A friend was looking for information. Working with Bloomberg today, so instead of taking historical values​​, then collect a variable score of historical bloomberg governance. It is a way out.

The score bloomberg is a continuous variable, then it is best to apply econometric models.

Try http://www.bmfbovespa.com.br/

Thanks Melquiades! I will try to check Bloomberg. Here at the university we have other databases but I will ask a colleague with access to Bloomberg.

André,

Thanks for the information. I checked the BOVESPA webpage before. They have the current set of companies that belong to the index but not the set of companies in previous years. The companies can vary from year to year. Regards,

E.

Dear Eduardo,

You may find the following paper helpful: Carvalho AG (2003), Effects of migration to special corporate governance levels of Bovespa. BM&FBovespa Working Paper.

Paul