Can extreme returns predict thecross-section of expected returns in theBrazilian market?
Naielly Lopes Marques, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Paulo Vitor Jordão da Gama Silva
| Year of publication: |
2022
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|---|---|
| Authors: | Marques, Naielly Lopes ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Silva, Paulo Vitor Jordão da Gama |
| Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 20.2022, 1, p. 62-81
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| Subject: | Extreme returns | Emerging markets | Lottery-like payoffs | Cross-sectional predictability | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/rbfin.v20n1.2022.84384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013257698