The Cross-Section of Expected Stock Returns in Brazil
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References listed on IDEAS
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Cited by:
- Eurilton Araújo & Ricardo D. Brito & Antonio Z. Sanvicente, 2021.
"Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6249-6263, October.
- Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics 2020_06, University of São Paulo (FEA-USP).
- Eurilton Araújo & Ricardo D. Brito & Antônio Z. Sanvicente, 2020. "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers Series 525, Central Bank of Brazil, Research Department.
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More about this item
Keywords
Book-to-market; Momentum and size characteristics; Emerging markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- N26 - Economic History - - Financial Markets and Institutions - - - Latin America; Caribbean
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