Browsing FGV EAESP - GVcef - Centro de Estudos em Finanças by Author "Caselani, César Nazareno"

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Volatility of returns, variations in prices and volume traded: evidence from the main stocks in Brazil

Caselani, César Nazareno; Eid Júnior, William
2005

We study the relationship between the volatility and the price of stocks and the impact that variables such as past volatility, financial gearing, interest rates, stock return and turnover have on the present volatility ...