The influence of the 2008 financial crisis on the predictiveness of risky asset pricing models in Brazil
ABSTRACT This article examines three models for pricing risky assets, the capital asset pricing model (CAPM) from Sharpe and Lintner, the three factor model from Fama and French, and the four factor model from Carhart, in the Brazilian mark et for the period from 2002 to 2013. The data is composed o...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade de São Paulo
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| Series: | Revista Contabilidade & Finanças |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772016000300408&lng=en&tlng=en |