EconPapers    
Economics at your fingertips  
 

Brazilian Review of Finance

2003 - 2016

Current editor(s): Marcio Laurini

From Brazilian Society of Finance
Series data maintained by Marcio Laurini ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 14, issue 2, 2016

The Cross-Section of Expected Stock Returns in Brazil pp. 151-187 Downloads
Gyorgy Varga and Ricardo Dias de Oliveira Brito
Determinants of Foreign Investment in the Brazilian Stock Market pp. 189-224 Downloads
Walter Gonçalves Junior and William Eid Junior
The Behaviour of Volatility Components of Brazilian Stocks pp. 225-268 Downloads
Hudson Chaves Costa, João Henrique Gonçalves Mazzeu and Newton Carneiro Affonso da Costa
Persistence in Mutual Fund Performance in Brazil pp. 269-297 Downloads
João Nascimento Nerasti and Claudio Lucinda
Validation of loss given default in the advanced IRB approach pp. 299-321 Downloads
Guilherme Fernandes Sanches and Andre Santos

Volume 14, issue 1, 2016

Brazilian Review of Finance 2015 Editorial Report pp. 1-5 Downloads
Márcio Laurini
The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market pp. 7-43 Downloads
Vanessa Neumann Sulzbach, João Mergulhão and Pedro Valls Pereira
Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios pp. 45-64 Downloads
Ricardo Pereira Câmara Leal and Carlos Heitor Campani
Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case pp. 65-88 Downloads
Emerson Marçal and Eli Hadad Junior
The Determinants of Dividend Payment: the Effect of the Legal and Contractual Obligatory Minimum in Brazilian Companies pp. 89-123 Downloads
Daniel Francisco Vancin and Jairo Laser Procianoy
Impact Factors on Cash Balance: A Study in Non-Financial Brazilian Companies in Stock Market pp. 125-150 Downloads
Júlia Peres Tortoli and Marcelo Botelho da Costa Moraes

Volume 13, issue 4, 2015

Portfolio Optimisation and Endogenous Rebalancing Methods pp. 544-570 Downloads
Guilherme Demos, Thomas Pires and Guilherme Moura
Testing the predict power of VIX: an application of multiplicative error model pp. 571-630 Downloads
Luis Fernando Pereira Azevedo and Pedro Valls Pereira
The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis pp. 631-649 Downloads
Antonio Sanvicente
Title: analysis of term structure of interest rates in Latin America countries from 2006 to 2014 pp. 650-690 Downloads
Filipe Stona, Jean Amann, Maurício Delago Morais, Divanildo Triches and Igor Morais
Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR pp. 691-731 Downloads
Fernando da Silva Vinhado and Jose Angelo Divino
List of Reviewers - 2015 pp. 732-732 Downloads
Márcio Laurini

Volume 13, issue 3, 2015

Sell-side analysts make good predictions in Brazil? pp. 365-393 Downloads
Melquiades Pereira Lima and Vinicio de Souza Almeida
Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models pp. 394-437 Downloads
Alex Sandro Monteiro De Moraes, Antonio Carlos Figueiredo Pinto and Marcelo Cabus Klotzle
Ownership Concentration and Governance Quality of Brazilian Firm pp. 438-469 Downloads
Isac de Freitas Brandão and Vicente Crisóstomo
Cash Sources and Financial Constraints: Evidence From Brazilian Listed Firms pp. 470-503 Downloads
Leonardo Chalhoub, Guilherme Kirch and Paulo Renato Soares Terra
Selection of optimal portfolios under norm constraints in the allocation vectors: an empirical evaluation with data from BM&FBovespa pp. 504-543 Downloads
Paulo Ferreira Naibert and João Caldeira

Volume 13, issue 2, 2015

The researchers, the publications and the journals of Finance in Brazil: An analysis based on resumes from the Lattes platform pp. 162-199 Downloads
Marcelo Perlin and André Portela Santos
Por que as empresas fecham o capital no Brasil? pp. 200-250 Downloads
Richard Saito and Marco Tulio Clivati Padilha
Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model pp. 251-287 Downloads
Alberto Ronchi Neto and Osvaldo Candido
Liquidity Constraint for Portfolio Selection Models pp. 288-324 Downloads
Gabriel Matos Pereira, Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena and João Luiz Becker
Do Brazilian mutual stock fund managers have sufficient skill? pp. 325-366 Downloads
Paulo Rogério Faustino Matos, Wandermon Silva and Felipe Silva

Volume 13, issue 1, 2015

Is the Brazilian saving enough to retire? pp. 1-39 Downloads
Ricardo D. Brito and Paulo T. P. Minari
Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models pp. 40-73 Downloads
Fernanda Maria Muller and Fábio Mariano Bayer
Coordination of capital buffer and risk profile under supervision of Central Bank pp. 74-101 Downloads
Joao Andre Marques Pereira and Richard Saito
Do Women in Top Management Affect the Value and Performance of Brazilian Firms? pp. 103-133 Downloads
André Luiz Carvalhal da Silva and Helena Margem
One Decade of Evolution of Corporate Governance Practices in Brazil pp. 134-161 Downloads
Ricardo Pereira Câmara Leal, André L. Carvalhal and Ana Paula Iervolino

Volume 12, issue 4, 2014

HIGH PORTFOLIO TURNOVER AND PERFORMANCE OF EQUITY MUTUAL FUNDS pp. 469-497 Downloads
Pedro Luiz Albertin Bono Milan and William Eid Junior
Private Equity e Venture Capital no Brasil: uma Análise de sua Evolução pp. 499-515 Downloads
Antonio Gledson Carvalho, Humberto Gallucci Netto and Joelson Sampaio
Testing the Adaptive Markets Hypothesis for Brazil pp. 517-553 Downloads
Glener de Almeida Dourado and Benjamin Tabak
Pyramidal Ownership Structure, Dual Class Shares and Firms’ Financial Performance in Brazilian Market pp. 555-595 Downloads
Lelis Pedro Andrade, Aureliano Bressan and Robert Iquiapaza
Opening or not capital in Brazil: an practice analysis of perception of financial executives pp. 597-642 Downloads
Helen Cristina Steffen and Francisco Antônio Mesquita Zanini
Lista de Avaliadores - 2014 pp. 643-643 Downloads
Márcio Laurini

Volume 12, issue 3, 2014

The importance of banking relationship for SME financing pp. 291-397 Downloads
Armando Silva and Silvia Maria Graça Braga
Economic gains of realized volatility in the Brazilian stock market pp. 319-349 Downloads
Márcio Gomes Pinto Garcia, Marcelo Medeiros and Francisco Eduardo de Luna e Almeida Santos
Overconfidence, turnover, and return: evidence from the Brazilian market pp. 351-383 Downloads
Wlademir Ribeiro Prates, Andre Santos and Newton Carneiro Affonso da Costa
Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis pp. 385-409 Downloads
Gabriel Godofredo Fiuza de Bragança, Marcelo de Sales Pessoa and Katia Rocha
Risk Measures Theory: a comprehensive survey pp. 411-464 Downloads
Marcelo Brutti Righi and Paulo Sergio Ceretta

Volume 12, issue 2, 2014

IPO Determinants of Brazilian Companies pp. 135-161 Downloads
Bruno Cals de Oliveira and Roy Martelanc
Conditional CAPM: Time-varying Betas in the Brazilian Market pp. 163-199 Downloads
Frances Fischberg Blank, Carlos Patricio Samanez, Tara Keshar Nanda Baidya and Fernando Antonio Aiube
Indexing Pension Funds with Exchange-Traded Funds pp. 201-227 Downloads
Maria Alcina Rodrigues Batista Sanfins and Antonio Marcos Duarte Júnior
RiD: A New Approach to Estimate the Insolvency Risk pp. 229-255 Downloads
Marco Aurélio dos Santos Sanfins and Danilo Soares Monte-Mor
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios pp. 257-284 Downloads
Marcelo Medeiros, Artur M. Passos and Gabriel F. R. Vasconcelos

Volume 12, issue 1, 2014

The Brazilian Stock Market in the Pre-Ibovespa Era pp. 1-12 Downloads
Antonio Sanvicente
Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil? pp. 13-39 Downloads
Regis Ely
Assessing Day-to-Day Volatility: Does the Trading Time Matter? pp. 41-66 Downloads
José Valentim Machado Vicente, Gustavo Araujo, Paula Baião Fisher de Castro and Felipe Noronha Tavares
Mean-Variance Efficiency of the Market Portfolio pp. 67-88 Downloads
Rafael Falcão Noda, Roy Martelanc and José Roberto Securato
Index Tracking with Control on the Number of Assets pp. 89-119 Downloads
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena and Denis Borenstein
Brazilian Review of Finance 2013 Editorial Report pp. 121-129 Downloads
Ricardo Pereira Câmara Leal
Page updated 2017-08-16