principal component analysis
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International Financial Markets: An Application of the Principal Component Analysis on Dependent Data/Mercados Financeiros Internacionais: Uma Aplicacao da Analise de Componentes Principais em Dados Dependentes.
1. Introducao A integracao dos mercados financeiros internacionais tem crescido significantemente no decorrer dos ultimos anos. Decisoes de investimento e de financiamento, por parte de investidores institucionais e privados, sao influenciadas pela...
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Anomalies and Investor Sentiment: Empirical Evidences in the Brazilian Market
This study examined the relationship between investor sentiment and value anomalies in Brazil. In addition, it analyzed if pricing deviations caused by investors with optimistic views are different from those caused by pessimistic investors. The sample included all non-financial firms listed on the B3 (Brasil, Bolsa, Balcão) stock exchange from July 1999 to June 2014. We used the Principal...
... We used the Principal Component Analysis multivariate technique to ... -
Could more resources and access impact efficiency and effectiveness in the brazilian health municipalities?
The paper analyses the connection between resources, access, efficiency and effectiveness in 645 municipalities in the São Paulo State, Brazil, between 2009 and 2014. To achieve it, the essay has developed descriptive statistics, correlation analysis and principal component regression analysis. The descriptive statistics have shown high inequality in the health delivered services in resources,...
... descriptive statistics, correlation analysis and principal component regression analysis. The ... -
The Relationship between Market Sentiment Index and Stock Rates of Return: a Panel Data Analysis
This article analyzes the relationship between market sentiment and future stock rates of return. We used a methodology based on principal component analysis to create a sentiment index for the Brazilian market with data from 1999 to 2008. The sample consisted of companies listed on BM&FBOVESPA which were grouped into quintiles, each representing a portfolio, according to the magnitude of the...
... We used a methodology based on principal component analysis to create a sentiment index for the Brazilian market ... -
Fatores Essenciais de Risco de Uso de Drogas por Adolescentes: Utilizando Modelagem de Equações Estruturais
... The data were subjected to a reliability analysis, factor analysis and structural equation ... Extraction Method: Principal Component Analysis ... Fonte: Elaborado em ...
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Functional data analysis for Brazilian term structure of interest rate.
... Using principal component analysis, the authors identify three components that explain ...
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Validation of Scales to Research the Personal Financial Management.
... be confirmed with exploratory factor analysis (Netemeyer et al., 2003). The authors explain ... factors in the factor analysis using principal component analysis is one, by adopting the Kaiser ...
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Are higher-order factors useful in pricing the cross-section of hedge fund returns?
... that specializes in performance analysis of such funds searches for additional risk ... The first principal component captures 92% of the total variance, ...
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Queen Bee Phenomenon Scale: Psychometric Evidence in the Brazilian Context.
... procedures for data collection and analysis. Yet, there are no measures scaling the ... Women continue to bear the full or principal responsibility of managing the home and family, ... power of the items, and principal component analysis (PCA) was used to verify the measure's ...
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A Statistical Factor Asset Pricing Model Versus the 4-Factor Model/Modelo Estatistico de Aprecamento de Ativos Versus o Modelo de Quatro Fatores.
... To do so, we employ a Principal Component Analysis in a set of stocks listed on ...
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The relationship between sustainable innovation and product or service innovation: a survey in companies in Rio Grande do Sul.
... In a meta-analysis Rousseau, Mathias, Madden and Crook (2016) ... (Table 1); (2) extraction applied the principal component analysis, based on eigenvalue; (3) ...
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Teleworking in the context of the Covid-19 pandemic: advantages, disadvantages and influencing factors--the workers' perspective.
... deviation) and multivariate statistics (principal component analysis), correlation analysis ...
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Franquicias multiunidades y gobernanza relacional: un estudio de las redes operativas en Brasil
La relación entre los mecanismos de gobernanza relacional y las franquicias de unidades múltiples, donde un único franquiciado posee y opera múltiples unidades, ha recibido atención limitada en la literatura existente. Estudios anteriores se centran principalmente en el papel de la confianza en tales acuerdos. En consecuencia, este estudio tiene como objetivo desarrollar y probar un modelo...
... The data for the analysis were collected from multiple sources, all based ... open communication channels is a vital component in fostering a more relational form of governance ... franchisors and were constructed using principal component analysis. To assess the internal ... -
Value relevance da contabilidade e das previsões dos analistas: o ambiente de informação do país emergente é importante?
... are captured using indexes built by Principal Component Analysis. The value relevance of the ...
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Tax Compliance: Factors that Influence Taxpayer Invoice Requests in Portugal.
... Principal component factor analysis and cluster analysis ...
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Evaluating the Effect of Entrepreneurial Programs Elements on Students: A Scale Development.
... instruments, we identify three principal characteristics related to measures of ... the literature review and qualitative analysis. This theme refers to the direction of one's life ... factor analysis with principal component analysis using varimax rotation was applied to ...
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Cessões de direitos creditórios dos bancos brasileiros: análise exploratória do impacto no desempenho operacional e financeiro
As cessões de direitos creditórios expandiram-se no Brasil durante a primeira década dos anos 2000. Embora tenham apresentado modesto crescimento desde então, as vendas de operações de crédito ainda ocorrem, sem que se tenha clareza quanto aos impactos dessa prática sobre o desempenho operacional e financeiro dos bancos nacionais. Com base em informações contábeis compiladas pelo Banco Central do
... banks’ loan sales: an exploratory analysis of the impact on operational and financial ... paper uses, in an exploratory manner, Principal Component Analysis (PCA) in order to identify the ... -
The Effect of the Positioning Strategy on the Firms' Performance Moderated by the Product Market Competition
This research aims to investigate the effect of generic positioning strategies (cost leadership and product differentiation), adopted in pure or hybrid form, on firms’ performance and to verify the moderating effect of product market competition in this relationship. A sample with 11,322 firm-year (2008-2019) observations, including data from firms in the G20 countries, was analyzed through...
... Based on an empirical analysis, our results show that the effort to establish a ... Then, the principal component analysis (PCA) technique is applied to ... -
Is it possible to identify transformational leadership in a financial institution?
... of leadership studies focuses on the analysis of individuals' and groups' behavior within the ... of the survey were submitted to principal component analysis with varimax rotation and ...
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Análise da estrutura a termo das taxas de juros em países América Latina entre 2006 a 2014
Este artigo tem como objetivo investigar a relação entre a estrutura a termo dos juros e fatores macroeconômicos para países da América Latina. São utilizados dados do Brasil, Chile e México, entre 2006 e 2014, estimados os modelos Nelson-Siegel, Diebold-Li e análise de componente principal. As estimações testam como a mudança nos níveis de inflação, produto e desemprego afetam as curvas de juros
... (Analysis of term structure of interest rates in Latin ... , Diebold-Li e análise de componente principal. As estimações testam como a mudança nos ... Nelson-Siegel, Diabold-Li and principal component analysis to test how the change of macroeconomic ... -
Does PSM matter among innovative government managers?
... that diverge from the interests of the principal, behave in a cooperative manner because they ... 24 items based on a confirmatory factor analysis. Various authors have recognized the value of the ... (2016). Nonlinear Principal Component Analysis and Its Applications, New York: ...
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Monetary Policy and Long-Term Real Rates in Brazil/Politica Monetaria e Taxa de Juros Real de Longo no Brasil.
... They then proceed with a principal component analysis of the changes of these ...
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The effects of sovereign rating and corporate governance on the capital structure of Latin American companies
This study analyzed the effects of sovereign rating and corporate governance (CG) on the capital structure of Latin American companies. A multilevel regression model was used for 823 companies listed on major Latin American stock exchanges over the period 2004-2018. The results showed that firm level is the most responsible factor for the variation in companies’ capital structure, while country...
... conflicts of interest between agent and principal; furthermore, with the persistence of information ... RESULTS ANALYSIS ... Descriptive analysis The results in Table ... not, were grouped by means of principal component analysis (PCA), which led to the creation of two ... -
Brazilian multinationals' ownership mode: the influence of institutional factors and firm characteristics.
... multinationals, and the unit of analysis was the foreign subsidiary of a Brazilian ... The analysis used principal component analysis and orthogonal varimax ...
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Multidimensional vision satisfaction at work: study in a public hospital of piaui/Visao multidimensional da satisfacao do trabalho: um estudo em um hospital publico piauiense.
... de clima organizacional, tem como principal distincao o fato de esse ser concebido como de ... Peterson, M., & Dunnagan, T. (1998). Analysis of a worksite health promotion program's impact ... do estudo Total Variance Explained Component Initial Eigenvaues Total %Variance Cumulative % 1 ...