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...

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Bibliographic Details
Main Authors: Alyne C. S. Ganz, Josiane O. Schlotefeldt, Moacir M. Rodrigues Junior
Format: Article
Language:Spanish
Published: Universidade Presbiteriana Mackenzie 2020-04-01
Series:RAM. Revista de Administração Mackenzie
Subjects:
Online Access:https://www.scielo.br/j/ram/a/ZQz4ZcByzV4pSbskhB5D8MN/?lang=en