Stock splits and reverse splits in the Brazilian capital market (2024)
- Authors:
- USP affiliated authors: PIMENTA JÚNIOR, TABAJARA - FEARP ; LIMA, FABIANO GUASTI - FEARP
- Unidade: FEARP
- DOI: 10.1108/JEFAS-08-2021-0168
- Subjects: AÇÕES; MERCADO FINANCEIRO; INVESTIMENTOS; MERCADO DE CAPITAIS
- Keywords: Stock split; Reverse stock split; Market efficiency; Investment strategies
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Economics, Finance and Administrative Science
- ISSN: 2077-1886
- Volume/Número/Paginação/Ano: v. 29, n. 58, p. 277-293, 2024
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
ALMEIDA, Daniel Werner Lima Souza de et al. Stock splits and reverse splits in the Brazilian capital market. Journal of Economics, Finance and Administrative Science, v. 29, n. 58, p. 277-293, 2024Tradução . . Disponível em: https://doi.org/10.1108/JEFAS-08-2021-0168. Acesso em: 21 fev. 2026. -
APA
Almeida, D. W. L. S. de, Pimenta Júnior, T., Gaio, L. E., & Lima, F. G. (2024). Stock splits and reverse splits in the Brazilian capital market. Journal of Economics, Finance and Administrative Science, 29( 58), 277-293. doi:10.1108/JEFAS-08-2021-0168 -
NLM
Almeida DWLS de, Pimenta Júnior T, Gaio LE, Lima FG. Stock splits and reverse splits in the Brazilian capital market [Internet]. Journal of Economics, Finance and Administrative Science. 2024 ; 29( 58): 277-293.[citado 2026 fev. 21 ] Available from: https://doi.org/10.1108/JEFAS-08-2021-0168 -
Vancouver
Almeida DWLS de, Pimenta Júnior T, Gaio LE, Lima FG. Stock splits and reverse splits in the Brazilian capital market [Internet]. Journal of Economics, Finance and Administrative Science. 2024 ; 29( 58): 277-293.[citado 2026 fev. 21 ] Available from: https://doi.org/10.1108/JEFAS-08-2021-0168 - The “week-day effect” anomaly in the behavior of stock index returns of Brazil, Mexico and the USA
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Informações sobre o DOI: 10.1108/JEFAS-08-2021-0168 (Fonte: oaDOI API)
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