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Long-term stock returns in Brazil : volatile equity returns for U.S.-like investors

Araujo, Eurilton; Brito, Ricardo D.; Sanvicente, Antonion Z. - 2020 - This version: March 30th, 2020

Persistent link: https://www.econbiz.de/10012243420

Economic gains of realized volatility in the Brazilian stock market

Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: Revista Brasileira de Finanças : RBFin 12 (2014) 3, pp. 319-349

Persistent link: https://www.econbiz.de/10011585234

The asymmetry effect and volatility persistence in stock market returns : evidence from Brazil, China, Mexico and Turkey

Kayral, İhsan Erdem; Alagoz, Hilal Merve; Tandogan, … - In: Emerging market finance : new challenges and opportunities, (pp. 149-163). 2020

Persistent link: https://www.econbiz.de/10012319686

Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors

Araujo, Eurilton; Brito, Ricardo D.; Sanvicente, … - 2020

Persistent link: https://www.econbiz.de/10012404296

Low Volatility Asset Valuation in Brazilian Stock Market : Lower Risk with Higher Returns

Boudjoukian França, Luciano; Avelar, Mario; Teles, Pedro - 2023

This work evaluates the behavior of portfolios comprised of Brazilian stocks ranked by their volatility to investigate … the low volatility anomaly.Between January 2003 and December 2021, the low volatility portfolio presented a 6% annual … return above the high volatility portfolio. This result is aligned with the observation made by Blitz and Van Vliet (2007) in …

Persistent link: https://www.econbiz.de/10014349977

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

studyanalyzes the stock market volatility in three distinct regimes (accumulation or distri-bution - regime 1; big-move - regime 2 …

Persistent link: https://www.econbiz.de/10012513279

Volatility spillover from institutional equity investments to Indian volatility index

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of management concepts and … 13 (2020) 3, pp. 173-183

Persistent link: https://www.econbiz.de/10012514596

The importance of domestic equity pension funds on stock market

Alda García, Mercedes; Marco Sanjuán, Isabel - In: Spanish journal of finance and accounting 46 (2017) 2/174, pp. 227-248

Persistent link: https://www.econbiz.de/10012128184

Stock market visualization

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 35-140

Persistent link: https://www.econbiz.de/10012229145

Persistent stock market returns volatility in emerging capital markets as evidenced in Tanzania

Mwidege, Asheri - In: African journal of economic and sustainable development 8 (2021) 3, pp. 230-238

Persistent link: https://www.econbiz.de/10012594260