A RELAÇÃO ENTRE O BETA E AS VARIÁVEIS FUNDAMENTAIS DA EMPRESA: UM ESTUDO VOLTADO PARA O MERCADO ACIONÁRIO BRASILEIRO

Danniela Chambô Eiger · LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) · 2013

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Type: dissertation
Published: 2013-12-17
Cited by: 0
References: 30
Access: Open access
OpenAlex: https://openalex.org/W18177600
Semantic Scholar: https://api.semanticscholar.org/CorpusID:150424843

Keywords

Humanities, Political science, Business, Philosophy

References

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RISCO, RETORNO E EQUILÍBRIO: EXISTE ASSOCIAÇÃO ENTRE INDICADORES CONTÁBEIS E OS RETORNOS DAS AÇÕES NEGOCIADAS NA BOVESPA?João Mendonça Neto, Adriano Leal Bruni — 2008
Análise da relação entre as informações contábeis e o risco sistemático no mercado brasileiroAna Luísa Gambi Cavallari Amorim, Iran Siqueira Lima, Fernando Dal‐Ri Murcia — 2012
Optimal Hedging PoliciesRené M. Stulz — 1984
EQUILIBRIUM IN A CAPITAL ASSET MARKETJan Mossin — 1966
Risco de insolvência e risco sistemático: relação teórica não verificada na BovespaGustavo Amorim Antunes, Gilvan Ramalho Guedes — 2006
Risk measurement when shares are subject to infrequent tradingElroy Dimson — 1979
Financial Policy and Market ExpectationsDennis E. Logue, Larry J. Merville — 1972
BETAS AND THEIR REGRESSION TENDENCIESMarshall E. Blume — 1975
Sources of Systematic Risk in Common StocksDonald J. Thompson — 1976
Corporate Finance : Theory and PracticeChris J. Muscarella, Aswath Damodaran — 1996
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*William F. Sharpe — 1964
Accounting Betas, Systematic Operating Risk, and Financial Leverage: A Risk-Composition Approach to the Determinants of Systematic RiskNed C. Hill, Bernell K. Stone — 1980
Risk, Duration, and Capital Budgeting: New Evidence on Some Old QuestionsBradford Cornell — 1999
Estimating betas from nonsynchronous dataMyron S. Scholes, Joseph Williams — 1977
MARKET VALUE AND SYSTEMATIC RISKStuart M. Turnbull — 1977
Equity Systematic Risk (Beta) and Its DeterminantsGwangheon Hong, Sudipto Sarkar — 2007
Explanations for the Instability of Equity Beta: Risk-Free Rate Changes and Leverage EffectsDouglas V. DeJong, Daniel W. Collins — 1985
Where Do Betas Come from? Asset Price Dynamics and the Sources of Systematic RiskJohn Y. Campbell, Jianping Mei — 1993
CORPORATE FINANCIAL STRATEGIES AND MARKET MEASURES OF RISK AND RETURNWilliam J. Breen, Eugene M. Lerner — 1973

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