Corporate governance and capital asset pricing models / Modelos de precificação de ativos financeiros e governança corporativa
Purpose: This study aimed to analyze the inclusion of corporate governance in the explanation of Fama and French’s (1993, 2015) three and five-factor asset pricing models. Originality/value: This research differs from other works by inserting corporate governance as an explanatory factor in the...
Main Authors: | , , |
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Format: | Article |
Language: | Spanish |
Published: |
Universidade Presbiteriana Mackenzie
2020-04-01
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Series: | RAM. Revista de Administração Mackenzie |
Subjects: | |
Online Access: | https://www.scielo.br/j/ram/a/ZQz4ZcByzV4pSbskhB5D8MN/?lang=en |