Financial and Market Indicators for Predicting Ibovespa’s Stocks Return Between the Years of 2003 and 2013
The present work aims to verify the efficiency of market and financial indicators for predicting the Ibovespa’s stocks return. Sixteen factors of return (individual stocks characteristics) ex ante were tested, related to 5 families of different stocks characteristics: risk, liquidity, “cheapness”, p...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade Federal do Rio de Janeiro
2016-04-01
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| Series: | Revista Sociedade, Contabilidade e Gestão |
| Subjects: | |
| Online Access: | http://www.atena.org.br/revista/ojs-2.2.3-06/index.php/ufrj/article/viewFile/2771/2286 |