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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 Downloads
Gyorgy Varga and Ricardo 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 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 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

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 2022-12-06