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 8, issue 4, 2010

European portfolio investment outflows: the impact of the European Monetary Union pp. 377-382

Fernando Seabra and Tatiana Santos

The Disposition Effect in the Brazilian Equity Fund Industry pp. 383-416

Elton Tizziani, Marcelo Klotzle, Walter Lee Ness and Luiz Felipe Motta

Estimating Stocks Return with Decomposition of the Book-to-Market Ratio: Evidences from Bovespa pp. 417-441

Juliano Ribeiro de Almeida and William Eid

Determinants of Price Stabilization in IPOs pp. 443-468

Antonio Gledson de Carvalho and Douglas Beserra Pinheiro

Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios pp. 469-504

João Frois Caldeira and Marcelo Savino Portugal

Long-Short Fund Performance Evaluation in Brazil pp. 505-529

Fábio Gomes and Vicente Cresto

Volume 8, issue 3, 2010

Wavelet Smoothed Empirical Copula Estimators pp. 263-281

Pedro Alberto Morettin, Clélia Maria de Castro Toloi, Chang Chiann and José Carlos Simon de Miranda

Advertising Expenditures Interaction with Business Cycles and Firm Value: An Empirical Analysis with US Companies pp. 283-306

Graziela Fortunato, Walter Ness, Arilton Teixeira and Paulo Cesar Motta

Effects of Price Stabilization in IPOs on Long-run Liquidity pp. 307-328

Rodrigo Andrade Tolentino and Antonio Gledson De Carvalho

An Application of the Real Options Method to the Valuation of a License to Operate 3G Mobile Phone Service in Brazil pp. 329-349

Rafael Stille, Celso Funcia Lemme and Luiz Eduardo Teixeira Brandão

Time Series Properties of Quarterly Earnings of Brazilian Open Companies pp. 351-376

Thiago Rocha Fabris and Newton Carneiro Affonso da Costa

Notes from the editor pp. 533-533

Ricardo Pereira Câmara Leal

Volume 8, issue 2, 2010

Learning Theory and Equity Valuation: an Empirical Analysis pp. 113-139

Antonio Sanvicente and Renato Teles Delgado

The Out-of-Sample Performance of Robust Portfolio Optimization pp. 141-166

Andre Santos

Basel II and Capital Requirement for Credit Risk in Brazil pp. 167-195

Márcio Holland and Guilherme Yanaka

Variance Swaps in BM&F: Pricing and Viability of Hedge pp. 197-228

Richard John Brostowicz Junior and Márcio Laurini

Effects of Intervention in the Spot Currency Market on the BRL/USD Exchange Rate from 1999 to 2008: an Event Study pp. 229-254

Roberto Meurer, Felipe Wolk Teixeira and Eduardo Cardeal Tomazzia

Editor's Note pp. 531-531

Ricardo Pereira Câmara Leal

Volume 8, issue 1, 2010

Annual Editorial Report - 2009 pp. 1-8

Ricardo Pereira Câmara Leal

Pricing Asian Interest Rate Options with a Three-Factor HJM Model pp. 9-23

Claudio Henrique Barbedo, Octavio Bessada Lion and Jose Valentim Machado Vicente

Constructing Binomial Trees Via Random Maps for Analysis of Financial Assets pp. 25-43

Antonio Airton Carneiro de Freitas and José Roberto Securato

Electricity Contracts Portfolio Selection Based on the Optimization of the Omega Measurement pp. 45-67

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

Accounting and Economic Rates of Return: A Dynamic Econometric Investigation pp. 69-84

Rodrigo Zeidan and Marcelo Resende

Equity Market Timing: Testing Using Brazilian IPOs pp. 85-101

Jose Rossi and Marcelo Marotta

Volume 7, issue 4, 2009

The Corporate Governance of Privately Controlled Brazilian Firms pp. 385-428

Bernard Black, Antonio Gledson de Carvalho and Érica C. R. Gorga

Loss Aversion: A Comparison of Investment Decision Making Between Individual Investors and Pension Funds in Brazil pp. 429-457

Luiz Augusto Martits and William Eid Junior

An Empirical Analysis of the Financing Policies Adopted by Brazilian Public Companies pp. 459-484

Fernando Oliveira and Pedro Góes Monteiro de Oliveira

Is It Possible to Replicate the Exchange Rate Volatility Behavior Using Dynamic Strategies? pp. 485-501

Ronny Kim Woo, José Valentim Machado Vicente and Claudio Henrique Barbedo

Valuation of Discrete Barrier American Options pp. 503-521

Giuliano Carroza Uzêda Iorio de Souza and Carlos Patrício Samanez

Volume 7, issue 3, 2009

Head and Shoulders: Testing the Profitability of this Chart Pattern of Technical Analysis in the Brazilian Stock Market pp. 265-303

Pedro Gabriel Boainain and Pedro Valls Pereira

Securitization of Receivables - An Analysis of the Inherent Risks pp. 305-326

Fernando Antonio Perrone Pinheiro and José Roberto Ferreira Savoia

Securitization in the Brazilian Banking Industry: An Empirical Study pp. 327-345

Gustavo Campos Catão, Raimundo Nonato Rodrigues, Jeronymo José Libonati and Umbelina Cravo Teixeira Lagioia

An Alternative Model of Risk in Non-financial Companies Applied to the Brazilian Pulp and Paper Industry pp. 347-360

Hsia Hua Sheng, Cristiane Karcher and Paulo Hubert

Evaluating cash benefits as real options for a commodity producer in an emerging market pp. 361-375

Fernando Antonio Aiube and Edison Americo Huarsaya Tito

Editorial Note pp. 528-528

Ricardo Pereira Câmara Leal

Volume 7, issue 2, 2009

Performance Comparison of Active and Passive Stock Funds pp. 143-161

Bruno Ribeiro Castro and Andrea Maria Accioly Fonseca Minardi

Market Reaction to the Approval of Stock Option Plans: an Event Study of Bovespa Listed Companies pp. 163-195

Aline Barreto dos Santos and Fernanda Perobelli

The Influence of Emotions on the Endowment Effect pp. 196-213

Flávia de Souza Costa Neves Cavazotte, Paulo Tavares Dias Filho and Otacílio Torres Vilas Boas

Market Overreaction to Intangible Information pp. 215-236

Carlos Marcelo Lauretti, Eduardo Kazuo Kayo and Emerson Marçal

The Impact of Foreign Asset Investments on the Performance of Brazilian Pension Funds pp. 237-258

Raphael Braga Silva, Roberto Moreno Moreira and Luiz Felipe Jacques Motta

Volume 7, issue 1, 2009

The Effect of Institutions on the External Financing of The Brazilian Firms pp. 1-27

Antonio Gledson De Carvalho

Local Estimation of Copula Based Value-at-Risk pp. 29-50

Eduardo F. L. de Melo and Beatriz Vaz de Melo Mendes

The Choice of Financing: a Theoretical Model pp. 51-71

Claudio Lucinda and Richard Saito

Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks pp. 73-106

Bruno Frascaroli, Luciano da Costa Silva and Osvaldo Candido

Bovespa New Markets Adoption - Novo Mercado, Nível 1 and Nível 2, Determinants and Consequences pp. 107-136

Jairo Laser Procianoy and Rodrigo Verdi

Annual Editorial Report - 2008 pp. 523-527

Ricardo Pereira Câmara Leal

Volume 6, issue 3, 2008

Overconfidence, Managerial Optimism, and the Determinants of Capital Structure pp. 293-335

Lucas Ayres B. de C. Barros and Alexandre di Miceli da Silveira

The Influence of Corporate Relationships Networks on the Performance of Firms in the Novo Mercado of BOVESPA pp. 337-358

Wesley Mendes-Da-Silva, Luciano Rossoni, Diógenes Leiva Martin and Roy Martelanc

The Relevance of the Bank Lending Channel in Brazil pp. 359-411

Fernando Oliveira and Renato da Motta Andrade Neto

Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators pp. 413-438

Cláudio Ruiz, Benjamin Tabak and Daniel Cajueiro

Determining the Optimum Level of Diversification of Home Brokers Investors pp. 439-463

Fernando Oliveira and Eduardo Lana de Paula

Volume 6, issue 2, 2008

A Goodness-of-Fit Test with Focus on Conditional Value at Risk pp. 139-155

José Fajardo, Aquiles Rocha de Farias and Jose Ornelas

Initial public offerings in Brazil (2004-2006): Valuation with the use of multiples and discounting of cash flows using the appropriate cost of equity pp. 157-204

Felipe Pretti Casotti and Luiz Felipe Jacques da Motta

Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts pp. 205-234

Ricardo Fuscaldi de Figueiredo Baptista and Pedro Valls Pereira

SWARCH and the implicit volatility of the Real/USD exchange rate pp. 235-265

Rafael Machado Santana and Rodrigo De Losso da Silveira Bueno

"Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification pp. 267-286

Else Monteiro Nogueira and Wagner Moura Lamounier

Volume 6, issue 1, 2008

Financial links between the stock market and the debt securities market pp. 1-11

Francisco Eduardo de Luna e Almeida Santos

Application of Multiple Evaluation Models in Brazil pp. 13-47

Rafael Victal Saliba

Determinant Factors of Brazilian Country Risk: An Empirical Analysis of Specific Country Risk pp. 49-67

Mariana Felix Teixeira, Marcelo Klotzle and Walter Lee Ness

Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence pp. 69-111

Edson Bastos e Santos and Nelson Ithiro Tanaka

Finance journals: characteristics of the main periodicals, important authors, and most cited articles pp. 113-132

Flávia Cruz de Souza, José Alonso Borba, Newton Carneiro Affonso da Costa and Fernando Dal-Ri Murcia

Annual Editorial Report - 2007 pp. 465-468

Ricardo Pereira Câmara Leal