Prêmio de liquidez de ações brasileiras
Autor(a) principal: | |
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Data de Publicação: | 2020 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/30091 |
Resumo: | O estudo investiga a relação entre liquidez e retorno das ações no mercado brasileiro. A hipótese central é que ativos ilíquidos apresentam retornos maiores que os líquidos. Utilizando os índices de negociabilidade (IN) da B3, e de iliquidez de Amihud (ILIQ), analisou-se o desempenho de 6 portfólios entre 2006 e 2019, construídos com base na liquidez das ações, sendo o portfólio 1 o mais ilíquido, e o 5 o mais líquido. O portfólio 6 assumiu posições compradas no portfólio 1, e vendidas no 5. Como resultado, apenas o índice ILIQ exibiu significância estatística, registrando prêmio de liquidez médio de 2,78% a.t. Adicionalmente, testou-se a robustez do modelo com o método de Fama e French, acrescido de um fator liquidez. Nesta abordagem, o parâmetro de liquidez mostrou-se significativo sob ambos os índices. |
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Cunha, George Araújo Santos PereiraEscolas::EPGEAraújo, Gustavo SilvaGonçalves, Edson Daniel LopesSilva, André de Castro2021-02-03T19:18:43Z2021-02-03T19:18:43Z2020-05-27https://hdl.handle.net/10438/30091O estudo investiga a relação entre liquidez e retorno das ações no mercado brasileiro. A hipótese central é que ativos ilíquidos apresentam retornos maiores que os líquidos. Utilizando os índices de negociabilidade (IN) da B3, e de iliquidez de Amihud (ILIQ), analisou-se o desempenho de 6 portfólios entre 2006 e 2019, construídos com base na liquidez das ações, sendo o portfólio 1 o mais ilíquido, e o 5 o mais líquido. O portfólio 6 assumiu posições compradas no portfólio 1, e vendidas no 5. Como resultado, apenas o índice ILIQ exibiu significância estatística, registrando prêmio de liquidez médio de 2,78% a.t. Adicionalmente, testou-se a robustez do modelo com o método de Fama e French, acrescido de um fator liquidez. Nesta abordagem, o parâmetro de liquidez mostrou-se significativo sob ambos os índices.The study investigates the relationship between liquidity and stock returns in the brazilian market. The central hypothesis is that illiquid assets have higher returns than liquid ones. Using B3's marketability index (IN) and Amihud's illiquidity index (ILIQ), the performance of 6 portfolios between 2006 and 2019, built based on stock liquidity, was analyzed, with portfolio 1 being the most illiquid, and the 5 most liquid. Portfolio 6 assumed long positions in portfolio 1 and short positions in 5. As a result, only the ILIQ index exhibited statistical significance, registering an average liquidity premium of 2.78% p.q. Additionally, the robustness of the model was tested using the Fama and French method, plus a liquidity factor. In this approach, the liquidity parameter was significant under both indices.porPrêmio de liquidezAmihudNegociabilidadePortfólioRetornoLiquidity premiumMarketabilityReturnPortfolioEconomiaLiquidez (Economia)Ações (Finanças) - BrasilInvestimentos de capitalMercado de capitaisPrêmio de liquidez de ações brasileirasinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesis2020-05-27info:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALDissertacao_George_Cunha.pdfDissertacao_George_Cunha.pdfapplication/pdf564423https://repositorio.fgv.br/bitstreams/527fc445-d2b1-4903-8902-59b7a826102f/downloadb68a5ba125533776d3d4e005e911b07aMD51LICENSElicense.txtlicense.txttext/plain; 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|
dc.title.por.fl_str_mv |
Prêmio de liquidez de ações brasileiras |
title |
Prêmio de liquidez de ações brasileiras |
spellingShingle |
Prêmio de liquidez de ações brasileiras Cunha, George Araújo Santos Pereira Prêmio de liquidez Amihud Negociabilidade Portfólio Retorno Liquidity premium Marketability Return Portfolio Economia Liquidez (Economia) Ações (Finanças) - Brasil Investimentos de capital Mercado de capitais |
title_short |
Prêmio de liquidez de ações brasileiras |
title_full |
Prêmio de liquidez de ações brasileiras |
title_fullStr |
Prêmio de liquidez de ações brasileiras |
title_full_unstemmed |
Prêmio de liquidez de ações brasileiras |
title_sort |
Prêmio de liquidez de ações brasileiras |
author |
Cunha, George Araújo Santos Pereira |
author_facet |
Cunha, George Araújo Santos Pereira |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.member.none.fl_str_mv |
Araújo, Gustavo Silva Gonçalves, Edson Daniel Lopes |
dc.contributor.author.fl_str_mv |
Cunha, George Araújo Santos Pereira |
dc.contributor.advisor1.fl_str_mv |
Silva, André de Castro |
contributor_str_mv |
Silva, André de Castro |
dc.subject.por.fl_str_mv |
Prêmio de liquidez Amihud Negociabilidade Portfólio Retorno |
topic |
Prêmio de liquidez Amihud Negociabilidade Portfólio Retorno Liquidity premium Marketability Return Portfolio Economia Liquidez (Economia) Ações (Finanças) - Brasil Investimentos de capital Mercado de capitais |
dc.subject.eng.fl_str_mv |
Liquidity premium Marketability Return Portfolio |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Liquidez (Economia) Ações (Finanças) - Brasil Investimentos de capital Mercado de capitais |
description |
O estudo investiga a relação entre liquidez e retorno das ações no mercado brasileiro. A hipótese central é que ativos ilíquidos apresentam retornos maiores que os líquidos. Utilizando os índices de negociabilidade (IN) da B3, e de iliquidez de Amihud (ILIQ), analisou-se o desempenho de 6 portfólios entre 2006 e 2019, construídos com base na liquidez das ações, sendo o portfólio 1 o mais ilíquido, e o 5 o mais líquido. O portfólio 6 assumiu posições compradas no portfólio 1, e vendidas no 5. Como resultado, apenas o índice ILIQ exibiu significância estatística, registrando prêmio de liquidez médio de 2,78% a.t. Adicionalmente, testou-se a robustez do modelo com o método de Fama e French, acrescido de um fator liquidez. Nesta abordagem, o parâmetro de liquidez mostrou-se significativo sob ambos os índices. |
publishDate |
2020 |
dc.date.issued.fl_str_mv |
2020-05-27 |
dc.date.accessioned.fl_str_mv |
2021-02-03T19:18:43Z |
dc.date.available.fl_str_mv |
2021-02-03T19:18:43Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
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info:eu-repo/semantics/masterThesis |
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masterThesis |
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https://hdl.handle.net/10438/30091 |
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https://hdl.handle.net/10438/30091 |
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por |
dc.rights.driver.fl_str_mv |
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eu_rights_str_mv |
openAccess |
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