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dc.contributor.advisorSantos, Nelson Seixas dospt_BR
dc.contributor.authorBier, Lucas Rodegheript_BR
dc.date.accessioned2020-02-08T04:20:54Zpt_BR
dc.date.issued2019pt_BR
dc.identifier.urihttp://hdl.handle.net/10183/205628pt_BR
dc.description.abstractThis 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.en
dc.format.mimetypeapplication/pdfpt_BR
dc.language.isoengpt_BR
dc.rightsOpen Accessen
dc.subjectStock marketen
dc.subjectPrecificaçãopt_BR
dc.subjectAtivos financeirospt_BR
dc.subjectFinancial Theoryen
dc.subjectStock returnsen
dc.subjectAsset pricingen
dc.titleA critical appraisal on the evolution of stock returns theorypt_BR
dc.typeTrabalho de conclusão de graduaçãopt_BR
dc.identifier.nrb001111752pt_BR
dc.degree.grantorUniversidade Federal do Rio Grande do Sulpt_BR
dc.degree.departmentFaculdade de Ciências Econômicaspt_BR
dc.degree.localPorto Alegre, BR-RSpt_BR
dc.degree.date2019pt_BR
dc.degree.graduationCiências Econômicaspt_BR
dc.degree.levelgraduaçãopt_BR


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