A critical appraisal on the evolution of stock returns theory
Autor(a) principal: | |
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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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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 |
format |
bachelorThesis |
status_str |
publishedVersion |
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http://hdl.handle.net/10183/205628 |
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001111752 |
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http://hdl.handle.net/10183/205628 |
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eng |
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eng |
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openAccess |
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application/pdf |
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Repositório Institucional da UFRGS |
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