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Content
2008
- 042 Backstage Discourse and the Emergence of Organizational Voices: Exploring Graffiti and Organization
by Gazi Islam - 041 O impacto de capital humano, capital social e práticas gerenciais na sobrevivência de empresas nascentes: um estudo com dados de pequenas empresas no Estado de São Paulo
by Fabio Matuoka Mizumoto & Rinaldo Artes & Sergio Giovanetti Lazzarini & Marcos Hashimoto & Marco Aurélio Bedê - 040 The Impact of the Distribution of R&D Expenses on Firms’ Motivations to Patent
by Henrique M. Barros - 038 A crise polÃtica de 2005:causas estruturais e conjunturais que a explicam
by Carlos Alberto Furtado de Melo - 037 Optimal Monetary Policy and Interest Income Taxation
by Eurilton Araújo - 036 A informalidade no mercado de trabalho e o impacto das instituições: uma análise sob a ótica da teoria dos jogos
by Fernando B. Meneguin & MaurÃcio S. Bugarin - 035 Inferência indireta em modelos fracionários de taxas de juros de curto prazo
by Márcio Poletti Laurini & Luiz Koodi Hotta - 034 Self-interest and organizational performance: an empirical examination with U.S. and Brazilian managers
by Sergio G. Lazzarini & Gazi Islam & Luiz F. Mesquita - 033 Bridging Two Worlds: Identity Transition in a University Consulting Community of Practicea
by Gazi Islamro - 032 Testing the Taylor Model Predictability for Exchange Rates in Latin Americ
by Marcelo L. Moura - 031 Robust Monetary Policy with the Consumption-Wealth Channel
by Eurilton Araújo - 030 Exchange Rate Exposure, Foreign Currency Debt and the Use of Derivatives: Evidence from Brazil
by José Luiz Rossi Júnior - 029 A relevância de prêmios por risco soberano e risco cambial no uso do CAPM para a estimação do custo de capital das empresas
by Antonio Zoratto Sanvicente - 028 This article provides an analysis of empirical microstructure for the BRL/US$ exchange rate market using high-frequency bid and ask quote data. The aims of the article are to verify the importance of the presence of asymmetric information in price dynamics, to build a model for the price discovery process and to analyze the empirical determinants of the spread between bid and ask through a conditional model that captures an asymmetric response to the spread regarding past information. The asymmetric information hypothesis is tested through a nonparametric test of conditional independence for the Markov property. A model for price discovery is built using a vector error correction between bid and ask, controlling for duration and volatility. As a result of this vector, we build an equilibrium spread deviation series, and we show that the conditional distribution of equilibrium spread deviations responds asymmetrically to the spread changes and expected conditional volatilities and durations. This is made by using the quantilogram and a quantile autoregression as tools for modeling the asymmetry eects. We relate the ndings to some facts presented in the theoretical literature on market microstructure
by Márcio Poletti Laurini & Luiz Gustavo Cassilatti Furlani & Marcelo Savino Portugal - 027 Corporate Financial Policies and the Exchange Rate Regime: Evidence from Brazil
by José Luiz Rossi Júnior - 026 Testes empÃricos sobre market timing na determinação da estrutura de capital das empresas brasileiras
by José Luiz Rossi Júnior & José Ignácio Céspedes - 025 Appropriability and the Patenting Process: An Exploratory Analysis of Pharmaceuticals
by Henrique M. Barros - 024 Supply-side effects of monetary policy and the central bank’s objective functioncia
by Eurilton Araújo - 023 Modelo Multi-Estado de Markov em cartões de crédito
by Daniel Evangelista Régis & Rinaldo Artes - 022 Aspectos Regionais da Cultura Brasileira e suas Implicações
by Vivian Strhelau & Silvio Laban & Danny Claro - 021 The Stationarity of Consumption–Income Ratios: Evidence from South American Countries
by Fábio Augusto Reis Gomes & Douglas de Souza Franchini - 020 Métricas de criação de valor na empresa e a capitalização de gastos com pesquisa e desenvolvimento
by Andrea Maria Accioly & Fonseca Minardi & Antonio Zoratto Sanvicente & Leandro da Silva e Souza - 019 Exchange Rate and Fundamentals: The Case of Brazil
by Marcelo L. Moura & Adauto Ricardo Sobreira de Lima & Rodrigo Maldonado Mendonça - 018 Conflitos entre investimentos em qualidade e o valor da ociosidade no setor aéreo brasileiro
by Maria Cristina Nogueira Gramani - 017 Discricionariedade na PolÃtica Monetária Brasileira após o Plano Real: Um teste baseado na Correlação de Longo Prazo entre Inflação e Produto
by Eurilton Araújo & Talita Donha - 016 Consumption in South America: myopia or liquidity constraints
by Lourenço Senne Paz & Fábio Augusto Reis Gomes - 015 Tomada de decisão no processo de cortagem: minimizar a perda ou a troca de padrões de corte?
by Maria Cristina Nogueira Gramani - 014 A Model of Attendance Demand at the Brazilian Football League
by Regina Carla Madalozzo & Rodrigo Berber Villar - 013 Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence
by Luiz Gustavo Cassilatti Furlani & Marcelo Savino Portugal & Márcio Poletti Laurini - 012 The interaction between patents and other appropriability mechanisms: firm-level evidence from UK manufacturing
by Henrique M. Barros - 011 Real Wage Rigidity and the Taylor Principle
by Eurilton Araújo - 010 Objective and subjective indicators of happiness in Brazil: The mediating role of social
by Gazi Islam - 009 Participação no Mercado de Trabalho e no Trabalho Doméstico: Homens e Mulheres têm Condições Iguais?
by Regina Madalozzo & Sergio Ricardo Martins & Ludmila Shiratori - 008 A evolução do sistema de pagamentos brasileiro e o desaparecimento do cheque: realidade ou exagero?
by Rafael Paganotti Figueiredo & Rinaldo Artes - 007 Policy Preferences for Output Stability before and after Inflation Targeting
by Eurilton Araújo & Tatiana Pinheiro - 006 Quantity-before-Price Auction: Evaluating the Performance of the Brazilian Existing Energy Market
by Rodrigo Moita & Leonardo Rezende - 005 What Can Taylor Rules Say About Monetary Policy in Latin America?
by Alexandre de Carvalho & Marcelo L. Moura - 004 Rituals in organizations: a review and expansion of current theory
by Gazi Islamro - 003 Opções reais existentes em empreendimentos de tecnologia
by Mariana dos Reis Paixão & Andrea Maria Accioly Fonseca Minardi
2007
- 039 Animating Leadership: Crisis and Renewal of Governance in 4 Mythic Narratives
by Gazi Islamro - 002 Microestrutura EmpÃrica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência
by Márcio Poletti Laurini & Luiz Gustavo Cassilatti Furlani & Marcelo Savino Portugal - 001 Estimando o custo de capital de companhias fechadas no Brasil para uma melhor gestão estratégica de projetos
by Andrea Maria Accioly Fonseca Minardi & Antônio Zoratto Sanvicente & Carlos Mauro Gali Montenegro & Danielle Hatem Donatelli & Fernando Graciano Bignotto