O sentimento do investidor no mercado de ações brasileiro

Detalhes bibliográficos
Autor(a) principal: Mello, Pedro Henrique Silva de
Data de Publicação: 2019
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/28827
Resumo: Nesta dissertação, se estuda como o Investor Sentiment afeta os retornos da bolsa de valores brasileira. É mostrado que ações de alta volatilidade (difíceis de arbitrar) são mais afetadas pelo Investor Sentiment, corroborando os achados de outros estudos na área. Ainda, este estudo constrói um índice de Investor Sentiment para o Brasil. Mostra-se também que este índice possui boa correlação com o Índice de Confiança do Consumidor calculado pela FGV, proxy para o Investor Sentiment comumente usada na literatura.  
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spelling Mello, Pedro Henrique Silva deEscolas::EPGEGonçalves, Edson Daniel LopesTeles, Caio Augusto ColnagoGlasman, Daniela Kubudi2020-02-20T13:43:12Z2020-02-20T13:43:12Z2019-12-27https://hdl.handle.net/10438/28827Nesta dissertação, se estuda como o Investor Sentiment afeta os retornos da bolsa de valores brasileira. É mostrado que ações de alta volatilidade (difíceis de arbitrar) são mais afetadas pelo Investor Sentiment, corroborando os achados de outros estudos na área. Ainda, este estudo constrói um índice de Investor Sentiment para o Brasil. Mostra-se também que este índice possui boa correlação com o Índice de Confiança do Consumidor calculado pela FGV, proxy para o Investor Sentiment comumente usada na literatura.  In this dissertation, we study how Investor Sentiment affects the returns of the Brazilian stock exchange. It is shown that high volatility stocks (difficult to arbitrage) are most affected by the Investor Sentiment, confirming the findings of other studies in the area. Further, this study builds an Investor Sentiment index for Brazil. It is also shown that this index has a good correlation with the Consumer Confidence Index calculated by FGV, a proxy commonly used in the literature.O sentimento do investidor no mercado de ações brasileiroinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisEconomiaInvestidores (Finanças)Bolsa de valoresMercado aberto - OperaçõesVolatilidade (Finanças)info:eu-repo/semantics/openAccessporreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVLICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/d2065e32-311e-488e-8e1b-34cca1e445c9/downloaddfb340242cced38a6cca06c627998fa1MD52ORIGINALO Sentimento do Investidor no mercado de ações brasileiro.pdfO Sentimento do Investidor no mercado de ações brasileiro.pdfPDFapplication/pdf1345164https://repositorio.fgv.br/bitstreams/56bcbffe-e8dc-4d4b-b03b-4e1ba87d5986/download4cce128d781840f17348fc505b56e6eeMD51TEXTO Sentimento 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dc.title.por.fl_str_mv O sentimento do investidor no mercado de ações brasileiro
title O sentimento do investidor no mercado de ações brasileiro
spellingShingle O sentimento do investidor no mercado de ações brasileiro
Mello, Pedro Henrique Silva de
Economia
Investidores (Finanças)
Bolsa de valores
Mercado aberto - Operações
Volatilidade (Finanças)
title_short O sentimento do investidor no mercado de ações brasileiro
title_full O sentimento do investidor no mercado de ações brasileiro
title_fullStr O sentimento do investidor no mercado de ações brasileiro
title_full_unstemmed O sentimento do investidor no mercado de ações brasileiro
title_sort O sentimento do investidor no mercado de ações brasileiro
author Mello, Pedro Henrique Silva de
author_facet Mello, Pedro Henrique Silva de
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.member.none.fl_str_mv Gonçalves, Edson Daniel Lopes
Teles, Caio Augusto Colnago
dc.contributor.author.fl_str_mv Mello, Pedro Henrique Silva de
dc.contributor.advisor1.fl_str_mv Glasman, Daniela Kubudi
contributor_str_mv Glasman, Daniela Kubudi
dc.subject.area.por.fl_str_mv Economia
topic Economia
Investidores (Finanças)
Bolsa de valores
Mercado aberto - Operações
Volatilidade (Finanças)
dc.subject.bibliodata.por.fl_str_mv Investidores (Finanças)
Bolsa de valores
Mercado aberto - Operações
Volatilidade (Finanças)
description Nesta dissertação, se estuda como o Investor Sentiment afeta os retornos da bolsa de valores brasileira. É mostrado que ações de alta volatilidade (difíceis de arbitrar) são mais afetadas pelo Investor Sentiment, corroborando os achados de outros estudos na área. Ainda, este estudo constrói um índice de Investor Sentiment para o Brasil. Mostra-se também que este índice possui boa correlação com o Índice de Confiança do Consumidor calculado pela FGV, proxy para o Investor Sentiment comumente usada na literatura.  
publishDate 2019
dc.date.issued.fl_str_mv 2019-12-27
dc.date.accessioned.fl_str_mv 2020-02-20T13:43:12Z
dc.date.available.fl_str_mv 2020-02-20T13:43:12Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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