Asset pricing analysis of book-to-market factor after deemed cost

Asset pricing analysis of book-to-market factor after deemed cost

The determination of the cost of equity is a subject extensively researched and discussed in finance, enabling the development of new related studies. In the Brazilian market, Noda, Martelanc and Kayo (2016) obtained results discordant to those found by Fama and French (1995, 1996), indicating that...

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Bibliographic Details
Main Authors: Octávio Valente Campos, Ana Carolina Vasconcelos Colares, Renata Turola Takamatsu, José Roberto de Souza Francisco
Format: Article
Language:English
Published: Conselho Regional de Contabilidade de Santa Catarina 2019-10-01
Series:Revista Catarinense da Ciência Contábil
Subjects:
CAPM
Modelos multifatoriais
Book-to-market
Custo atribuído (deemed cost)
Online Access:http://revista.crcsc.org.br/index.php/CRCSC/article/view/2781

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