An easy way to extract actual statistical measures from derivatives pricing models

von Barbedo, Claudio Henrique da Silveira
Veröffentlicht in Journal of financial education (2009)

The effect of bid-ask prices on Brazilian options implied volatility : a case study of telemar call options

von Barbedo, Claudio Henrique da Silveira
Veröffentlicht in Journal of emerging markets (2008)

A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil

von Barbedo, Claudio Henrique da Silveira
Veröffentlicht in Emerging markets review (2009)

The adverse selection cost component of the spread of Brazilian stocks

von Araújo, Gustavo Silva
Veröffentlicht in Emerging markets review (2014)

Relevance of the attention effect in the Brazilian stock market

von Rodolfo, Edir Romano
Veröffentlicht in Latin American business review (-2017)

Does investor attention affect trading volume in the Brazilian stock market?

von Souza, Heloisa Elias de
Veröffentlicht in Research in international business and finance (2018)

Probabilidade de informação privilegiada no mercado de ações, liquidez intra-diária e níveis de governança corporativa

von Barbedo, Claudio Henrique da Silveira
Veröffentlicht in Revista brasileira de economia (2009)

Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

von Viola, Alessandra Pasqualina
Veröffentlicht in Research in international business and finance (2019)

Stock market reaction to monetary policy : an event study analysis of the Brazilian case

von Val, Flávio de Freitas
Veröffentlicht in Emerging markets finance & trade (2018)

The Fama-French’s five-factor model relation with interest rates and macro variables

von Leite, André Luis da Silva
Veröffentlicht in The North American journal of economics and finance (2020)