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F. Henrique Castro,William Eid Junior,Verônica F. Santana,Claudia E. Yoshinaga
Pág. 47 - 65
We summarize the fifty-year history (1968-2017) of the Ibovespa, a gross total return index that comprises the most liquid stocks traded on the São Paulo Stock Exchange in Brazil. We provide contextual material on the Brazilian economy during this 50-yea...
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Mariana Aparecida Calabrez Oreng,William Eid Junior,Claudia Emiko Yoshinaga
Pág. 314 - 325
This study investigates whether managers of Fixed Income Brazilian funds exhibit market-timing abilities and what are the main components driving a fund?s return. Measuring timing ability of Fixed Income funds? managers has a lot to do with their ability...
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Walter Gonçalves Junior,William Eid Junior
Pág. 189 - 224
The purpose of this paper is to identify determinants for foreign portfolio investment in the Brazilian stock market. From the viewpoint of the investors who have already allocated their resources in Brazilian Market, it was found that periods of greater...
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Pedro Luiz Albertin Bono Milan,William Eid Junior
Pág. 469?497
The active portfolio management aims to outperformance a market portfolio return, however, there is a great discussion among academics and practitioners about the real possibilities to outperformance the market portfolio return by an actively portfolio m...
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Rodrigo Fernandes Malaquias,William Eid Junior
Pág. 119 - 142
According to the theory of the Efficiency Market Hypothesis (EMH), prices in the market should reflect all the information to the point where the costs of acting based on this information does not exceed its benefits (Jensen, 1978; Fama, 1991). In this c...
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Walter Gonçalves Junior,Fábio Gallo Garcia,William Eid Junior,Luciana Ribeiro Chalela
Pág. 227 - 256
Investors constantly look for significant predictors and accurate models to forecast future results, whose occasional efficacy end up being neutralized by market efficiency. Regardless, such predictors are widely used for seeking better (and more unique...
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Luiz Augusto Martits,William Eid Junior
Pág. p. 429 - 457
This article compares the application of a loss aversion utility function with a traditional Von Neumann-Morgenstern utility function aiming to test whether the first form of utility could better replicate the actual behavior of Brazilian investors conce...
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