Fundamentalist Signals in Volatility Scenarios: Evidence in the Brazilian Stock Market

This article investigates whether the usefulness of fundamentalist signals to predict returns are altered in context of high volatility and also considering the sensitivity of assets to the IVol-BR volatility index. In times of high volatility, investors could make their decisions based on risk aver...

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Detalhes bibliográficos

Publicado no:	BBR - Brazilian Business Review
Principais autores:	Edson Bastos, Patricia Bortolon, Vinicius Maia
Formato:	Artigo
Idioma:	Inglês
Publicado em:	FUCAPE Business School 2020
Assuntos:	Administración y Contabilidad
Acesso em linha:	https://www.redalyc.org/articulo.oa?id=123075326002 https://www.redalyc.org/journal/1230/123075326002/ https://www.redalyc.org/journal/1230/123075326002/html/ https://www.redalyc.org/journal/1230/123075326002/123075326002.epub https://www.redalyc.org/journal/1230/123075326002/movil http://dx.doi.org/10.15728/bbr.2020.17.6.2
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