Payout incremental and Fama & French three factor model
This article sought to investigate whether the model adapted from Fama and French with the inclusion of the Payout factor (F&F with Payout) would allow a better understanding of the returns of the portfolios of companies listed in Brazil, Bolsa, Balcão between 2004 and 2018 than the model of thr...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Conselho Regional de Contabilidade de Santa Catarina
2020-04-01
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Series: | Revista Catarinense da Ciência Contábil |
Subjects: | |
Online Access: | http://revista.crcsc.org.br/index.php/CRCSC/article/view/2906 |