Search Results - "da Silveira Barbedo, Claudio Henrique"

An Examination of Herding Behavior in the Brazilian Equity Market by Signorelli, Patricia Fernanda Correia Lima, Camilo-Da-Silva, Eduardo, Barbedo, Claudio Henrique Da Silveira

“…The aim of the present study is to investigate herding behavior in the Brazilian stock market. This bias is quite common in times of market downturns and can…”
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Stock Market Reaction to Monetary Policy: An Event Study Analysis of the Brazilian Case by Val, Flávio de Freitas, Klotzle, Marcelo Cabus, Pinto, Antonio Carlos Figueiredo, Barbedo, Claudio Henrique da Silveira

“…This article examines the relationship between the monetary policy implemented by the Central Bank of Brazil and the stock market. We implement event study…”
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Disposition Effect: Brazilian Investors' Behavior during the Covid-19 Pandemic by de Albuquerque Barreto, Pedro Lucas, da Silveira Barbedo, Claudio Henrique, Camilo-da-Silva, Eduardo

“…This study investigates the disposition effect with regard to Brazilian investors, with focus on the year 2020. The database is composed by more than 12,000…”
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Trading Imbalance, Liquidity and Stock Returns: Evidence from Brazil by Pereira, Gustavo Magno Lopes, Camilo-da-Silva, Eduardo, Barbedo, Claudio Henrique da Silveira

“…The present study investigates empirically whether trading imbalances affect cross-sectional stock returns in the Brazilian market. This question is…”
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Does investor attention affect trading volume in the Brazilian stock market? by De Souza, Heloisa Elias, Barbedo, Claudio Henrique Da Silveira, Araújo, Gustavo Silva

“…Given the large amount of information available about companies and stocks, investors have to be selective about the information they process. This behavior is…”
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A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil by Barbedo, Claudio Henrique da Silveira, Lemgruber, Eduardo Facó

“…We develop a tractable structural model to estimate a firm's default probability by modeling its asset and debt behavior. The model incorporates jump factors…”
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Desempenho Acadêmico e a Teoria do Prospecto: Estudo Empírico sobre o Comportamento Decisório by Henrique Fonseca Genelhu Soares, Claudio Henrique da Silveira Barbedo

“…This study aims to identify the existence of a statistical relationship between rational choice and academic performance of undergraduate university students,…”
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É Possível Bater o Ibovespa com Operações de Análise Técnica no Mercado Futuro? by Diego Paraiso Garcia Guimarães, Gustavo Silva Araújo, Claudio Henrique da Silveira Barbedo

“…The asset selection decision has been one of the main challenges faced by financial market analysts. The theory of Charles Dow formulated in 1884 attempts to…”
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A influência da assimetria de informação no retorno e na volatilidade das carteiras de ações de valor e de crescimento by Tavares, Max Leandro Ferreira, Barbedo, Claudio Henrique da Silveira, Araujo, Gustavo Silva

“…O presente trabalho tem como objetivo verificar se o componente de assimetria de informação embutido no spread de compra e venda ajuda a explicar a diferença…”
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Estrategias dinamicas de alocacao otima de ativos: evidencias empiricas no mercado brasileiro by Mourao Cardoso, Hedmilton, Henrique da Silveira Barbedo, Claudio, Vicente, Jose Valentim Machado

“…Rentabilidades de curto prazo influenciam investidores comuns e gestores de fundos. Entretanto a previsao correta dos movimentos de mercado de curto prazo e…”
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Disposition Effect: Brazilian Investors’ Behavior during the Covid-19 Pandemic by Pedro Lucas de Albuquerque Barreto, Claudio Henrique da Silveira Barbedo, Eduardo Camilo-da-Silva

“…This study investigates the disposition effect with regard to Brazilian investors, with focus on the year 2020. The database is composed by more than 12,000…”
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Agency Costs and Ownership Structure in Oil Industry by Rafael Pessoa Delgado, Claudio Henrique da Silveira Barbedo

“…This work focuses on analyzing the influence of government ownership of oil companies listed on US stock exchanges on its agency costs, taking into account…”
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The Fama-French’s five-factor model relation with interest rates and macro variables by Leite, André Luis, Klotzle, Marcelo Cabus, Pinto, Antonio Carlos Figueiredo, da Silveira Barbedo, Claudio Henrique

“…Innovations in variables describing future investment opportunities command a risk premium and are correlated with Fama-French factors. As showed in…”
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Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach by Viola, Alessandra Pasqualina, Klotzle, Marcelo Cabus, Pinto, Antonio Carlos Figueiredo, da Silveira Barbedo, Claudio Henrique

“…•We study the impact of Central Bank of Brazil’s forex interventions from 2003 to 2014.•We compare daily intervention and net accumulated position as…”
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Impacto do COVID-19 no mercado de ações brasileiro by Vitor Gonçalves de Souza, Claudio Henrique da Silveira Barbedo

“…Contextualização: A pandemia de COVID-19 causou perturbações sem precedentes globalmente, impactando a saúde pública, as economias e os mercados financeiros…”
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Relevance of the Attention Effect in the Brazilian Stock Market by Rodolfo, Edir Romano, Barbedo, Claudio Henrique da Silveira, Val, Flávio de Freitas

“…This article aims to analyze the impact of investor attention in the Brazilian stock market, particularly the effect of positive pressure on asset prices…”
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Efeito disposição: Comportamento do investidor brasileiro em tempos de pandemia by Barreto, Pedro Lucas de Albuquerque, Barbedo, Claudio Henrique da Silveira, Camilo-da-Silva, Eduardo

“…Este trabalho investiga a presença do efeito disposição em investidores brasileiros no ano de 2020. A base de dados compreende 274 investidores distintos que,…”
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Custos de Agência e Estrutura de Controle em Empresas Petrolíferas by Delgado, Rafael Pessoa, Barbedo, Claudio Henrique da Silveira

“…Resumo Este estudo se propõe a analisar a influência da participação estatal no controle de empresas petrolíferas listadas em bolsas americanas sobre os seus…”
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Uma análise do Efeito Manada no Mercado de Ações Brasileiro by Signorelli, Patrícia Fernanda Correia Lima, Camilo-da-Silva, Eduardo, Barbedo, Claudio Henrique da Silveira

“…O objetivo do presente estudo é investigar o efeito manada no mercado de ações brasileiro. Esse viés é bastante comum em tempos de desaceleração do mercado e…”
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The adverse selection cost component of the spread of Brazilian stocks by Araújo, Gustavo Silva, Barbedo, Claudio Henrique da S., Vicente, José Valentim M.

“…This study analyzes the adverse selection cost component embedded in the spreads of Brazilian stocks. We show that it is higher than in the U.S. market and…”
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