A critical appraisal on the evolution of stock returns theory

Detalhes bibliográficos
Autor(a) principal: Bier, Lucas Rodegheri
Data de Publicação: 2019
Tipo de documento: Trabalho de conclusão de curso
Idioma: eng
Título da fonte: Repositório Institucional da UFRGS
Texto Completo: http://hdl.handle.net/10183/205628
Resumo: This study aims to describe and understand the evolution of the asset pricing theory. It is helpful to understand the state we encounter ourselves to observe the path and tendencies from the literature. The methodology used in this paper is a review of the literature with the perspective of the theorist, that is, focusing on the ideas that remained on scrutiny today over the ones that were important in the past. The results encountered show the evolution and patterns presented mainly in four key research aspects of the theory: stock market volatility, asset pricing tests, model properties and the search for variables that explain stock returns.
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spelling Bier, Lucas RodegheriSantos, Nelson Seixas dos2020-02-08T04:20:54Z2019http://hdl.handle.net/10183/205628001111752This study aims to describe and understand the evolution of the asset pricing theory. It is helpful to understand the state we encounter ourselves to observe the path and tendencies from the literature. The methodology used in this paper is a review of the literature with the perspective of the theorist, that is, focusing on the ideas that remained on scrutiny today over the ones that were important in the past. The results encountered show the evolution and patterns presented mainly in four key research aspects of the theory: stock market volatility, asset pricing tests, model properties and the search for variables that explain stock returns.application/pdfengPrecificaçãoAtivos financeirosStock marketFinancial TheoryStock returnsAsset pricingA critical appraisal on the evolution of stock returns theoryinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/bachelorThesisUniversidade Federal do Rio Grande do SulFaculdade de Ciências EconômicasPorto Alegre, BR-RS2019Ciências Econômicasgraduaçãoinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRGSinstname:Universidade Federal do Rio Grande do Sul (UFRGS)instacron:UFRGSTEXT001111752.pdf.txt001111752.pdf.txtExtracted Texttext/plain156211http://www.lume.ufrgs.br/bitstream/10183/205628/2/001111752.pdf.txtd9979d926abf384b5db5bd4ac369901aMD52ORIGINAL001111752.pdfTexto completo (inglês)application/pdf248807http://www.lume.ufrgs.br/bitstream/10183/205628/1/001111752.pdf0672cba83893fedada4d2786cdd7cc9fMD5110183/2056282021-05-26 04:35:36.357277oai:www.lume.ufrgs.br:10183/205628Repositório de PublicaçõesPUBhttps://lume.ufrgs.br/oai/requestopendoar:2021-05-26T07:35:36Repositório Institucional da UFRGS - Universidade Federal do Rio Grande do Sul (UFRGS)false
dc.title.pt_BR.fl_str_mv A critical appraisal on the evolution of stock returns theory
title A critical appraisal on the evolution of stock returns theory
spellingShingle A critical appraisal on the evolution of stock returns theory
Bier, Lucas Rodegheri
Precificação
Ativos financeiros
Stock market
Financial Theory
Stock returns
Asset pricing
title_short A critical appraisal on the evolution of stock returns theory
title_full A critical appraisal on the evolution of stock returns theory
title_fullStr A critical appraisal on the evolution of stock returns theory
title_full_unstemmed A critical appraisal on the evolution of stock returns theory
title_sort A critical appraisal on the evolution of stock returns theory
author Bier, Lucas Rodegheri
author_facet Bier, Lucas Rodegheri
author_role author
dc.contributor.author.fl_str_mv Bier, Lucas Rodegheri
dc.contributor.advisor1.fl_str_mv Santos, Nelson Seixas dos
contributor_str_mv Santos, Nelson Seixas dos
dc.subject.por.fl_str_mv Precificação
Ativos financeiros
topic Precificação
Ativos financeiros
Stock market
Financial Theory
Stock returns
Asset pricing
dc.subject.eng.fl_str_mv Stock market
Financial Theory
Stock returns
Asset pricing
description This study aims to describe and understand the evolution of the asset pricing theory. It is helpful to understand the state we encounter ourselves to observe the path and tendencies from the literature. The methodology used in this paper is a review of the literature with the perspective of the theorist, that is, focusing on the ideas that remained on scrutiny today over the ones that were important in the past. The results encountered show the evolution and patterns presented mainly in four key research aspects of the theory: stock market volatility, asset pricing tests, model properties and the search for variables that explain stock returns.
publishDate 2019
dc.date.issued.fl_str_mv 2019
dc.date.accessioned.fl_str_mv 2020-02-08T04:20:54Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/bachelorThesis
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