Precificação de ações da Bovespa pelo modelo de valor presente (MVP)

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dc.contributor.advisorMarçal, Emerson Fernandespt_BR
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/2362482510747681por
dc.contributor.authorMattos, João Vitor dept_BR
dc.creator.Latteshttp://lattes.cnpq.br/7090968701591147por
dc.date.accessioned2016-03-15T19:26:18Z
dc.date.accessioned2020-05-28T18:04:04Z
dc.date.available2015-03-09pt_BR
dc.date.available2020-05-28T18:04:04Z
dc.date.issued2015-02-04pt_BR
dc.description.abstractThe fundamentals that make up the price of financial assets are of utmost importance to the economic agents. Among the existing finance theories have the Model of Present Value (MVP) which considers the current prices of securities as the sum of future dividends to be generated brought to their respective present value using a discount rate equivalent to required rate of return. The objective of this work is the application of MVP in the Brazilian market, testing the predictability of returns in a context of rational expectations will be a long-term relationship analysis of validation test between prices and dividends analyzing its stationary and cointegration relationship. For this two situations are considered in sequence in the first assume that the expected return will always be constant and then evaluate the model by assuming the return varies over time. The results obtained demonstrate that the pricing of financial assets in the Brazilian market is in line with the theory presented in the present value model there so a long-term relationship between prices and dividends.eng
dc.description.sponsorshipCoordenação de Aperfeiçoamento de Pessoal de Nível Superiorpt_BR
dc.formatapplication/pdfpor
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/23470
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.subjectmodelo de valor presentepor
dc.subjectséries temporaispor
dc.subjectraiz unitáriapor
dc.subjectcointegraçãopor
dc.subjectmodel of present valueeng
dc.subjecttime serieseng
dc.subjectunited rooteng
dc.subjectcointegrationeng
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO::ADMINISTRACAO DE EMPRESASpor
dc.thumbnail.urlhttp://tede.mackenzie.br/jspui/retrieve/2822/Joao%20Vitor%20de%20Mattos.pdf.jpg*
dc.titlePrecificação de ações da Bovespa pelo modelo de valor presente (MVP)por
dc.typeDissertaçãopor
local.contributor.board1Forte, Denispt_BR
local.contributor.board1Latteshttp://lattes.cnpq.br/0075062531510292por
local.contributor.board2Sartoris Neto, Alexandrept_BR
local.contributor.board2Latteshttp://lattes.cnpq.br/3418973718268092por
local.contributor.board3Basso, Leonardo Fernando Cruzpt_BR
local.contributor.board3Latteshttp://lattes.cnpq.br/1866154361601651por
local.contributor.board4Nishijima, Marisleipt_BR
local.contributor.board4Latteshttp://lattes.cnpq.br/5620359266790501por
local.publisher.countryBRpor
local.publisher.departmentAdministraçãopor
local.publisher.initialsUPMpor
local.publisher.programAdministração de Empresaspor
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