How does a stock price decrease after an all-time high?
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/32044 |
Resumo: | Criei uma estrutura para analisar os preços das ações com base no nível mais alto de todos os tempos e encontrei observações empíricas que transformei em fatos estilizados sobre as empresas do S&P 500. Esta estrutura prevê como as empresas se comportarão, em média, uma vez que o preço de suas ações tenha caído. Por fim, utilizei alguns dos fatos para criar uma estratégia de portfólio que superasse o S&P 500 em 20 anos. |
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Dolymnyj, CyrilEscolas::EPGEIachan, Felipe SaraivaLeite, Rodrigo de OliveiraNorden, Lars2022-06-01T16:19:56Z2022-06-01T16:19:56Z2022-03-30https://hdl.handle.net/10438/32044Criei uma estrutura para analisar os preços das ações com base no nível mais alto de todos os tempos e encontrei observações empíricas que transformei em fatos estilizados sobre as empresas do S&P 500. Esta estrutura prevê como as empresas se comportarão, em média, uma vez que o preço de suas ações tenha caído. Por fim, utilizei alguns dos fatos para criar uma estratégia de portfólio que superasse o S&P 500 em 20 anos.I created a framework for analyzing stock prices based on the all-time high and found empirical observations that I turned into stylized facts about firms in the S&P 500. This framework predicts how companies will behave on average once their stock price has fallen. I ultimately used few of the facts to create a portfolio strategy that outperforms the S&P 500 over 20 years.engFinanceFactorAll-time highFinançasFinançasAções (Finanças) - PreçosInvestimentos - Processo decisórioHow does a stock price decrease after an all-time high?info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesis2022-03-302022-03-30info:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf14319542https://repositorio.fgv.br/bitstreams/e4239a6c-cc2e-4b35-892a-2fa80b4938eb/downloadad37776dae60473a836a7afe7383c146MD53LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/755341ae-eb9f-446d-b1a1-84ab3d1affbe/downloaddfb340242cced38a6cca06c627998fa1MD54TEXTThese_Entrega_SRA.pdf.txtThese_Entrega_SRA.pdf.txtExtracted 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dc.title.eng.fl_str_mv |
How does a stock price decrease after an all-time high? |
title |
How does a stock price decrease after an all-time high? |
spellingShingle |
How does a stock price decrease after an all-time high? Dolymnyj, Cyril Finance Factor All-time high Finanças Finanças Ações (Finanças) - Preços Investimentos - Processo decisório |
title_short |
How does a stock price decrease after an all-time high? |
title_full |
How does a stock price decrease after an all-time high? |
title_fullStr |
How does a stock price decrease after an all-time high? |
title_full_unstemmed |
How does a stock price decrease after an all-time high? |
title_sort |
How does a stock price decrease after an all-time high? |
author |
Dolymnyj, Cyril |
author_facet |
Dolymnyj, Cyril |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.member.none.fl_str_mv |
Iachan, Felipe Saraiva Leite, Rodrigo de Oliveira |
dc.contributor.author.fl_str_mv |
Dolymnyj, Cyril |
dc.contributor.advisor1.fl_str_mv |
Norden, Lars |
contributor_str_mv |
Norden, Lars |
dc.subject.eng.fl_str_mv |
Finance Factor All-time high |
topic |
Finance Factor All-time high Finanças Finanças Ações (Finanças) - Preços Investimentos - Processo decisório |
dc.subject.area.por.fl_str_mv |
Finanças |
dc.subject.bibliodata.por.fl_str_mv |
Finanças Ações (Finanças) - Preços Investimentos - Processo decisório |
description |
Criei uma estrutura para analisar os preços das ações com base no nível mais alto de todos os tempos e encontrei observações empíricas que transformei em fatos estilizados sobre as empresas do S&P 500. Esta estrutura prevê como as empresas se comportarão, em média, uma vez que o preço de suas ações tenha caído. Por fim, utilizei alguns dos fatos para criar uma estratégia de portfólio que superasse o S&P 500 em 20 anos. |
publishDate |
2022 |
dc.date.accessioned.fl_str_mv |
2022-06-01T16:19:56Z |
dc.date.available.fl_str_mv |
2022-06-01T16:19:56Z |
dc.date.issued.fl_str_mv |
2022-03-30 |
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info:eu-repo/semantics/masterThesis |
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https://hdl.handle.net/10438/32044 |
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eng |
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