MUSSA, A.; FAMÁ, R.; SANTOS, J. O. dos. THE ADDITION OF THE MOMENT RISK FACTOR FOR THREE FACTORS ASSET PRICING MODEL, DEVELOPED BY FAMA & FRENCH, APPLIED TO THE BRAZILIAN STOCK MARKET. REGE Revista de Gestão, [S. l.], v. 19, n. 3, 2013. DOI: 10.5700/issn.2177-8736.rege.2012.49925. Disponível em: https://www.revistas.usp.br/rege/article/view/49925. Acesso em: 28 oct. 2020.