Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro"
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O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
2016-05-31The aim of this study is to assess the impact of credit risk in the Brazilian stock cross-section return, and evaluate if a strategy based on this feature is able to generate positive and significant alpha. To measure ...
