The Foreign Capital Flows and the Behavior of Stock Prices at BM&FBovespa

The main purpose of this article is to investigate alternative explanations for the impact of foreign capital flows on Ibovespa returns, including: trend chasing, information contribution and mutual feedback. Daily data of the period between 2005 and 2012 are analyzed using simultaneous equation mod...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
में प्रकाशित:BAR - Brazilian Administration Review
मुख्य लेखक: Antonio Zoratto Sanvicente
स्वरूप: Artigo
भाषा:Inglês
प्रकाशित: Associação Nacional de Pós-Graduação e Pesquisa em Administração 2014
विषय:
Administración y Contabilidad
BM&FBovespa
foreign investment
stock price impact
econometric models
2008 global financial crisis
ऑनलाइन पहुंच:https://www.redalyc.org/articulo.oa?id=84129376005
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