Ricardo P. C. Leal

The COPPEAD Graduate School of Business

Rua Pascoal Lemme

355 - Cidade Universitária

Rio de Janeiro, Rio de Janeiro 21941-918

Brazil

SCHOLARLY PAPERS

18

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CITATIONS
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156

Scholarly Papers (18)

1.

Corporate Governance, Market Valuation and Dividend Policy in Brazil

Coppead Working Paper Series No. 390
Number of pages: 17 Posted: 11 Mar 2004
Andre Carvalhal and Ricardo P. C. Leal
The COPPEAD Graduate School of Business and The COPPEAD Graduate School of Business
Downloads 1,772 (8,714)
Citation 6

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Corporate governance, ownership structure, Brazil, corporate performance, dividend policy

2.

Ownership and Control Structure of Brazilian Companies

Number of pages: 35 Posted: 14 Apr 2000
Silvia Mourthe Valadares and Ricardo P. C. Leal
Ministry of Planning, Budget e Management and The COPPEAD Graduate School of Business
Downloads 1,412 (12,571)
Citation 28

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3.

Corporate Governance and Value in Brazil (and in Chile)

Number of pages: 77 Posted: 21 May 2005
Ricardo P. C. Leal and Andre Carvalhal
The COPPEAD Graduate School of Business and The COPPEAD Graduate School of Business
Downloads 1,301 (14,305)
Citation 19

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Corporate Governance, Latin American Equity Markets, Shareholder Rights, Ownership, Value

4.

Evolution and Determinants of Firm-Level Corporate Governance Quality in Brazil

Number of pages: 41 Posted: 22 Jun 2007
Alvares Penteado School of Business (Fecap), The COPPEAD Graduate School of Business, The COPPEAD Graduate School of Business and University of Sao Paulo
Downloads 1,221 (15,788)
Citation 22

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Corporate Governance, Governance Mechanisms, Corporate Governance Index, Agency Theory, Ownership Structure

5.

Maximum Drawdown: Models and Applications

Coppead Working Paper Series No. 359
Number of pages: 19 Posted: 11 Mar 2004
Beatriz V.M. Mendes and Ricardo P. C. Leal
Instituto Nacional de Matemática Pura e Aplicada (IMPA) and The COPPEAD Graduate School of Business
Downloads 886 (25,445)
Citation 2

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Drawdown, Drawup, Maximum Drawdown-at-Risk, Extreme value distributions

6.

The Development of the Brazilian Bond Market

Number of pages: 93 Posted: 07 Oct 2006
Ricardo P. C. Leal and Andre Carvalhal
The COPPEAD Graduate School of Business and The COPPEAD Graduate School of Business
Downloads 697 (35,432)
Citation 4

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Bonds, Emerging Markets, Brazilian Bonds, Corporate Bonds

7.

The Market Impact of Cross-Listing: The Case of Brazilian Adrs

Number of pages: 21 Posted: 07 Jul 1998
The COPPEAD Graduate School of Business, Faculdade de Filosofia, Letras e Ciências Humanas, COPPEAD Graduate School of Business and Universidade Federal do Rio de Janeiro (UFRJ)
Downloads 675 (37,037)
Citation 4

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8.

Robust Modeling of Multivariate Financial Data

Coppead Working Paper Series No. 355
Number of pages: 32 Posted: 19 Mar 2004
Beatriz V.M. Mendes and Ricardo P. C. Leal
Instituto Nacional de Matemática Pura e Aplicada (IMPA) and The COPPEAD Graduate School of Business
Downloads 316 (94,064)
Citation 2

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Extreme values, portfolio optimization, asset allocation, robustness

9.
Downloads 286 (104,843)
Citation 92

Volatility in Emerging Stock Markets

Number of pages: 31 Posted: 09 Oct 2010
Reena Aggarwal, Carla Inclan and Ricardo P. C. Leal
Georgetown University - Robert Emmett McDonough School of Business, Georgetown University - Robert Emmett McDonough School of Business and The COPPEAD Graduate School of Business
Downloads 286 (104,286)
Citation 92

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Volatility in Emerging Stock Markets

Journal of Financial and Quantitative Analysis March 1999
Posted: 26 Dec 1998 Last Revised: 24 Feb 2012
Reena Aggarwal, Carla Inclan and Ricardo P. C. Leal
Georgetown University - Robert Emmett McDonough School of Business, Fannie Mae and The COPPEAD Graduate School of Business

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10.

Probability of Information-Based Trading, Intraday Liquidity and Corporate Governance in the Brazilian Stock Market

Number of pages: 19 Posted: 09 Apr 2007
The COPPEAD Graduate School of Business at the Federal University of Rio de Janeiro (UFRJ), Coppead/UFRJ and The COPPEAD Graduate School of Business
Downloads 251 (120,217)
Citation 2

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PIN; Listing requirements, emerging markets, corporate governance, insider trading

11.

Clustering in Emerging Equity Markets

Number of pages: 15 Posted: 16 Oct 2006
Beatriz V.M. Mendes and Ricardo P. C. Leal
Instituto Nacional de Matemática Pura e Aplicada (IMPA) and The COPPEAD Graduate School of Business
Downloads 131 (215,419)
Citation 1

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Copulas, Multivariate extreme events, Tail dependence, Emerging markets

12.

One Decade of Evolution of Corporate Governance Practices in Brazil

Number of pages: 27 Posted: 29 May 2015 Last Revised: 03 Feb 2016
Ricardo P. C. Leal, Andre Carvalhal and Ana Iervolino
The COPPEAD Graduate School of Business, The COPPEAD Graduate School of Business and Brazilian Institute of Corporate Governance
Downloads 115 (237,577)
Citation 1

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corporate governance index, conflicts of interest, board of directors, disclosure, shareholder rights, Brazil

13.

Facing the Regulators: Non-Compliance with Detailed Mandatory Compensation Disclosure in Brazil

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 44 Posted: 13 Oct 2014 Last Revised: 15 Oct 2014
University of Sao Paulo, Alvares Penteado School of Business (Fecap), Federal University of Espírito Santo and The COPPEAD Graduate School of Business
Downloads 110 (245,155)
Citation 2

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Compensation Disclosure, Compliance, Corporate Governance, Ownership Structure, Brazil

14.

Synthesis Report - Second International Conference on Corporate Governance in Emerging Markets

Number of pages: 17 Posted: 26 Apr 2012
Melsa Ararat, Ricardo P. C. Leal and B. Burcin Yurtoglu
Sabanci University - School of Management, Corporate Governance Forum, The COPPEAD Graduate School of Business and WHU - Otto Beisheim School of Management
Downloads 70 (325,210)

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corporate governance, emerging markets

15.

Bayesian Bid Updating in Experimental IPO Pricing Methods

Number of pages: 21 Posted: 05 Mar 2015
Vinicio Almeida and Ricardo P. C. Leal
Federal University of Rio Grande do Norte - UFRN and The COPPEAD Graduate School of Business
Downloads 49 (386,712)

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IPO methods, Auction, Book building, Bayesian updating, Competitive IPO

16.

Sector Integration and the Benefits of Global Diversification

Multinational Finance Journal, Vol. 9, No. 3/4, p. 237-269, 2005
Number of pages: 33 Posted: 01 Jul 2015
Mitchell Ratner and Ricardo P. C. Leal
Rider University and The COPPEAD Graduate School of Business
Downloads 29 (466,211)
Citation 1

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sectors, optimal portfolio, international diversification, co-movement

17.

A Joint Experimental Analysis of Investor Behavior in IPO Pricing Methods

RAE-Revista de Administração de Empresas, vol. 55, n. 1, 2015
Number of pages: 12 Posted: 20 Jan 2016
Vinicio Almeida and Ricardo P. C. Leal
Federal University of Rio Grande do Norte - UFRN and The COPPEAD Graduate School of Business
Downloads 20 (515,069)

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Auction, book building, experiment, competitive IPO, IPO

18.

Pair-Copulas Modeling in Finance

Financial Markets and Portfolio Management, Vol. 24, No. 2, pp. 193-213, 2010
Posted: 18 Jun 2010
Instituto Nacional de Matemática Pura e Aplicada (IMPA), Universidade Federal do Rio de Janeiro (UFRJ) and The COPPEAD Graduate School of Business

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Pair-Copulas, Multivariate Modeling, Markowitz Mean Variance Model