Effectiveness of the use of investment strategy in shares with low multiple price/book value in Brazil/Eficacia do uso da estrategia de investimento em acoes com baixo multiplo preco/valor patrimonial no Brasil

This paper aims to test the hypothesis of abnormal returns from the strategy of investing in shares with lower Price/Value Ratio (PVPA) in the Brazilian capital market. All the shares negotiated in the Sao Paulo Stock Exchange (Bovespa) from 1994 to 2006 were used, and formed 6 portfolios according...

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Veröffentlicht in:	Revista de administração Mackenzie 2010-09, Vol.11 (5), p.106
Hauptverfasser:	Lucena, Pierre, Neto, Odilon Saturnino Silva, Araujo, Joseanny Karla Vasconcelos, Figueiredo, Antonio Carlos
Format:	Artikel
Sprache:	spa
Schlagworte:	Analysis Financial markets Stock-exchange Stocks
Online-Zugang:	Volltext
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