Previsibilidade de retornos na bolsa brasileira

Detalhes bibliográficos
Autor(a) principal: Rial, Diego Caamaño
Data de Publicação: 2022
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/33697
Resumo: O objetivo principal é aferir se investimentos em renda variável são atrativos para o investidor de longo prazo, ao realizar regressões visando encontrar uma relação positiva entre dividend yield e retornos futuros em bolsa brasileira, que implicaria numa reversão à média desses investimentos, tornando o investimento em renda variável menos volátil em períodos de tempo maiores.
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spelling Rial, Diego CaamañoEscolas::EPGEGonçalves, Edson Daniel LopesBarros Junior, Fernando Antonio deTeles, Caio Augusto Colnago2023-05-18T15:36:37Z2023-05-18T15:36:37Z2022-12-30https://hdl.handle.net/10438/33697O objetivo principal é aferir se investimentos em renda variável são atrativos para o investidor de longo prazo, ao realizar regressões visando encontrar uma relação positiva entre dividend yield e retornos futuros em bolsa brasileira, que implicaria numa reversão à média desses investimentos, tornando o investimento em renda variável menos volátil em períodos de tempo maiores.The main objective is verify if investments in equity are more attractive to long term investors, by performing regression tests seeking to find a positive relation between dividend yield and future returns on the stock exchange Brazilian market, which would imply a mean reversion of these investments, making investments in equity less volatile over longer periods of time.porBolsa de valoresInvestimentos Renda variávelInvestidores longo prazoStock exchangeInvestmentsEquityLong-term investorsEconomiaBolsa de valoresInvestimentosRendaInvestidores (Finanças)Volatilidade (Finanças)Previsibilidade de retornos na bolsa brasileirainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPREVISIBILIDADE DE RETORNOS NA BOLSA BRASILEIRA.pdfPREVISIBILIDADE DE RETORNOS NA BOLSA BRASILEIRA.pdfPDFapplication/pdf1859730https://repositorio.fgv.br/bitstreams/2ae2f5dc-0657-42a1-9a08-942312f69ee6/download8f14c4fa3261fef55a0690c793387d12MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/5b2b7522-c85e-4d2b-ab24-13ca053f30da/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTPREVISIBILIDADE DE RETORNOS NA BOLSA BRASILEIRA.pdf.txtPREVISIBILIDADE DE RETORNOS NA BOLSA 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dc.title.por.fl_str_mv Previsibilidade de retornos na bolsa brasileira
title Previsibilidade de retornos na bolsa brasileira
spellingShingle Previsibilidade de retornos na bolsa brasileira
Rial, Diego Caamaño
Bolsa de valores
Investimentos
Renda variável
Investidores longo prazo
Stock exchange
Investments
Equity
Long-term investors
Economia
Bolsa de valores
Investimentos
Renda
Investidores (Finanças)
Volatilidade (Finanças)
title_short Previsibilidade de retornos na bolsa brasileira
title_full Previsibilidade de retornos na bolsa brasileira
title_fullStr Previsibilidade de retornos na bolsa brasileira
title_full_unstemmed Previsibilidade de retornos na bolsa brasileira
title_sort Previsibilidade de retornos na bolsa brasileira
author Rial, Diego Caamaño
author_facet Rial, Diego Caamaño
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.member.none.fl_str_mv Gonçalves, Edson Daniel Lopes
Barros Junior, Fernando Antonio de
dc.contributor.author.fl_str_mv Rial, Diego Caamaño
dc.contributor.advisor1.fl_str_mv Teles, Caio Augusto Colnago
contributor_str_mv Teles, Caio Augusto Colnago
dc.subject.por.fl_str_mv Bolsa de valores
Investimentos
Renda variável
Investidores longo prazo
topic Bolsa de valores
Investimentos
Renda variável
Investidores longo prazo
Stock exchange
Investments
Equity
Long-term investors
Economia
Bolsa de valores
Investimentos
Renda
Investidores (Finanças)
Volatilidade (Finanças)
dc.subject.eng.fl_str_mv Stock exchange
Investments
Equity
Long-term investors
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Bolsa de valores
Investimentos
Renda
Investidores (Finanças)
Volatilidade (Finanças)
description O objetivo principal é aferir se investimentos em renda variável são atrativos para o investidor de longo prazo, ao realizar regressões visando encontrar uma relação positiva entre dividend yield e retornos futuros em bolsa brasileira, que implicaria numa reversão à média desses investimentos, tornando o investimento em renda variável menos volátil em períodos de tempo maiores.
publishDate 2022
dc.date.issued.fl_str_mv 2022-12-30
dc.date.accessioned.fl_str_mv 2023-05-18T15:36:37Z
dc.date.available.fl_str_mv 2023-05-18T15:36:37Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/33697
url https://hdl.handle.net/10438/33697
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dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
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instname_str Fundação Getulio Vargas (FGV)
instacron_str FGV
institution FGV
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collection Repositório Institucional do FGV (FGV Repositório Digital)
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