Browse Dissertations and Theses - Economics by Author "Barreto, Andre Horta"

  • Barreto, Andre Horta (2001)
    The third essay analyzes empirically the issues of GARCH effects in six stock market index return series, namely the DJIA, IBOVESPA, IPC, KOSPI200, SBF 120, and TSE300. Our results show that trading volume has a limited ...


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