DO BRAZILIAN INDUSTRIES CONTAIN PREDICTIVE INFORMATION FOR THE FAMA-FRENCH FACTORS?

DO BRAZILIAN INDUSTRIES CONTAIN PREDICTIVE INFORMATION FOR THE FAMA-FRENCH FACTORS?

Como os retornos das carteiras formadas por ações de setores econômicos brasileiros são utilizados pelos investidores? As informações contidas nesses retornos são capazes de explicar os movimentos das ações brasileiras? O objetivo do presente trabalho é ajudar a responder a essas perguntas ao pesqui...

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Bibliographic Details
Main Author:	MARCELO ESTACIO SILVESTRE GONCALVES
Other Authors:	ANDRE LUIZ CARVALHAL DA SILVA
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2014
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24934@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24934@2

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