English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...

This work seeks to describe the Brazilian formal and informal housing markets and the possible segmentations within these first two divisions. The main objective is to make explicit the similarities and differences, and the heterogeneities within each group. Considering inadequate housing...

This work seeks to describe the Brazilian formal and informal housing markets and the possible segmentations within these first two divisions. The main objective is to make explicit the similarities and differences, and the heterogeneities within each group. Considering inadequate housing...

Portuguese Abstract: Este estudo avalia o comportamento de carteiras formadas por ativos do mercado acionário brasileiro ordenados em função de sua volatilidade para investigar a anomalia de baixa volatilidade.Entre janeiro de 2003 e junho 2017, o portfólio de baixa volatilidade apresentou...