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 11, issue 4, 2013

Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market pp. 455-479

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

Executive Compensation, Value and Performance of Brazilian Listed Companies pp. 481-502

Andre Luiz Carvalhal da Silva and Alisson Chen Yi Chien

The Informational Content of Credit Ratings in Brazil: An Event Study pp. 503-526

Flávia Cruz de Souza Murcia, Fernando Dal-Ri Murcia and José Alonso Borba

Risk Exposure and Net Flow in Investment Funds: Do Shareholders Monitor Asset Allocation? pp. 527-558

Rafael Felipe Schiozer and Diego Lins de Albuquerque Pennachi Tejerina

On the Linearly Increasing System of Amortization pp. 559-576

Clovis de Faro

List of Reviewers - 2013 pp. 577-577

Ricardo Pereira Câmara Leal

Volume 11, issue 3, 2013

Credit Rating and Capital Structure: Evidence from Latin America pp. 311-341

Dany Rogers, Wesley Mendes-Da-Silva, Henrique Dantas Neder and Pablo Rogers Silva

Cash Holdings Policy: a Dynamic Analysis of Brazilian Companies pp. 343-373

Fadwa Muhieddine Dahrouge and Richard Saito

Commonalities in Liquidity: Evidence and Intraday Patterns in the Brazilian Market pp. 375-398

Fernanda Gomes Victor, Marcelo Perlin and Mauro Mastella

Changes in Reserve Requirements and Brazilian Banks' Stocks pp. 399-420

Bruno De Lorenzi Cancelier Mazzucco and Roberto Meurer

Volatility of Capital Flows to Emerging Economies pp. 421-448

Katia Rocha and Ajax Moreira

Volume 11, issue 2, 2013

Inter-temporal CAPM: an empirical test with Brazilian market data pp. 149-180

Octavio Portolano Machado, Adriana Bortoluzzo, Sergio Ricardo Martins and Antonio Sanvicente

Determinants of the inclusion in the BM&FBOVESPA Corporate Sustainability Index and its relationship with firm value pp. 181-213

Lélis Pedro Andrade, Aureliano Bressan, Robert Iquiapaza and Bruno César de Melo Moreira

What drives forex interventions? Evidence from the Brazilian Central Bank interventions on the BRL/USD market pp. 215-248

Felipe Wolk Teixeira, Roberto Meurer and Andre Santos

The probability of informed trading in the Brazilian stock market pp. 249-280

Orleans Silva Martins and Edilson Paulo

The effects of the introduction of market makers in the Brazilian equity market pp. 281-304

Marcelo Perlin

Volume 11, issue 1, 2013

Brazilian Review of Finance 2012 Editorial Report pp. 1-7

Ricardo Pereira Câmara Leal

Tips on Writing a Referee's Report pp. 9-16

Wayne Ferson and John Matsusaka

Discretionary Actions in Measuring Derivatives as a Mechanism for Earnings Management in Banks pp. 17-48

José Alves Dantas, Fernando Caio Galdi, Lúcio Rodrigues Capelletto and Otavio De Medeiros

Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy pp. 49-80

João Frois Caldeira and Gulherme Valle Moura

Minimum Variance Portfolios in the Brazilian Equity Market pp. 81-118

Alexandre Rubesam and André Lomonaco Beltrame

Market Efficiency and Performance of Multimarket Funds pp. 119-142

Rodrigo Fernandes Malaquias and William Eid Junior

Volume 10, issue 4, 2012

Evaluating Asset Pricing Models in a Simulated Multifactor Approach pp. 425-460

Carlos Carrasco-Gutierrez and Wagner Gaglianone

The Payout Decision-Making Process of Brazilian Listed Companies: A CFO Survey pp. 461-498

Roberto Frota Decourt and Jairo Laser Procianoy

Opaqueness and Bank Risk Taking pp. 499-527

Patrick Behr

Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach pp. 529-550

Marcelo Righi and Paulo Sergio Ceretta

Risk Measures and Contagion Matrix: an Application of CoVaR for the Brazilian Financial Market pp. 551-584

Aléssio Tony Almeida, Bruno Frascaroli and Danilo Regis da Cunha

List of Reviewers pp. 585-586

Ricardo Pereira Câmara Leal

Indexes for Volume 10 – 2012 pp. 587-593

Ricardo Pereira Câmara Leal

Volume 10, issue 3, 2012

Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns pp. 291-315

Pradosh Simlai

Latent Fundamentals Arbitrage with a Mixed Effects Factor Model pp. 317-335

Andrei Salem Gonçalves, Robert Iquiapaza and Aureliano Bressan

A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting pp. 337-367

Leandro Maciel

Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market pp. 369-393

Andre Santos and Cristina Tessari

Development of a Behavioral Performance Measure pp. 395-416

Marcelo Klotzle, Leonardo Lima Gomes, Luiz Eduardo Teixeira Brandão and Antonio Carlos Figueiredo Pinto

Volume 10, issue 2, 2012

Determinants of Transactions Costs in the Brazilian Stock Market pp. 179-196

Antonio Sanvicente

Raffle Risk Valuation in With-Raffle Savings Account pp. 197-213

Eduardo Fraga Lima de Melo, Sergio Luis Franklin and César da Rocha Neves

Mean Reversion with Drift and Real Options in Steel Industry pp. 215-241

Luiz de Magalhães Ozorio, Carlos de Lamare Bastian-Pinto, Tara Nanda Baidya and Luiz Eduardo Teixeira Brandão

Abnormal Returns in the Ibovespa Using Models for High-Frequency Data pp. 243-265

Nelson Ferreira Fonseca, Wagner Moura Lamounier and Aureliano Bressan

Country Factors and Dynamic Capital Structure in Latin American Firms pp. 267-284

Leonel Rodrigues Bogéa Sobrinho, Hsia Hua Sheng and Mayra Ivanoff Lora

Volume 10, issue 1, 2012

Editorial Report - 2011 pp. 1-5

Ricardo Pereira Câmara Leal

Financial Stability and Market Structure: International Evidence pp. 7-29

Marcos Soares da Silva and Jose Angelo Divino

The Impact of Fiscal Policy on Emerging Markets Sovereign Spreads pp. 31-48

Katia Rocha and Ajax Moreira

Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models pp. 49-70

Douglas Gomes dos Santos and Flávio Augusto Ziegelmann

Measuring the Spread Components of Oil and Gas Companies from CDS pp. 71-104

Juliano Ribeiro de Almeida and Guilherme Ribeiro de Almeida

Employee Stock Options Plans and the Value of Brazilian Companies pp. 105-147

Fernanda Perobelli, Bruno de Souza Lopes and Alexandre Di Miceli da Silveira

Corporate Governance and Information Incorporation Speed: Lead-Lag between the IGC and IBrX pp. 149-172

José Carneiro da Cunha Oliveira Neto, Otavio De Medeiros and Thiago Bergmann de Queiroz

Volume 9, issue 4, 2011

Small Worlds and Board Interlocking in Brazil: A Longitudinal Study of Corporate Networks, 1997-2007 pp. 465-492

Wesley Mendes-Da-Silva

The Effects of Price Stabilization on Short-Term Returns of IPOs pp. 493-524

Douglas Beserra Pinheiro and Antonio Gledson de Carvalho

Performance and Persistence of Brazilian Hedge Funds During the Financial Crisis pp. 525-548

Gustavo Passarelli Giroud Joaquim and Marcelo Moura

Reserves and Valuation using Multiples for Oil and Gas Companies pp. 549-570

Eduardo Ribeiro, Luiz Teles Menezes Neto and Rosemarie Bröker Bone

Returns Predictability and Stock Market Efficiency in Brazil pp. 571-584

Regis Ely

The Supply of Trade Credit by Brazilian Publicly Traded Firms pp. 585-612

Rafael Felipe Schiozer and João Alberto Peres Brando

List of Reviewers pp. 613-614

From the Editors

Volume 9 (2011) Indexes pp. 615-622

Ricardo Pereira Câmara Leal

Volume 9, issue 3, 2011

Cost of Capital when Dividends are Deductible pp. 309-334

Ignacio Velez-Pareja and Julian Benavides Franco

Modeling Financial Contagion using Copula pp. 335-363

Pedro Valls Pereira and Ricardo Pires de Souza Santos

Hedge Effectiveness in the Brazilian US Dollar Futures Market pp. 365-382

Marcelo Klotzle, Antonio Carlos Figueiredo Pinto, Mario Domingues Simões and Leonardo Lima Gomes

Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock Market pp. 383-412

Márcio André Veras Machado and Otavio De Medeiros

Generating Interest Rate Stress Scenarios pp. 413-436

Alan De Genaro Dario and Mariela Fernández

Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario pp. 437-459

Paulo Rogério Faustino Matos, Christiano Penna and Maria Nazareth Landim

Volume 9, issue 2, 2011

Modeling House Pricing in the Real Estate Market of São Paulo City pp. 167-187

Denisard Cneio de Oliveira Alves, Joe Yoshino, Paula Carvalho Pereda and Carla Jucá Amrein

Determinants of Success in Private Equity-Venture Capital Investments pp. 189-208

Eduardo Madureira Rodrigues Siqueira, Antonio Gledson de Carvalho and Humberto Gallucci Netto

Intraday volatility forecasting: analysis of alternative distributions pp. 209-226

Paulo Sérgio Ceretta, Fernanda Galvão de Barba, Kelmara Mendes Vieira and Fernando Casarin

Short-Run Asset Selection using a Logistic Model pp. 227-256

Walter Gonçalves Junior, Fábio Gallo Garcia, William Eid Junior and Luciana Ribeiro Chalela

Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter pp. 257-275

Thiago Bergmann de Queiroz, Otavio De Medeiros and José Carneiro da Cunha Oliveira Neto

Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates pp. 277-301

Marcelo Ganem and Tara Keshar Nanda Baidya

Corrigendum pp. 623-623

Ricardo Pereira Câmara Leal

Volume 9, issue 1, 2011

Editorial Report – 2010 pp. 1-8

Ricardo Pereira Câmara Leal

Recovering Risk-Neutral Densities from Brazilian Interest Rate Options pp. 9-26

Jose Ornelas and Marcelo Yoshio Takami

Giving Flexibility to the Nelson-Siegel Class of Term Structure Models pp. 27-49

Rafael B. De Rezende

Central Bank Transparency and Financial Market: Evidence for the Brazilian Case pp. 51-67

Helder de Mendonça and José Simão Filho

Structural Equation Modeling Applied to the Reaction to Stock Dividends and Stock Splits: integrating signaling, liquidity and optimal price level pp. 69-104

Kelmara Mendes Vieira and João Luiz Becker

Conditional CAPM in the Brazilian Market: a study of the Moment, Size and Book to Market effects between 1995 and 2008 pp. 105-129

Frederico Valle e Flister, Aureliano Bressan and Hudson Fernandes Amaral

Equity Valuation and Accounting Numbers: Applying Zhang (2000) and Zhang and Chen (2007) models to Brazilian Market pp. 131-157

Fernando Caio Galdi and Rodrigo Falco Lopes