{"id":4794,"date":"2020-01-31T00:00:00","date_gmt":"2020-01-31T00:00:00","guid":{"rendered":"https:\/\/www.dynamo.com.br\/?p=4794"},"modified":"2025-05-15T08:01:18","modified_gmt":"2025-05-15T11:01:18","slug":"bibliographic-references-dynamo-reports-123-e-124","status":"publish","type":"post","link":"https:\/\/www.dynamo.com.br\/en\/bibliographic-references-dynamo-reports-123-e-124\/","title":{"rendered":"Bibliographic References Dynamo Reports 123 e 124"},"content":{"rendered":"<ul>\n<li><span style=\"mso-ansi-language: PT-BR;\"> Asness, C. (2024) The less-efficient market hypothesis. Forthcoming in the 50th Anniversary of the Journal of Portfolio Management. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Asness, C. (2023) No one would call Warren Buffett a Quant. Interview for Bloomberg Wealth and David Rubenstein, recorded on Apr, 24th. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">https:\/\/www.youtube.com\/watch?v=T8ehhjPpoHk<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bank of America (BofA, 2025) Thematic Investing: The world in 2030, jan25<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bebchuk, L., Hirst, S. (2019) The specter of the giant three. ecgi, Finance Working Paper n. 608\/2019<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bebchuk, L., Hirst, S. (2020) Index funds and the future of corporate governance: theory, evidence and policy. Ecgi, Law Working Paper n. 433\/2018<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Beck, P., Bouchaud, JP, Villamaina, D. (2024) Ponzi funds. https:\/\/ssrn.com\/abstract=4834390<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Beggs, W., Brogaard, J., Hill-Kleespie, A. (2019) Quantitative Investing and Market Instability.<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Electronic copy available at:  https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3281447<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bender, M., Claphan, B., Scwemmhein, B. (2024) Shifting volumes to the close: consequences for price discovery and market quality. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Biais, B. &#038; Foucault, T. (2014) HFT and Market Quality. Bankers, Markets &#038; Investors n. 128, jan-fev14. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">SSRN https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=4757345 <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Berkin, A., Swedroe, L. (2016) Your Complete Guide to Factor-Based Investing. Bam Alliance Press. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bernstein, P. (1999) The Velocity of Learning and the Future of Active Management. Economics and Portfolio Strategy. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bouchaud, JP., Bonart, J., Donier, J., Gould, M. (2018) Trades, Quotes and Prices. Financial Markets under the Microscope. Cambridge University Press. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bouchaud, JP (2021) The inelastic market hypothesis: a microstructural interpretation. https:\/\/ssrn.com\/abstract=3896981<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Bouchaud, JP (2022) Post at Linkedin <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">https:\/\/www.linkedin.com\/posts\/jean-philippe-bouchaud-bb08a15_markets-microstructure-noise-activity-7009627137687044096-Zcm0\/<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Brasil, Bolsa, Balc\u00e3o, (B3, 2024) Pessoas F\u00edsicas \u2013 Uma analise da evolu\u00e7\u00e3o dos investidores na B3. Set24<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Brav, A., Mlenko, A., Malenko, N. (2023) Corporate Governance implications of the passive growth in indexing. ecgi, Finance Working Paper n. 849\/2023<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Buffett, W. (2017) Berkshire Hathaway, Shareholders Letter 2016<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Business Wire, (2018) Index Industry Association Surveys the Index Universe<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Chen, K., Heater, J. (2024) Passive funds, ownership dynamics, and corporate governance. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Cochrane, J. (2011) Discount Rates. NBER, Working Paper 16972<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Comiss\u00e3o de Valores Mobiliarios CVM(2021) Ofertas RLP\u2013Nova Proposta para expans\u00e3o do programa experimental. Of\u00edcio Interno n. 33\/2021\/CVM\/GMA-2<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Cox, R., Kamolsareeratana, A., Kouwenberg (2020) Compulsive Gambling in the Financial Markets: Evidence from Two Investors Survey. Journal of Banking and Finance 111<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Doherty, K. (2025) Wall Street enters a darker age with most stock trading hidden, Bloomberg, 24. Jan.25. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Dynamo (2012) Carta Dynamo 73, \u00bc 2012<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Fisch, J., Hamdani, A., Solomon, S. (2020) The new titans of Wall Street: a theoretical framework for passive investors. ecgi, Law Working Paper n. 414\/2018<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Gabaix, X., Koijen., X. (2021) In search of the origins of financial fluctuations: the inelastic market hypothesis. NBER, working paper 28967<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">GMO (2024) FAQ: Passive Investing, Quarterly Letter 2Q2024<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Haddad, V., Huebner, P., Loualiche, E. (2024) How competitive is the stock market? Theory, evidence from portfolios, and implications for the rise of passive investing. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Harford, J. (2017) Why the worlds biggest investor backs the simplest investment. BBC Radio World Service, 50 Things That Made the Modern Economy<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Hofner, P., Schlag, C., Schmeling, M. (2023) Passive investing and market quality<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Ilmanen, A. (2022) Investing Amid Low Expected Returns: Making the Most When Markets Offer the Least. John Wiley &#038; Sons<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">International Monetary Fund (2024) Global Stability Financial Report. Steadying the Course: Uncertainty, Artificial Intelligence, and Financial Stability. Oct, 2024. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Kirilenko, A., Kylw, A., Samadi, M., Tuzun, T. (2014) The Flash Crash: The Impact of High Frequency Trading on an Electronic Market. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Kumar, A. (2009) Who gambles in the stock market? The journal of finance jul2009. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">La Roche, J. (2016) 20 years ago, Bill Ackman asked Warren Buffett and Charlie Munger about a risk the market faces today. Yahoo!finance<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Morningstar (2024) Morningstar\u00b4s US Actice\/Passive Barometer. Sep24<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Nahar, J., Nishat, N., Shoaib, A., Hossain, Q. (2024) Market efficiency and stability in the era of HFT: a comprehensive review. ResearchGate jun24. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Pedersen, L. (2018) Sharpening the arithmetic of active management. Financial Analysts Journal, 74 (1) <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">(2018) The (mis)uses of the S&#038;P 500. The University of Chicago Business Law Review (vol2)  https:\/\/papers.ssrn.com\/sol3\/papers.cfm?abstract_id=3205235<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Robertson, A. (2019) Passive in name only: delegated management and \u201cindex\u201d investing https:\/\/ssrn.com\/abstract=3244991<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Sharp, W. (1991) The arithmetic of active management, Financial Analysts Journal 47 (1) <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Slimmon, A., Delany, L. (2018) Quantamental Investing: The Future is Now. Morgan Stanley Investment Management, May, 2018., <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Surowiecki, J. (2004) The Wisdom of Crowds: Why the Many Are Smarter Than the Few and How Collective Wisdom Shapes Business, Economies, Societies and Nations, <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Udland, M. (2017) Jack Bogle envisions chaos, catastrophe in markets if everyone were to index. Yahoo!finance<\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Wigglesworth, R. (2021) Trillions: How a Band of Wall Street Renegades Invented the Index Fund and Changed Finance Forever. Portfolio\/Penguin. <\/li>\n<li><span style=\"mso-ansi-language: PT-BR;\">Zhang, F., Powell, S. (2011) The impact of HFT on markets. CFA Magazine, mar\/apr2011. <\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Asness, C. (2024) The less-efficient market hypothesis. Forthcoming in the [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[26,14],"tags":[],"class_list":["post-4794","post","type-post","status-publish","format-standard","hentry","category-biblioteca_en","category-biblioteca"],"_links":{"self":[{"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/posts\/4794","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/comments?post=4794"}],"version-history":[{"count":0,"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/posts\/4794\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/media?parent=4794"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/categories?post=4794"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.dynamo.com.br\/en\/wp-json\/wp\/v2\/tags?post=4794"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}