5 articles in this issue
Luiz Moura,Lars Norden
We investigate the long-run effects of higher standards of corporate governance in the stock market. We consider Brazilian firms that switched from the traditional segment to the Nível 1, Nível 2 or Novo Mercado since 2000. We document that higher standar... see more
Rodrigo T.N. Cardoso,Bruno Cândido Barroso,Mariana dos Santos de Oliveira,Felipe Dias Paiva
Portfolio selection has been the subject of extensive studies in order to obtain increased returns, minimizing the investment risk. However, the most appropriate risk measure to be considered is still an open problem. The aim of this work is to study diff... see more
F. Henrique Castro,William Eid Junior,Verônica F. Santana,Claudia E. Yoshinaga
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-year... see more
Leandro dos Santos Maciel,Rosangela Ballini
Bitcoin has attracted the attention of investors lately due to its significant market capitalization and high volatility. This work considers the modeling and forecasting of daily high and low Bitcoin prices using a fractionally cointegrated vector autore... see more
Marcelo S. Perlin,Guilherme Kirch,Daniel Vancin
This paper presents and discusses the contributions and usage of GetDFPData, which is an open and free software for accessing corporate data from the Brazilian financial exchange, B3. The distribution and popularization of an open-source algorithm for gat... see more