Stock market under the 2016 Brazilian presidential impeachment: a test in the semi-strong form of the efficient market hypothesis*, **
This article aims at contributing to study the stock market’s reaction up to the point of generating significant abnormal returns or cumulative abnormal returns within the Brazilian impeachment period. By means of the efficient market hypothesis (EMH), in its semi-strong form, the purpose was verify...
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| Publicado no: | Revista Contabilidade & Finanças - USP |
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| Principais autores: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidade de São Paulo
2018
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=257157799006 https://www.redalyc.org/journal/2571/257157799006/ https://www.redalyc.org/journal/2571/257157799006/html/ https://www.redalyc.org/journal/2571/257157799006/257157799006.epub https://www.redalyc.org/journal/2571/257157799006/movil |
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