Fundamentalist Signals in Volatility Scenarios: Evidence in the Brazilian Stock Market
This article investigates whether the usefulness of fundamentalist signals to predict returns are altered in context of high volatility and also considering the sensitivity of assets to the IVol-BR volatility index. In times of high volatility, investors could make their decisions based on risk aver...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
FUCAPE Business School
2020-01-01
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| Series: | BBR: Brazilian Business Review |
| Subjects: | |
| Online Access: | http://www.redalyc.org/articulo.oa?id=123075326002 |
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