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Hudson Chaves Costa,João Henrique Gonçalves Mazzeu,Newton Carneiro Affonso da Costa Jr.
Pág. 225 - 268
The present paper evaluates by approach of Campbell et al. (2001) the evolution of the three volatility components of the Brazilian stocks in the period 1996 to 2010. It is identified that the idiosyncratic component of the volatility does not have the s...
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Thiago Rocha Fabris,Newton Carneiro Affonso da Costa Jr.
Pág. 351 - 376
Despite a highly debated subject abroad since the 1960s, mainly in the U.S., the literature about the time series properties of earnings is practically nonexistent in Brazil. Thus, this paper is designed to fill this gap by analyzing the time series beha...
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Newton Carneiro Affonso da Costa Jr.,Roberto Meurer,César Medeiros Cupertino
Pág. pp.233 - 245
This paper examines the relationship between accounting and stock market returns of Brazilian companies on a quarterly basis. The sample consisted of 97 companies with stocks traded in the Sao Paulo Stock Exchange from January of 1995 to March of 2007. A...
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José Paulo de Lucca Ramos,Newton Carneiro Affonso da Costa Jr.
Pág. pp. 75 - 90
This work compares the traditional methodology for ratio analysis, applied to a sample of Brazilian firms, with the alternative one of regression analysis both to cross-industry and intra-industry samples. It was tested the structural validity of the tra...
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Wlademir Ribeiro Prates,André Alves Portela Santos,Newton Carneiro Affonso da Costa Jr.
Pág. 351?383
Finance literature has shown evidence of a positive relationship between trading volume and stock returns. This relationship can be explained by the concept of overconfidence within the behavioral finance literature, which postulates that when positive r...
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Flávia Cruz de Souza,José Alonso Borba,Newton Carneiro Affonso da Costa Jr.,Fernando Dal-Ri Murcia
Pág. 113 - 132
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