2018
DOI: 10.4270/ruc.2018107
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Dividendos, Composição De Carteiras E Performance De Fundos De Ações

Abstract: O objetivo deste estudo foi analisar a relação da distribuição de dividendos com a composição da carteira e a performance dos fundos mútuos brasileiros de ações no período de 2009 a 2015. Por meio de uma análise com dados em painel decorrente da utilização de variáveis delineadas por Fama e French (1993, 2015) e Carhart (1997), identificou-se indícios de que os fundos de investimentos em ações (em média) utilizam a informação proveniente de dividendos para decidir sobre a composição de suas carteiras apesar de… Show more

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Cited by 4 publications
(1 citation statement)
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“…Even with such an atypical, turbulent, and unpredictable scenario as the year 2020 was, there was growth of the industry. Authors such as Aiken et al (2021), Aragon et al (2019), Borges and Malaquias (2019), Hong (2014), Liang (1999), and Juvercina Sobrinho and Malaquias (2018) highlight the lockup period (in general, a period in which investors cannot make redemptions in funds) as a mechanism for generating high returns that benefits both fund managers and quotaholders. Thus, these periods may contribute to increasing investor wealth.…”
Section: Introductionmentioning
confidence: 99%
“…Even with such an atypical, turbulent, and unpredictable scenario as the year 2020 was, there was growth of the industry. Authors such as Aiken et al (2021), Aragon et al (2019), Borges and Malaquias (2019), Hong (2014), Liang (1999), and Juvercina Sobrinho and Malaquias (2018) highlight the lockup period (in general, a period in which investors cannot make redemptions in funds) as a mechanism for generating high returns that benefits both fund managers and quotaholders. Thus, these periods may contribute to increasing investor wealth.…”
Section: Introductionmentioning
confidence: 99%