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://revistas.usp.br/rege/article/view/49925.. Acesso em: 12 apr. 2025.