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| DC Field | Value | Language |
|---|---|---|
| dc.creator | Pessanha, Gabriel Rodrigo Gomes | - |
| dc.creator | Bruhn, Nádia Campos Pereira | - |
| dc.creator | Calegario, Cristina Lelis Leal | - |
| dc.creator | Sáfadi, Thelma | - |
| dc.creator | Ázara, Leiziane Neves de | - |
| dc.date.accessioned | 2019-09-09T19:12:26Z | - |
| dc.date.available | 2019-09-09T19:12:26Z | - |
| dc.date.issued | 2016-12-21 | - |
| dc.identifier.citation | PESSANHA, G. R. G. et al. Mergers and acquisitions and market volatility of brazilian banking stocks: an application of GARCH models. Latin American Business Review, [S.l.], v. 17, n. 4, p. 333-357, 2016. DOI: 10.1080/10978526.2016.1232596. | pt_BR |
| dc.identifier.uri | https://www.tandfonline.com/doi/full/10.1080/10978526.2016.1232596 | pt_BR |
| dc.identifier.uri | http://repositorio.ufla.br/jspui/handle/1/36753 | - |
| dc.description.abstract | The main objective of this research was to investigate the impacts caused by announcements of mergers and acquisitions (M&As) on the volatility of the returns of Brazilian bank stocks from 1994 to 2015. In order to achieve the proposed objective, this study applied Generalized Autoregressive Conditional Heteroscedastic (GARCH) class models to the series to model their volatility. Our results confirmed the impact of the announcement of M&As on volatility. They suggest that M&A announcements are expected to cause a negative reaction if related to an expansion or a deal involving a less-well known bank, and a positive reaction if it involves well-known bank with good reputation—a higher level of confidence and a lower level of information asymmetry for investors. | pt_BR |
| dc.language | en_US | pt_BR |
| dc.publisher | Taylor & Francis | pt_BR |
| dc.rights | restrictAccess | pt_BR |
| dc.source | Latin American Business Review | pt_BR |
| dc.subject | GARCH class models | pt_BR |
| dc.subject | M&As announcements | pt_BR |
| dc.subject | Stock market returns | pt_BR |
| dc.subject | Volatility | pt_BR |
| dc.subject | Mergers and acquisitions | pt_BR |
| dc.subject | Generalized Autoregressive Conditional Heteroscedastic (GARCH) | pt_BR |
| dc.subject | GARCH model | pt_BR |
| dc.title | Mergers and acquisitions and market volatility of brazilian banking stocks: an application of GARCH models | pt_BR |
| dc.type | Artigo | pt_BR |
| dc.description.resumo | O presente trabalho pesquisou várias percepções sobre a autonomia no trabalho com base no ponto de vista de um grupo de trabalhadores brasileiros qualificados. O método de pesquisa empregado foi a fenomenografia, uma abordagem de pesquisa qualitativa e interpretativa. Os resultados apresentam um sistema que fornece uma descrição abrangente de autonomia, fundamentado na diversidade de visões dos entrevistados. As conclusões sugerem que uma noção geral de autoria no tocante a um amplo escopo de decisões é inerente à experiência de autonomia. Os achados também indicam que o conceito de autonomia inclui não apenas o aspecto profissional, mas também o pessoal e o estilo de vida. | pt_BR |
| Appears in Collections: | DES - Artigos publicados em periódicos | |
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