18 resultados para American Stock Exchange.
em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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O objetivo do artigo é analisar os determinantes do investimento para uma amostra com 334 empresas no Brasil para o período de 1998 a 2000. As empresas foram selecionadas segundo o critério de liquidez acionário através do índice de negociabilidade de 1998 da Bolsa de Valores de São Paulo, que aponta o grau de liquidez das ações. Com isso, procuramos contribuir para o entendimento do financiamento das empresas no Brasil em condições de instabilidade macroeconômica.
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We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.
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Pós-graduação em Física - IGCE
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Corporate governance can be understood as management mechanisms that through external and internal controls are going to reduce the distance between minority stakeholders and the control power of the company. In that context, the information management, the information mediation and the information dissemination is very necessary, because the establishment of the good communication, quick, clear and voluntary, in order to establish a confidence climate in the relation of the company with the society, creditors, and collaborators especially with investors. In Brazil, the model created by the stock exchange of São Paulo called of new market , brings in his additional conduct rules purpose to them required by the Brazilian legislation and possessed like base the equity in the handling between part, the transparency in the disclosure of information and responsibility in the installment count. This article presents some considerations about the model of information management and accountability based on legal criteria, in additional standards of information disclosure, and the information mediation process relationship the corporate governança in the business environment.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Pós-graduação em Ciências Sociais - FCLAR
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Pós-graduação em Comunicação - FAAC
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Pós-graduação em Matemática em Rede Nacional - IBILCE
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The formulation of a suitable nonlocal model potential for electron exchange is presented, checked with electron-hydrogen and electron-helium scattering, and applied to the study of elastic and inelastic scattering and ionization of orthopositronium (Ps) by helium. The elastic scattering and the n=2 excitations of Ps are investigated using a three-Ps-state close-coupling approximation. The higher (n greater than or equal to 3) excitations and ionization of Ps atoms are treated in the framework of the Born approximation with present exchange. Calculations are reported of phase shifts and elastic, Ps excitation, and total cross sections. The present target elastic total cross section agrees well with experimental results at thermal to medium energies. [S1050-2947(99)04201-8].
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Anomalous thermal behavior on the EPR linewidths of Gd impurities diluted in Cc compounds has been observed. In metals, the local magnetic moment EPR linewidth, Delta H, is expected to increase linearly with the temperature. In contrast, in CexLa1-xOs2 the Gd EPR spectra show a nonlinear increase. In this work, the mechanisms that are responsible for the thermal behavior of the EPR lines in CexLa1-xOs2 are examined. We show that the exchange interaction between the local magnetic moments and the conduction electrons are responsible for the narrowing of the spectra at low temperatures. At high temperatures, the contribution to the linewidth of the exchange interaction between the local magnetic moments and the Ce ions has an exponential dependence on the excitation energy of the intermediate valent ions. A complete fitting of the EPR spectra for powdered samples is obtained, (C) 1998 American Institute of Physics. [S0021-8979(98)39911-9].