[PDF][PDF] Kapitalmarktreaktionen auf Ad-hoc-Mitteilungen: Eine empirische Analyse am deutschen Aktienmarkt im Kontext wirtschaftlicher Krisen

D Schmidt - Masarykova Univerzita, 2022 - is.muni.cz
In dieser Arbeit wird analysiert, ob die durch Ad-hoc-Meldungen ausgelösten
Kapitalmarktreaktionen mit traditionellen Finanzmarkttheorien oder mit Aspekten der …

[HTML][HTML] Behavioral finance and games: simulations in the academic environment

EMMF Torga, FV Barbosa, AP Carrieri… - Revista Contabilidade …, 2017 - SciELO Brasil
The contribution from this study lies in its reflection on the factors that influence market
efficiency, which requires a multidisciplinary view to analyze the intervening factors that …

[HTML][HTML] Ten Years After the 2008 Crisis: Has Risk Aversion Won?

EMMF Torga, CMS Roma, PM Roma… - BBR. Brazilian Business …, 2023 - SciELO Brasil
The aim of this paper is to investigate the performance of low-volatility portfolio strategies
representing risk aversion after the 2008 global financial crisis. Five investment portfolios …

[HTML][HTML] The effects of car wash operation on the brazilian capital market: The petrobras case

EMMF Torga, CMS Roma, MA Pires… - RAM. Revista de …, 2021 - SciELO Brasil
Purpose: The study aimed to identify the effects of the Car Wash Operation on the Brazilian
capital market, focusing on the state-owned company Petróleo Brasileiro SA (Petrobras) …

Asymmetric volatility spillover between oil market, gold market and Malaysian stock market

TL Choo, JY Lim, KW Loh, JH Sam, S Cheong - 2020 - eprints.utar.edu.my
This paper examines the asymmetric relationship between oil market volatility, gold market
volatility and Malaysian stock market volatility. Monthly data of KLCI, OVX and GVZ which …