The subject insider trading is controversial. This paper presents series of event studies carried through on the trades with stocks of the firm carried by insiders with the objective to detect abnormal returns, based on the access to privileged information. The sample is composed by trades...

This work aims at refining and complementing the analysis of portfolios composed of commercial papers from companies with high Book-to-Market ratio, which were dealt in BOVESPA from 2004 to 2008, through the creation of an one-dimensional variable, called F_total. It synthesizes data from...

We study the relationship between the volatility and the price of stocks and the impact that variables such as past volatility, financial gearing, interest rates, stock return and turnover have on the present volatility of these securities. The results show the persistent behavior of volatility...