2014-10-172014-10-172014-07-03ELIAS, C. O. Valor de mercado versus liquidez: um estudo a partir dos índices amplos como referência. 2014. 41 f. Trabalho de Conclusão de Curso (Graduação) - Faculdade de Administração, Ciências Contábeis e Economia, Universidade Federal de Goiás, Goiânia, 2014.http://repositorio.bc.ufg.br/handle/ri/4182When it comes to Brazilian stock market the most used is Broad Indexes, It indicates the set of paper’s promotion over time. The aim of this study was to verify if there is significant differences between the Broad Indexes that incorporate the market value in its respectively methodology and the Ibovespa, that incorporates liquidity. There was analyzed the monthly series of indexes in the period of 1998- 2013, to verify the long term relationship between them it was used the Cointegration of Engle and Granger test. The results suggests that the indexes in question do not apper to reflect the same information content over time, given the apparent lack of statistically discernible long term relationship between them.porAcesso abertoÍndices amplosCointegraçãoValor de mercadoLiquidezBroad IndexesCointegrationMarket valueLiquidityMonografia