Souza, Matheus José Silva de; Ramos, Danilo Guimarães … - In: Review of development finance 8 (2018) 1, pp. 18-24
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...