---
title: Firm Characteristics and Stock Returns in Brazil
url: https://www.ml-quant.com/papers/ssrn/4801117/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4801117
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801117
featured: 2024-04-24
citations: 0
topic: Corporate Finance
---


# Firm Characteristics and Stock Returns in Brazil

The research finds that price-related metrics such as momentum, liquidity, size, and volatility have a stronger influence on stock returns in the Brazilian financial market than accounting variables.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801117
- Identifier: SSRN 4801117
- Released: 2024-04-19
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Corporate Finance

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