Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/361017
Type: Artigo
Title: Stock market under the 2016 brazilian presidential impeachment: a test in the semi-strong form of the efficient market hypothesis
Title Alternative: Mercado acionário sob o impeachment presidencial brasileiro de 2016: um teste na forma semiforte da hipótese do mercado eficiente
Author: Batista, Alexandre Ricardo de Aragão
Maia, Uxi
Romero, Alécio
Abstract: This article aims at contributing to study the stock market’s reaction up to the point of generating significant abnormal returns or cumulative abnormal returns within the Brazilian impeachment period. By means of the efficient market hypothesis (EMH), in
Subject: Efficient market hypothesis
Information asymmetry
Economics
Impeachments
Country: Brasil
Editor: USP/Faculdade de Economia, Administração e Contabilidade/Departamento de Contabilidade e Atuária
Rights: Aberto
Identifier DOI: 10.1590/1808-057x201805560
Address: https://www.scielo.br/scielo.php?script=sci_abstract&pid=S1519-70772018000300405
Date Issue: 2018
Appears in Collections:IE - Artigos e Outros Documentos

Files in This Item:
File SizeFormat 
S1519-70772018000300405.pdf659.94 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.