Details about Natalia Scotto Piqueira

Access statistics for papers by Natalia Scotto Piqueira.

Last updated 2019-07-19. Update your information in the RePEc Author Service.

Short-id: ppi99

Working Papers

2001

1. Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

2000

2. Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)
   FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)

Journal Articles

2019

1. Behavioral biases of informed traders: Evidence from insider trading on the 52-week high
   Journal of Empirical Finance, 2019, 52, (C), 56-75 View citations (11)
2. State-dependent size and value premium: evidence from a regime-switching asset pricing model
   Journal of Asset Management, 2019, 20, (3), 229-249

2017

3. Short selling around the 52-week and historical highs
   Journal of Financial Markets, 2017, 33, (C), 75-101 View citations (17)

2013

4. Short sales and put options: Where is the bad news first traded?
   Journal of Financial Markets, 2013, 16, (2), 308-330 View citations (4)

2000

5. Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function
   Brazilian Review of Econometrics, 2000, 20, (2) View citations (34)