Anomalias de calendário no mercado brasileiro: Uma análise com empresas pertencentes ao IGC

Anomalias de calendário no mercado brasileiro: Uma análise com empresas pertencentes ao IGC

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The aim of this research was to analyze the calendar effect in the Brazilian capital market. To do so, we selected thecompanies pertaining of the corporate governance index, in the period from January/2003 to December/2007. Based onthe liquidity indicator, we selected for the study 41 companies, and...

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Bibliographic Details
Main Authors: Luciano Ferreira Carvalho, Rodrigo Fernandes Malaquias
Format: Article
Language:English
Published: Universidade Federal do Ceará 2012-12-01
Series:Contextus
Subjects:
Day-of-week effect
January effect
Market Efficiency Hypothesis
Efeito dia-da-semana
Efeito janeiro
Hipótese de Mercado Eficiente
Online Access:http://www.contextus.ufc.br/index.php/contextus/article/view/494

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http://www.contextus.ufc.br/index.php/contextus/article/view/494

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