کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7388005 1480771 2018 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Do small caps generate above average returns in the Brazilian stock market?
ترجمه فارسی عنوان
آیا کپک های کوچک تولید بازده بالا در بازار سهام برزیل می کنند؟
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
چکیده انگلیسی
Some studies suggest that low capitalization stocks have great potential to provide returns above the market average, although some indicate that investment in small caps should be avoided, since they are market anomalies with low liquidity. This article develops a method based on an automated trading system (ATS) applied to the Brazilian stock market, and investigates the relevance of small caps to the investor. The study indicates that, in the case of the Brazilian stock exchange, although there is a possibility of high returns the profitability of technical analysis of small caps is similar to strategies using blue chips.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Review of Development Finance - Volume 8, Issue 1, June 2018, Pages 18-24
نویسندگان
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