Otavio Ribeiro de Medeiros

University of Brasilia

Professor of Finance

Campus Universitario Darcy Ribeiro

Gleba A - Reitoria

Brasilia, DF 70910-900

Brazil

http://geocities.yahoo.com.br/otaviomedeiros/index.html

SCHOLARLY PAPERS

33

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CITATIONS
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11

Scholarly Papers (33)

1.

The Empirical Relationship between Stock Returns, Return Volatility and Trading Volume in the Brazilian Stock Market

Number of pages: 14 Posted: 22 Apr 2006
Otavio Ribeiro de Medeiros and Bernardus Ferdinandus Nazar Van Doornik
University of Brasilia and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 2,021 (6,897)
Citation 1

Abstract:

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Stock returns, Return Volatility, Trading Volume, GARCH, Granger causality

2.

Empirical Evidence on the Relationship between Eva and Stock Returns in Brazilian Firms

Number of pages: 9 Posted: 20 Apr 2005
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 1,695 (9,313)

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EVA, Economic Value Added, stock returns, Brazilian firms, empirical evidence

3.

The Impact of the Degree of Operating Leverage on Stock Returns: An Empirical Study in the Brazilian Market

Dantas, J. A.; Medeiros, O. R.; Lustosa, P. R. B. Revista de Contabilidade e Financas. Sao Paulo, n. 41, Mai/Ago, 2006.
Number of pages: 14 Posted: 23 Mar 2006 Last Revised: 20 Apr 2012
Otavio Ribeiro de Medeiros, Paulo Roberto B. Lustosa and Jose Alves Dantas
University of Brasilia, University of Brasilia and University of Brasilia
Downloads 1,364 (13,199)
Citation 1

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degree of operating leverage, stock returns, accounting information, Brazilian stock market

4.

Disclosure of Accounting Information and Stock Return Volatility in Brazil

Number of pages: 14 Posted: 26 Oct 2005
Otavio Ribeiro de Medeiros and Luis Gustavo do Lago Quinteiro
University of Brasilia and University of Brasilia & Bank of Brazil
Downloads 1,155 (17,049)
Citation 1

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Brazil, stock market, stock returns, disclosure, accounting, volatility, econometric model

5.

The Economics of the World Iron and Steel Industry: 1950-1980

Number of pages: 36 Posted: 03 Jan 2006
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 1,100 (18,358)

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iron and steel industry, iron ore, market structure, bilateral monopoly, terms of trade

6.

Questioning Fleuriet's Model of Working Capital Management on Empirical Grounds

Number of pages: 11 Posted: 18 Apr 2005
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 1,099 (18,384)

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Fleuriet's model, working capital management, empirical tests, Brazilian firms

7.

Testing the Pecking Order Theory of Capital Structure in Brazilian Firms

Number of pages: 14 Posted: 09 Dec 2005
Otavio Ribeiro de Medeiros and Cecilio Elias Daher
University of Brasilia and Universidade de Brasilia - Faculdade de Administracao
Downloads 981 (21,744)

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capital structure, pecking order, empirical study, Brazilian firms

8.

An Econometric Model of the Brazilian Stock Market

Number of pages: 16 Posted: 20 Apr 2005
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 859 (26,399)

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stock market, emerging market, Brazil, Bovespa, econometric model, GARCH

9.

Testing Static Tradeoff Against Pecking Order Models of Capital Structure in Brazilian Firms

Number of pages: 15 Posted: 14 Dec 2004
Otavio Ribeiro de Medeiros and Cecilio Elias Daher
University of Brasilia and Universidade de Brasilia - Faculdade de Administracao
Downloads 859 (26,399)
Citation 3

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Static tradeoff, pecking order, capital structure, Brazilian firms

10.

Modeling and Forecasting a Firm's Financial Statements with a VAR-VECM Model

Number of pages: 21 Posted: 24 Jan 2009
Government of the Federative Republic of Brazil - Central Bank of Brazil, University of Brasilia and Universidade de Brasília (UnB)
Downloads 835 (27,507)
Citation 1

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econometric modeling, financial statements, VAR Model, financial forecasting, Petrobras

11.

An Econometric Model of a Firm's Financial Statements

Number of pages: 10 Posted: 04 Apr 2005
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 821 (28,145)

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econometric model, accounting, financial statements, Brazilian firm

12.

Cost Stickiness in Brazilian Firms

Number of pages: 14 Posted: 03 Feb 2005
Otavio Ribeiro de Medeiros and Patricia De Souza Costa
University of Brasilia and Universidade de Brasilia
Downloads 636 (39,765)
Citation 2

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Cost accounting, sticky costs, Brazilian firms, panel data

13.

Brazilian Dual-Listed Stocks, Arbitrage and Barriers

Number of pages: 17 Posted: 20 Apr 2006
Otavio Ribeiro de Medeiros and Marcellus Egydio Lima
University of Brasilia and Universitary Centre of Brasilia
Downloads 539 (49,368)

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Dual-listed stocks, stock markets, arbitrage, ADR, barriers, Brazilian stock market, U.S. stock market, Bovespa, NYSE

14.

A Markov Switching Regime Model of the Brazilian Business Cycle

Number of pages: 21 Posted: 13 Mar 2007
Otavio Ribeiro de Medeiros and Yves Dumaresq Sobral
University of Brasilia and University of Brasilia
Downloads 456 (60,939)

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Markov switching regime model, VAR, time-varying transition probabilities, business cycle, Brazil

15.

Translation of Financial Statements

Number of pages: 25 Posted: 02 Feb 2005
Dalthan Medeiros Simas and Otavio Ribeiro de Medeiros
Universidade do Estado do Rio de Janeiro and University of Brasilia
Downloads 455 (61,117)

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Financial statements, exchange rate, changing prices, accounting standards

16.

Corporate Values and Stock Performance of Latin American Banks

Number of pages: 16 Posted: 23 Jan 2007
Otavio Ribeiro de Medeiros and Maria Lizete Da Silveira
University of Brasilia and Banco do Brasil
Downloads 358 (81,177)
Citation 1

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corporate values, ethics, corporate governance, social responsibility, sustainability, transparency, Latin America, banks, volatility, liquidity, abnormal returns, stock market

17.

Reaction of the Brazilian Stock Market to Positive and Negative Shocks

Number of pages: 15 Posted: 09 Dec 2005
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 351 (83,068)

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Stock Market, Brazil, Efficient Market, Uncertain Information, Overreaction, Underreaction, event study

18.

Testing for Lead-Lag Effects Between the American and the Brazilian Stock Markets

Number of pages: 22 Posted: 23 Mar 2009
University of Brasilia, Universidade de Brasília (UnB) and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 322 (91,585)

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19.

Insider Trading in the Brazilian Stock Market

Number of pages: 10 Posted: 20 Aug 2009
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 303 (97,897)

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insider trading, stock market, Brazil, corruption, regulation

20.

The Role of Institutional Investors as Providers of Long-Term Financing in Brazil

Number of pages: 24 Posted: 21 Aug 2006
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 303 (97,897)

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Brazil, Institutional Investors, Political Influence, Crowding Out, Regulatory Restrictions, Capital Market

21.

Market Reaction and Volatility in the Brazilian Stock Market

Number of pages: 13 Posted: 20 Dec 2004
Otavio Ribeiro de Medeiros and Alberto S. Matsumoto
University of Brasilia and Universidade Católica de Brasília
Downloads 256 (117,074)

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Market reaction, event study, Brazilian stock market, GARCH

22.

Factors Influencing Brazilian Firms in Their Decision to List on Foreign Stock Exchanges

Number of pages: 17 Posted: 22 Mar 2005
Otavio Ribeiro de Medeiros and Carmem S. B. Tiberio
University of Brasilia and Universidade de Brasília (UnB) - Campus Universitario Darcy Ribeiro
Downloads 233 (128,840)
Citation 1

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Brazilian firms, cross-border list, cross-list, stock markets, logit model

23.

Financial Disclosure and International Capital Mobility in Latin America

Number of pages: 15 Posted: 17 Apr 2006
Luis Gustavo do Lago Quinteiro and Otavio Ribeiro de Medeiros
University of Brasilia & Bank of Brazil and University of Brasilia
Downloads 226 (132,761)

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international capital mobility, financial accounting disclosure, international CAPM, Consumption, direct foreign investment

24.

Explaining Public Expenditures in Education: An Empirical Analysis in Brazilian Municipalities

Number of pages: 22 Posted: 25 Jan 2007
Otavio Ribeiro de Medeiros and Carlos Leonardo Klein Barcelos
University of Brasilia and Ministry of Planning, Budget and Administration, Brazil
Downloads 198 (150,390)

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public goods, education, municipality, Brazil, budget

25.

Order Flow and Exchange Rate Dynamics in Brazil

Number of pages: 10 Posted: 04 Jan 2005
Otavio Ribeiro de Medeiros
University of Brasilia
Downloads 195 (152,650)

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Exchange rate, market microstructure, country risk, order flow, Brazil

26.

Simulating Fundamental Analysis of a Firm Using a VECX Model

Number of pages: 21 Posted: 28 Feb 2011
University of Brasilia, University of Brasilia and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 161 (180,815)

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Fundamental Analysis, Econometric Model, Forecasts, Sadia, VARX, VECX

27.

An Extended Model for Estimating Discretionary Loan Loss Provisions in Brazilian Banks

Number of pages: 22 Posted: 29 Mar 2012 Last Revised: 26 Apr 2012
Otavio Ribeiro de Medeiros, Jose Alves Dantas and Paulo Roberto B. Lustosa
University of Brasilia, University of Brasilia and University of Brasilia
Downloads 151 (190,945)

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loan loss provisions, discretion, banks, earnings management, Brazil

28.

Stock Market Co-Movement in Latin America

Number of pages: 14 Posted: 01 Apr 2012 Last Revised: 22 May 2012
Otavio Ribeiro de Medeiros and Vitor Leone
University of Brasilia and Leicseter Castle Business School
Downloads 129 (216,717)

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Stock Market, Co-movement, Latin America, Principal Components, VAR

29.

Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble

25th Australasian Finance and Banking Conference 2012
Number of pages: 11 Posted: 05 Apr 2012 Last Revised: 22 May 2012
Otavio Ribeiro de Medeiros and Vitor Leone
University of Brasilia and Leicseter Castle Business School
Downloads 105 (251,912)

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Multiple changes in persistence, Explosive behaviour, Unit roots, Dotcom Bubble, Nasdaq

30.

Problems in Measuring Capital Structure: Empirical Evidence in Brazil

Number of pages: 21 Posted: 20 Sep 2010
Marcio Andre Veras Machado and Otavio Ribeiro de Medeiros
Federal University of Paraiba (UFPB) and University of Brasilia
Downloads 81 (297,400)

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Capital Structure, Leverage, Financial Debt

31.

Does the Liquidity Effect Exist in the Brazilian Stock Market?

Number of pages: 24 Posted: 14 Feb 2013
Marcio Andre Veras Machado and Otavio Ribeiro de Medeiros
Federal University of Paraiba (UFPB) and University of Brasilia
Downloads 57 (359,091)

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anomalies, liquidity effect, assets pricing

32.

An Econometric Panel-Midas Model of Asset Returns in the Brazilian Stock Market

Number of pages: 17 Posted: 27 Aug 2018
Aline Moura Costa da Silva and Otavio Ribeiro de Medeiros
Universidade Federal Fluminense and University of Brasilia
Downloads 26 (478,459)

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Stock Market, Econometric Model, MIDAS, Brazil

33.

A Social Disclosure Index for Assessing Social Programmes in Brazilian Listed Firms

Posted: 28 Mar 2012 Last Revised: 01 Oct 2012
Rodrigo Gonçalves, Otavio Ribeiro de Medeiros, Elionor Weffort and Jorge Niyama
Universidade de Brasília (UnB) - Department of Accounting, University of Brasilia, Fundação Escola de Comércio Álvares Penteado (FECAP) and Universidade de Brasília (UnB) - Department of Accounting

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Social Disclosure Index, Emerging Markets, Brazilian Companies, Stock Market