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The central issue of this research is to investigate and measure the stock price in the Brazilian financial market. It was investigated the influence of the third and fourth time in the pricing of assets, the influence of co-skewness in correlation with the proxy IBOV stocks, the influence of cokurtosis in correlation with the proxy IBOV stocks, the influence of co-skewness and co-kurtosis in the correlation between the proxy IBOV and stocks, its performance compared with the CAPM and the increase of the accuracy. Is was developed a literature review and a study of time series of the stocks that constituted the Ibovespa index in 30 May 2008, which was analyzed with the use of multiple regressions with the variables to systematic volatility, the systematic skewness and systematic kurtosis. As a result it was observed conclusively that co-skewness and co-kurtosis do not improve the performance of the model of pricing of assets.

Coassimetria e cocurtose na análise dos preços das ações no mercado financeiro nacional