Efeito Calendário e Finanças Comportamentais no Segmento de Fundos Multimercados
The aim of this paper was to analyze the relationship between Mondays and the profitability provided by Brazilian hedge funds. We used a data basis composed of 3,337 hedge funds, totaling 3,529,808 observations of daily data, during the period from January 2005 until September 2013. To test the hy...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
2015-05-01
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| Series: | RAC: Revista de Administração Contemporânea |
| Subjects: | |
| Online Access: | http://www.anpad.org.br/periodicos/arq_pdf/a_1584.pdf |