This article examines the existence of lead-lag effects between the U.S. stock market (NYSE) and the Brazilian stock market (Bovespa), i.e., whether upward and downward price movements in the NYSE are followed, on average, by similar movements in Bovespa, which would enable predicting stock...

We investigate the empirical relationship between stock returns, return volatility and trading volume in the Brazilian stock market (Bovespa). Our sample contains stock return and trading volume data from a theoretical portfolio including stocks participating in the Bovespa Index (Ibovespa)...

This empiric-analytic paper, aims at verifying whether the firms’ capital structure is sensitive to leverage measures. It also verifies whether most of the leverage variability is due to financial debts. The sample consists of all non-financial companies with data available, positive equity...