Desenvolvimento de conexões hidráulicas: aplicação em sistemas de basculamento de cabines de caminhões no mercado brasileiro

The main goal of this thesis is to describe in details the development and manufacturing of hydraulic fittings for application in truck's cabin tilting lines, covering all of the pre-project, drawing, quotation and supplying processes. This development was planned due to Eaton Corporation - Hydraulics Group's interest in competing on this market with this kind of application. Company's standard procedures were executed until the final supplying stage could be reached. Moreover, the year in which this project was conducted was ruled by a crisis in the automotive segment and new opportunities had to be pursued and developed. Eaton's USA, India and China (facilities located in Aurora, Pune and Shanghai, respectively) engineering team offered all the support in order for this project to come true. As a result there are new part numbers in the company's portfolio, which now offers new fittings and a new type of adapter that was unknown prior to the project. This way Eaton has conquered even more space with this cabin tilting application and the customers (OEMs) have an alternative and homologated supplier to purchase from. Financially speaking, the project's sales income may vary from US$800,000.00 to US$1,300,000.00 worth during the following supplying years

Estudo e análise estatística no mercado de ações brasileiro

The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.

O mercado brasileiro do século XIX: uma visão por meio do comércio de cabotagem

The Brazilian market in the XIX century: an approach through the cabotage commerce. The maritime commerce consisted of the main way of circulation of the goods between the Brazilian provinces until the second half of century XIX. Although the relatively big importance of the flows of commerce with the exterior, we note significant exchange of goods by sea between the Brazilian regions since the colonial period. A part of these exchanges derived from products destined in last instance to the foreigner or imported of the exterior. However, another part elapsed of national goods that had not arrived at be exported to the international market. Many goods for the colonial and imperial consumption had circulated by the Brazilian coasts in expressive sums. From the information raised for the imperial period, especially the decades of 1860 and 1870, we verify that most of the goods commercialized between the provinces consisted of national products destined to the internal consumption.

Análise da relação entre as informações contábeis e o risco sistemático no mercado brasileiro

De acordo com a literatura existente, as informações contábeis representam um importante estimador dos fluxos de caixa futuros da empresa, servindo, portanto, para fins de avaliação do risco de um investimento em ações. Isso porque tais informações refletem a realidade econômico-financeira da empresa em um dado período, possuindo, consequentemente, relação com o risco sistemático de um investimento, o que justifica sua utilização para fins de decisões relacionadas à composição de um portfólio de ações. Dentro desse contexto, o presente trabalho busca apresentar evidências empíricas da relação entre as informações contábeis e o risco sistemático no mercado brasileiro. Mais especificamente, objetiva-se analisar a relação entre os betas contábeis e os betas de mercado de companhias no Brasil. Para isso, foram selecionadas 97 empresas, da Bolsa de Valores, Mercadorias e Futuros de São Paulo (BM&FBOVESPA), de 15 setores econômicos, entre o 1º trimestre de 1995 e o 3º trimestre de 2009. Foram utilizadas 468 variáveis contábeis. Para operacionalizar a relação entre as variáveis foi utilizado um modelo de regressão com dados em painel. Os resultados evidenciaram que alguns betas contábeis podem explicar o beta de mercado e podem fazê-lo de forma antecipada, podendo, ainda, melhorar a previsão do beta de mercado quando associados a betas de mercado históricos. Por outro lado, a maior parte das versões de betas contábeis apresentou relação pouco significativa ou mesmo inexistente.

Aspectos do mercado de capitais brasileiro

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