Main variables used in the article "Can Extreme Returns Predict the Cross-Section of Expected Returns in the Brazilian Market?"

Published: 1 February 2020| Version 1 | DOI: 10.17632/bzmmfn7nbp.1
Contributors:
Naielly Marques,
Marcelo Cabus Klotzle,
Antônio Carlos Pinto

Description

Main variables used in the article "Can Extreme Returns Predict the Cross-Section of Expected Returns in the Brazilian Market?”, which was coauthored by Naielly Lopes Marques, Marcelo Cabus Klotzle and Antonio Carlos Figueiredo Pinto.

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Business, Finance, Financial Economics

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