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dc.contributor.advisorDecourt, Roberto Frota
dc.contributor.authorPiccinini, Vinicius
dc.date.accessioned2021-04-16T14:57:08Z
dc.date.accessioned2022-09-22T19:42:21Z
dc.date.available2021-04-16T14:57:08Z
dc.date.available2022-09-22T19:42:21Z
dc.date.issued2018-03-28
dc.identifier.urihttps://hdl.handle.net/20.500.12032/64022
dc.description.abstractShort seller performance is used in international markets. He is better informed and resume abnormal returns. In Brazil the seller has an additional advantage, since his traces are only three days after his operations.. This thesis aimed to reduce the gap between Brazilian and international literature and also to verify if the Brazilian stock market, from the perspective of the short seller, is at least at the semi-strong level of efficiency. As a method, a quantitative analysis was used on the traces that this agent leaves on the market and tested how fast the adjustments take place. It was observed that the short seller also obtains abnormal returns in the Brazilian market and much of these obtained before the traces can be seen. Following its traces, it was noticed that the adjustments take place over several days, which leads us to believe that the Brazilian market is not yet in the semi-strong level of efficiency. It is also concluded that the adjustments have become faster and that changes in the settlement rules of Brazilian stock market assets could contribute to an increase in efficiency.en
dc.description.sponsorshipNenhumapt_BR
dc.languagept_BRpt_BR
dc.publisherUniversidade do Vale do Rio dos Sinospt_BR
dc.rightsopenAccesspt_BR
dc.subjectShort Selleren
dc.subjectEficiência de mercadopt_BR
dc.titleA análise das operações dos Short Seller e o nível de eficiência do mercado acionário brasileiropt_BR
dc.typeDissertaçãopt_BR


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