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Juliano Ribeiro de Almeida,Guilherme Ribeiro de Almeida,Daniel Reed Bergmann
Pág. 597 - 628
The Halloween effect relates to the notion that stock market returns tend to be higher in the period from November to April than from May to October. In this study, we analyze the robustness of this trading strategy taking into account the individual ret...
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Juliano Ribeiro de Almeida,Guilherme Ribeiro de Almeida
Pág. 71 - 104
In this paper, we use the information from the credit default swap market to measure the main components of the oil and gas companies spread. Using nearly 20 companies of this industry with different ratings and nearly 80 bonds, the result was that the m...
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Juliano Ribeiro de Almeida,William Eid Jr.
Pág. 417 - 441
The book-to-market (BM) ratio differs across stocks because to differences in expected cashflows and expected returns. The central hypothesis is that the evolution of BM, in terms of past changes in price and book equity, contains information about futur...
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