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Book-to-Market Ratio, return on equity and Brazilian Stock Returns

ABSTRACT Purpose This study aims to analyze the influence of future expectations of the book-to-market ratio (B/M) and return on equity (ROE) in explaining the Brazilian capital market returns. Design/methodology/approach The study analyzed the explanatory power of risk-factor approach variabl...

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Bibliografiset tiedot
Julkaisussa:RAUSP Management Journal
Päätekijät: Rebeca Cordeiro da Cunha Araújo, Márcio André Veras Machado
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: Universidade de São Paulo 2018
Aiheet:
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Linkit:https://www.redalyc.org/articulo.oa?id=553856533004
https://www.redalyc.org/journal/5538/553856533004/
https://www.redalyc.org/journal/5538/553856533004/html/
https://www.redalyc.org/journal/5538/553856533004/553856533004.epub
https://www.redalyc.org/journal/5538/553856533004/movil
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