BARBOSA, J. D. S.; EMÍDIO, R. F.; http://lattes.cnpq.br/0570536239286426; http://lattes.cnpq.br/2012521317949442; BARBOSA, Johny Davyd Soares.; EMÍDIO, Romário Ferreira. (BrasilCentro de Ciências Jurídicas e Sociais - CCJSUFCGUniversidade Federal de Campina Grande, 2017)
This article aimed to investigate the variability of stock returns in the Brazilian stock market, taking into account two asset pricing models: CAPM and Fama and French Three Factor Model. For that, we used the same ...