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...

Täydet tiedot

Bibliografiset tiedot

Julkaisussa:	BBR - Brazilian Business Review
Päätekijät:	Edson Bastos, Patricia Bortolon, Vinicius Maia
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	FUCAPE Business School 2020
Aiheet:	Administración y Contabilidad
Linkit:	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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