Stock returns and volatility: the Brazilian case
This paper examines the relationship between stock returns and volatility over the period of June 1990 to April 2002. We study firm-level relationship between stock returns and volatility for a sample of 25 time series of Brazilian stocks. Using Seemingly Unrelated Regressions (SUR) empirical eviden...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade de São Paulo
2007-09-01
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| Series: | Economia Aplicada |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502007000300001 |