The pricing of anomalies using factor models: a test in Latin American markets

Q3 Economics, Econometrics and Finance

Revista Contabilidade e Financas Pub Date : 2021-07-23 DOI:10.1590/1808-057X202111640

Gabriel Augusto de Carvalho, Hudson Fernandes Amaral, J. L. Pinheiro, L. Correia

引用次数: 0

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使用因子模型的异常定价：在拉丁美洲市场的检验

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Revista Contabilidade e Financas Economics, Econometrics and Finance-Finance

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

17 weeks

期刊介绍： Revista Contabilidade & Finanças (RC&F) publishes inedited theoretical development papers and theoretical-empirical studies in Accounting, Controllership, Actuarial Sciences and Finance. The journal accepts research papers in different paradigms and using various research methods, provided that they are consistent and relevant for the development of these areas. Besides research papers, its main focus, traditional papers and manuscripts in other formats that can contribute to communicate new knowledge to the community are also published.