Pressupostos de Eficiência de Mercado: um estudo empírico na Bovespa
[Assumptions of Market Efficiency: an empirical analysis at Bovespa/Brazil]
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- Lucena, Pierre & Figueiredo, Antonio Carlos & Lachtermacher, Gerson, 2008. "Critérios de formação de carteiras de ativos através de hierarchical clusters [Criteria of portfolio formation of stocks through hierarchical clusters]," MPRA Paper 38105, University Library of Munich, Germany.
- Lucena, Pierre & Saturnino, Odilon & Araújo, Joseanny & Figueiredo, Antonio Carlos, 2010. "Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil [Effectiveness Of The Use Of Investment Strategy In Shares With Low Multiple Price," MPRA Paper 38121, University Library of Munich, Germany.
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Keywords
BOVESPA; Multifactor Models; autocorrelation;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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