Published: 06/10/2014

The Brazilian Stock Market in the Pre-Ibovespa Era

Antonio Zoratto Sanvicente

1-12

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DOI: https://doi.org/10.12660/rbfin.v12n1.2014.13991

Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?

Regis Augusto Ely

13-39

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DOI: https://doi.org/10.12660/rbfin.v12n1.2014.9994

Assessing Day-to-Day Volatility: Does the Trading Time Matter?

José Valentim Machado Vicente, Gustavo Silva Araujo, Paula Baião Fisher de Castro, Felipe Noronha Tavares

41-66

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DOI: https://doi.org/10.12660/rbfin.v12n1.2014.13483

Mean-Variance Efficiency of the Market Portfolio

Rafael Falcão Noda, Roy Martelanc, José Roberto Securato

67-88

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DOI: https://doi.org/10.12660/rbfin.v12n1.2014.12343

Index Tracking with Control on the Number of Assets

Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Denis Borenstein

89-119

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DOI: https://doi.org/10.12660/rbfin.v12n1.2014.10622

Brazilian Review of Finance 2013 Editorial Report

Ricardo Pereira Câmara Leal

121-129

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DOI: https://doi.org/10.12660/rbfin.v12n1.2014.24817