The influence of liquidity on return on assets has been subject of much research in recent years, from the point of view of individual assets as well as considering the liquidity of the market as a whole. This study aims to evaluate the influence of change in liquidity in the pricing of assets....

In this paper, we identify the bid-ask spread components in the Brazilian market at intraday high frequency. To do so, we use data from all stocks that compose the Ibovespa in 10-minute frequencies from January to March of 2013. We use the model of Huang and Stoll (1997). Preliminary results...

: This paper analyzes the cause-effect relation between national milk supply and the price paid to Brazilian producers. It also seeks to model the expected returns on a monthly basis for the price of milk paid to producers in Brazil. Logarithmic returns of domestic supply and price of milk are...