This data set presents 7 distinct sheets:
1- Raw data in http://dx.doi.org/10.17632/z4vn8jkj8w.1
2- B3 Stock returns
3- Liquidity selection based on number of traded days
4- The sheet "Pre" is the dataset before Brazilian election results (October 26, 2014)
5 -The sheet "Pos" is the dataset after Brazilian election results
6 - Symbols of the stocks in B3 Market
7- Brazilians B3 Stocks and its sector