Fundamentalist variables for asset pricing on Bovespa

By Rodrigo Boaventura

The use of the Econom tica database in a specific statistical model for the pricing of assets of the S o Paulo State Stock Exchange (Bovespa), in the period between 1998 and 2008, that is, a 10-year interval of analysis. Its objective is to define which sector of the Brazilian economy has the best long-term performance in order to make a buy/sell decision. The stocks used in the work were taken from the Bovespa index (Ibovespa), in order to avoid discussing companies with low liquidity and/or trading volume.

• Format: Paperback
• Language: English
• ISBN: 6206315568
• ISBN13: 9786206315568
• Release Date: August 2023
• Publisher: Our Knowledge Publishing
• Length: 104 Pages
• Weight: 0.36 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"