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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Publicat a:	BBR - Brazilian Business Review
Autors principals:	Edson Bastos, Patricia Bortolon, Vinicius Maia
Format:	Artigo
Idioma:	Inglês
Publicat:	FUCAPE Business School 2020
Matèries:	Administración y Contabilidad
Accés en línia:	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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