Over the last thirty years there has been a strong positive trend in the magnitude of
amortization charges, due to both economic and accounting changes. This trend has …

Is the value spread useful for forecasting returns on quantitative equity strategies for country
selection? To test this, we examine a sample of 120 country-level equity strategies …

The academic value factor (long cheap stocks, short expensive stocks) earns higher returns
among small-cap stocks. However, when viewed through the lens of a long-only value …

Purpose: the aim of this paper is to perform a thorough, in-depth and current literature review
on Mergers & Acquisitions. The emphasis is on the current global theories, global trends and …

While asset pricing models are theoretically motivated, they are evaluated empirically via
factor-mimicking portfolios, so one set of empirical facts can be consistent with multiple …

The comparative better performance of some investment styles in circumstances of varied
operating market conditions has been a subject of research interest overtime with …

This article discusses recent techniques and results in the area of forecasting intraday
volume and intraday volume percentages. By exploring ways to predict volume, the authors …

A value investing strategy consists of purchasing stocks relatively undervalued to their
fundamental values and selling those relatively overvalued. Finding this kind of companies …

Este trabalho analisará quais são os determinantes dos múltiplos de mercado. Serão
analisados neste trabalho os seguintes múltiplos de mercado:(i) PE (Índice Preço/Lucro),(ii) …