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dc.contributor.advisorZani, João
dc.contributor.authorPaiva, Antonio Claudio Noberto
dc.date.accessioned2023-11-06T14:44:47Z
dc.date.accessioned2024-02-28T18:58:04Z
dc.date.available2023-11-06T14:44:47Z
dc.date.available2024-02-28T18:58:04Z
dc.date.issued2023-08-16
dc.identifier.urihttps://hdl.handle.net/20.500.12032/126595
dc.description.abstractThis study aimed to analyze the influence of crises on value stocks and growth stocks of B3 and IBOVESPA, using the three-factor model according to Fama and French (1992). In order to respond to the objective of this study, data were collected on the economática® platform of B3 and IBOVESPA companies in the period from 2005 to 2021. The research hypotheses were tested using the multiple regression model in a similar way to that used by Fama and French (1992), adding crisis dummy variables. The result obtained confirms the hypothesis that the price of IBOVESPA growth shares had a higher return than value shares during the COVID19 crisis period. Therefore, the results of this thesis indicate that the COVID crisis had a greater positive impact on the price of growth stocks.en
dc.description.sponsorshipNenhumapt_BR
dc.languagept_BRpt_BR
dc.publisherUniversidade do Vale do Rio dos Sinospt_BR
dc.rightsopenAccesspt_BR
dc.subjectCrisespt_BR
dc.subjectB3en
dc.titleAnálise dos efeitos de crises em ações de valor e ações de crescimento no mercado brasileiropt_BR
dc.typeTesept_BR


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