Search Results - "Reed Bergmann, Daniel"

Does better corporate governance increase operational performance? by Wandroski Peris, Renata, Contani, Eduardo, Ferreira Savoia, José Roberto, Reed Bergmann, Daniel

“…Purpose This study aims to examine the association between the adoption of corporate governance practices and operational performance in companies listed on…”
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Evaluation of Merger and Acquisition Processes in the Brazilian Banking Sector by means of an Event Study by Bergmann, Daniel Reed, Savoia, Jose Roberto Ferreira, Souza, Bruno de Melo, de Mariz, Frederic

“…Contributions--Event Study with robust errors…”
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Endogeneity in panel data regressions: methodological guidance for corporate finance researchers by Barros, Lucas A.B.C, Bergmann, Daniel Reed, Castro, F. Henrique, da Silveira, Alexandre Di Miceli

“…Originality/value--The paper discusses and illustrates a greater number of endogeneity problems, showing how they are addressed by different estimators for…”
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An Analysis of "Sell in May and Go Away" Strategy in Latin American Stock Markets by Almeida, Juliano Ribeiro de, Bergmann, Daniel Reed, Ferreira Savoia, José Roberto, Almeida, Guilherme Ribeiro de, Braga, Marina Arantes

“…We carry out an in-depth analysis of patterns in stock market returns in seven Latin American countries to identify the presence and persistence of the "sell…”
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Avaliação do CAPM Condicional Não Paramétrico no Mercado de Ações do Brasil by Bergmann, Daniel Reed, Galeno, Marcela Monteiro, Securato, José Roberto, Savoia, José Roberto Ferreira

“…Esse artigo analisa a evolução do retorno e risco sistemático das carteiras de 11 setores da economia brasileira através do modelo do CAPM condicional não…”
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Analysis of value portfolios in the Brazilian market by Palazzo, Vitor, Savoia, Jose R.F, Securato, Jose Roberto, Bergmann, Daniel Reed

“…ABSTRACT This paper tested a value investing strategy for the Brazilian market, selecting stocks based on the criteria suggested by Graham (2007) so that lower…”
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Avaliação de modelos matemáticos para resolução de Job Shop Problem com utilização de recursos humanos especialistas em projetos by Penha, Renato, Kniess, Cláudia Terezinha, Bergmann, Daniel Reed, Biancolino, César Augusto

“…Um projeto pode ser definido como um sistema complexo que exige o emprego de recursos (recursos humanos, materiais, tecnologia, entre outros), alocados entre…”
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Análise da rentabilidade dos fundos de investimentos sustentáveis brasileiros no período 2010-2016 by Vasconcelos, Sergio Ricardo Mendes, Dos Santos, Jose Odalio, Marion, Jose Carlos, Bergmann, Daniel Reed

“…O presente artigo analisou se os Fundos de Investimentos de Ações de Empresas Sustentáveis proporcionaram retornos positivos em relação ao IBOVESPA e ISE. Os…”
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Fatores macroeconômicos, indicadores industriais e o spread bancário no Brasil by Durigan Junior, Carlos Alberto, Taue Saito, André, Reed Bergmann, Daniel, Martins Dias Fouto, Nuno Manoel

“…O objetivo deste trabalho é Identificar os fatores macroeconômicos e os indicadores industriais que influenciaram o spread bancário brasileiro no período de…”
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ANÁLISE DE ESTILO DE FUNDOS IMOBILIÁRIOS NO BRASIL by Scolese, Daniel, Bergmann, Daniel Reed, Silva, Fabiana Lopes da, Savoia, José Roberto Ferreira

“…Os Fundos Imobiliários (FIIs) são veículos de investimentos que reúnem investidores cujo objetivo é aplicar seus recursos em ativos de cunho imobiliário. As…”
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Comparing results of the implied cost of capital and capital asset pricing models for infrastructure firms in Brazil by Ferreira Savoia, José Roberto, Securato, José Roberto, Bergmann, Daniel Reed, Lopes da Silva, Fabiana

“…This study aims to evaluate whether the implied cost of capital (ICC) model is better than the capital asset pricing model (CAPM) in predicting the realized…”
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U.S. subprime financial crisis contagion on BRIC and European Union stock markets by Bergmann, Daniel Reed, Securato, José Roberto, Savoia, José Roberto Ferreira, Contani, Eduardo Augusto do Rosário

“…ABSTRACTThe Copula Theory was used to analyze contagion among the BRIC (Brazil, Russia, India and China) and European Union stock markets with the U.S. Equity…”
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Portfolio management with tail dependence by Bergmann, Daniel Reed, Ferreira Savoia, Jose Roberto, Felisoni de Angelo, Claudio, Contani, Eduardo Augusto do Rosário, Silva, Fabiana Lopes da

“…Many publications, that treated with Portfolio Management, were devastating for all asset allocation models in the context of portfolios. The elimination of…”
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The Influence of E-disclosure on the Ex-Ante Cost of Capital of Listed Companies in Brazil by Mendes-Da-Silva, Wesley, Onusic, Luciana Massaro, Bergmann, Daniel Reed

“…The aim of this article is to show the existence of a relationship between voluntary disclosure via corporate websites and the ex-ante cost of capital of…”
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Evaluation of Merger and Acquisition Processes in the Brazilian Banking Sector by means of an Event Study by Bergmann, Daniel Reed, Savoia, José Roberto Ferreira, Souza, Bruno de Melo, de Mariz, Frederic

“…This paper aims to analyze the reactions of the stock market to M&A announcements, ie find out if there was value creation and consequently maximization of…”
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U.S. subprime financial crisis contagion on BRIC and European Union stock markets by Bergmann, Daniel Reed, Securato, José Roberto, Savoia, José Roberto Ferreira, Contani, Eduardo Augusto do Rosário

“…The Copula Theory was used to analyze contagion among the BRIC (Brazil, Russia, India and China) and European Union stock markets with the U.S. Equity Market…”
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A Distribuição dos Royalties do Petróleo e a Eficiência na Gestão Financeira dos Municípios do Estado de São Paulo by Froemming, Douglas Schiavoni, Contani, Eduardo Augusto do Rosário, Bergmann, Daniel Reed, Da Silva, Fabiana Lopes

“…A Lei do Petróleo trouxe para alguns Municípios uma nova fonte de recursos, disponibilizada pela distribuição dos royalties. Questiona-se se não há, por parte…”
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Endogeneidade em regressões com dados em painel:: Um guia metodológico para pesquisa em finanças corporativas by Reed Bergmann, Daniel, Silveira, Alexandre di Miceli da, Barros, Lucas Ayres Barreira De Campos, Henrique Castro, F

“…Purpose – To describe the use of specific lags (and/or temporal differences) of the original regressors as instrumental variables in a succinct and practical…”
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Macroeconomic Factors, Industrial Indexes and Bank Spread in Brazil by Junior, Carlos Alberto Durigan, Saito, André Taue, Bergmann, Daniel Reed, Fouto, Nuno Manoel Martins Dias

“…The main objective of this paper is to Identify which macroe conomic factors and industrial indexes influenced the total Brazilian banking spread between March…”
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Testing the non-parametric conditional CAPM in the Brazilian stock market/Avaliacao do CAPM condicional nao parametrico no mercado de acoes do Brasil by Bergmann, Daniel Reed, Galeno, Marcela Monteiro, Savoia, Jose Roberto Ferreira, Securato, Jose Roberto

“…This paper seeks to analyze if the variations of returns and systematic risks from Brazilian portfolios could be explained by the nonparametric conditional…”
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