Brazilian Review of Finance

2003 - 2016

Current editor(s): Marcio Laurini

From Brazilian Society of Finance
Bibliographic data for series maintained by Marcio Laurini ().

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Volume 14, issue 2, 2016

The Cross-Section of Expected Stock Returns in Brazil pp. 151-187

Gyorgy Varga and Ricardo Brito

Determinants of Foreign Investment in the Brazilian Stock Market pp. 189-224

Walter Gonçalves Junior and William Eid Junior

The Behaviour of Volatility Components of Brazilian Stocks pp. 225-268

Hudson Chaves Costa, João Henrique Gonçalves Mazzeu and Newton Carneiro Affonso da Costa

Persistence in Mutual Fund Performance in Brazil pp. 269-297

João Nascimento Nerasti and Claudio Lucinda

Validation of loss given default in the advanced IRB approach pp. 299-321

Guilherme Fernandes Sanches and Andre Santos

Volume 14, issue 1, 2016

Brazilian Review of Finance 2015 Editorial Report pp. 1-5

Márcio Laurini

The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market pp. 7-43

Vanessa Neumann Sulzbach, João Mergulhão and Pedro Valls Pereira

Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios pp. 45-64

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

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

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

Júlia Peres Tortoli and Marcelo Botelho da Costa Moraes

Volume 13, issue 4, 2015

Portfolio Optimisation and Endogenous Rebalancing Methods pp. 544-570

Guilherme Demos, Thomas Pires and Guilherme Moura

Testing the predict power of VIX: an application of multiplicative error model pp. 571-630

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

Antonio Sanvicente

Title: analysis of term structure of interest rates in Latin America countries from 2006 to 2014 pp. 650-690

Filipe Stona, Jean Amann, Maurício Delago Morais, Divanildo Triches and Igor Morais

Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR pp. 691-731

Fernando da Silva Vinhado and Jose Angelo Divino

List of Reviewers - 2015 pp. 732-732

Márcio Laurini

Volume 13, issue 3, 2015

Sell-side analysts make good predictions in Brazil? pp. 365-393

Melquiades Pereira Lima and Vinicio de Souza Almeida

Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models pp. 394-437

Alex Sandro Monteiro De Moraes, Antonio Carlos Figueiredo Pinto and Marcelo Klotzle

Ownership Concentration and Governance Quality of Brazilian Firm pp. 438-469

Isac de Freitas Brandão and Vicente Crisóstomo

Cash Sources and Financial Constraints: Evidence From Brazilian Listed Firms pp. 470-503

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

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

Marcelo Perlin and Andre Santos

Por que as empresas fecham o capital no Brasil? pp. 200-250

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

Alberto Ronchi Neto and Osvaldo Candido

Liquidity Constraint for Portfolio Selection Models pp. 288-324

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

Paulo Rogério Faustino Matos, Wandermon Silva and Felipe Silva

Volume 13, issue 1, 2015

Is the Brazilian saving enough to retire? pp. 1-39

Ricardo Brito and Paulo T. P. Minari

Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models pp. 40-73

Fernanda Maria Muller and Fábio Mariano Bayer

Coordination of capital buffer and risk profile under supervision of Central Bank pp. 74-101

Joao Andre Marques Pereira and Richard Saito

Do Women in Top Management Affect the Value and Performance of Brazilian Firms? pp. 103-133

André Luiz Carvalhal da Silva and Helena Margem

One Decade of Evolution of Corporate Governance Practices in Brazil pp. 134-161

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

Pedro Luiz Albertin Bono Milan and William Eid Junior

Private Equity e Venture Capital no Brasil: uma Análise de sua Evolução pp. 499-515

Antonio Gledson Carvalho, Humberto Gallucci Netto and Joelson Sampaio

Testing the Adaptive Markets Hypothesis for Brazil pp. 517-553

Glener de Almeida Dourado and Benjamin Tabak

Pyramidal Ownership Structure, Dual Class Shares and Firms’ Financial Performance in Brazilian Market pp. 555-595

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

Helen Cristina Steffen and Francisco Antônio Mesquita Zanini

Lista de Avaliadores - 2014 pp. 643-643

Márcio Laurini

Volume 12, issue 3, 2014

The importance of banking relationship for SME financing pp. 291-397

Armando Silva and Silvia Maria Graça Braga

Economic gains of realized volatility in the Brazilian stock market pp. 319-349

Marcio Garcia, Marcelo Medeiros and Francisco Eduardo de Luna e Almeida Santos

Overconfidence, turnover, and return: evidence from the Brazilian market pp. 351-383

Wlademir Ribeiro Prates, Andre Santos and Newton Carneiro Affonso da Costa

Brazilian Regulatory Interventions, Volatility and Contagion: A VIRF analysis pp. 385-409

Gabriel Godofredo Fiuza de Bragança, Marcelo de Sales Pessoa and Katia Rocha

Risk Measures Theory: a comprehensive survey pp. 411-464

Marcelo Righi and Paulo Sergio Ceretta

Volume 12, issue 2, 2014

IPO Determinants of Brazilian Companies pp. 135-161

Bruno Cals de Oliveira and Roy Martelanc

Conditional CAPM: Time-varying Betas in the Brazilian Market pp. 163-199

Frances Fischberg Blank, Carlos Patricio Samanez, Tara Keshar Nanda Baidya and Fernando Antonio Aiube

Indexing Pension Funds with Exchange-Traded Funds pp. 201-227

Maria Alcina Rodrigues Batista Sanfins and Antonio Marcos Duarte Júnior

RiD: A New Approach to Estimate the Insolvency Risk pp. 229-255

Marco Aurélio dos Santos Sanfins and Danilo Soares Monte-Mor

Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios pp. 257-284

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

Antonio Sanvicente

Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil? pp. 13-39

Regis Ely

Assessing Day-to-Day Volatility: Does the Trading Time Matter? pp. 41-66

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

Rafael Falcão Noda, Roy Martelanc and José Roberto Securato

Index Tracking with Control on the Number of Assets pp. 89-119

Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena and Denis Borenstein

Brazilian Review of Finance 2013 Editorial Report pp. 121-129

Ricardo Pereira Câmara Leal