Do small caps generate above average returns in the Brazilian stock market?

Review of Development Finance - Tập 8 - Trang 18-24 - 2018
Matheus José Silva de Souza1, Danilo Guimarães Franco Ramos2, Marina Garcia Pena3, Vinicius Amorim Sobreiro3, Herbert Kimura3
1University of Brasília, Department of Economics, Campus Darcy Ribeiro, Brasília, Federal District, 70910-900, Brazil
2University of Brasília, Department of Statistics, Campus Darcy Ribeiro, Brasília, Federal District 70910-900, Brazil
3University of Brasília, Department of Management, Campus Darcy Ribeiro, Brasília, Federal District 70910-900, Brazil

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