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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Argitaratua izan da:	BBR - Brazilian Business Review
Egile Nagusiak:	Edson Bastos, Patricia Bortolon, Vinicius Maia
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	FUCAPE Business School 2020
Gaiak:	Administración y Contabilidad
Sarrera elektronikoa:	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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