Book-to-Market Ratio, return on equity and Brazilian Stock Returns
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 variables such as...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2018-08-01
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| Series: | RAUSP Management Journal |
| Subjects: | |
| Online Access: | https://www.emeraldinsight.com/doi/pdfplus/10.1108/RAUSP-04-2018-001 |