Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes - 51-71 The Choice of Financing: a Theoretical Model
by Cláudio R. Lucinda & Richard Saito - 73-106 Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks
by Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho - 107-136 Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences
by Jairo Laser Procianoy & Rodrigo Verdi - 523-527 Annual Editorial Report - 2008
by Ricardo Pereira Câmara Leal
2008, Volume 6, Issue 3
- 293-335 Overconfidence, Managerial Optimism, and the Determinants of Capital Structure
by Lucas Ayres B. de C. Barros & Alexandre di Miceli da Silveira - 337-358 The Influence of Corporate Relationships Networks on the Performance of Firms in the Novo Mercado of BOVESPA
by Wesley Mendes-da-Silva & Luciano Rossoni & Diógenes Leiva Martin & Roy Martelanc - 359-411 The Relevance of the Bank Lending Channel in Brazil
by Fernando Nascimento de Oliveira & Renato da Motta Andrade Neto - 413-438 Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators
by Cláudio Ruiz & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro - 439-463 Determining the Optimum Level of Diversification of Home Brokers Investors
by Fernando Nascimento de Oliveira & Eduardo Lana de Paula
2008, Volume 6, Issue 2
- 139-155 A Goodness-of-Fit Test with Focus on Conditional Value at Risk
by José Santiago Fajardo Barbachan & Aquiles Rocha de Farias & José Renato Haas Ornelas - 157-204 Initial public offerings in Brazil (2004-2006): Valuation with the use of multiples and discounting of cash flows using the appropriate cost of equity
by Felipe Pretti Casotti & Luiz Felipe Jacques da Motta - 205-234 Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts
by Ricardo Fuscaldi de Figueiredo Baptista & Pedro L. Valls Pereira - 235-265 SWARCH and the implicit volatility of the Real/USD exchange rate
by Rafael Machado Santana & Rodrigo De Losso da Silveira Bueno - 267-286 "Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification
by Else Monteiro Nogueira & Wagner Moura Lamounier
2008, Volume 6, Issue 1
- 1-11 Financial links between the stock market and the debt securities market
by Francisco Eduardo de Luna e Almeida Santos - 13-47 Application of Multiple Evaluation Models in Brazil
by Rafael Victal Saliba - 49-67 Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk
by Mariana Felix Teixeira & Marcelo Cabus Klotzle & Walter Lee Ness - 69-111 Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence
by Edson Bastos e Santos & Nelson Ithiro Tanaka - 113-132 Finance journals: characteristics of the main periodicals, important authors, and most cited articles
by Flávia Cruz de Souza & José Alonso Borba & Newton Carneiro Affonso da Costa Jr. & Fernando Dal-Ri Murcia - 465-468 Annual Editorial Report - 2007
by Ricardo Pereira Câmara Leal
2007, Volume 5, Issue 2
- 97-124 Modelling conversion options with a mean reversion motion
by Carlos L. Bastian-Pinto & Luiz E. T. Brandão - 125-163 Board interlocking in Brazil: Director participation in multiple companies and its effect on the value of firms
by Rafael Liza Santos & Alexandre Di Miceli da Silveira - 165-204 Cash flow at risk: different estimation methods tested in the Brazilian steel industry
by Fernanda Finotti Cordeiro Perobelli & Flávia Vital Januzzi & Leandro Josias Sathler Berbet & Danilo Soares de Medeiros - 205-232 The Use of Currency Derivatives by Brazilian Companies: An Empirical Investigation
by José Luiz Rossi Júnior - 233-245 Is there a relationship between accounting and stock market returns in Brazil?
by Newton Carneiro Affonso da Costa Jr. & Roberto Meurer & César Medeiros Cupertino
2007, Volume 5, Issue 1
- 3-28 On the Statistical Validation of Technical Analysis
by Giuliano Lorenzoni & Adrian Pizzinga & Rodrigo Atherino & Cristiano Fernandes & Rosane Riera Freire - 29-39 Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil
by Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak - 41-58 Does Idiosyncratic Risk Matter in the Brazilian Capital Market?
by Fernando Caio Galdi & José Roberto Securato - 59-77 Genetic Algorithms for Development of New Financial Products
by Eder Oliveira Abensur