2   Artículos

 
en línea
Verônica de Fátima Santana,Alex Augusto Timm Rathke     Pág. 545 - 572
This research aims to compare the performance of a statistical factor asset pricing model with the Fama-French-Carhart 4-factor model. We perform a Principal Component Analysis (PCA) to extract latent risk factors using data of stocks listed on B3 from 2... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Rafael Moreira Antônio,Alex Augusto Timm Rathke,Marcelo Botelho da Costa Moraes,Marcelo Augusto Ambrozini     Pág. 287 - 311
The present study analyses the effect of trade volume on market analysts? purchase and sell recommendation choices. The research analyses 7,293 consensus recommendations regarding Brazilian listed companies for the period 2008-2014. Sample data includes ... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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