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Econ. Apl. vol.11 número3

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table 1 – unit root adF tests
table 2 – regressions of firm stock return volatility on firm stock returns, using dollar denomi- denomi-nated returns ( V t + 1 − V t ) V = a + d + h00rt t + 1 1 1t t tV V= a + d + εr 1 2 2 1tttV + V = a + d + υr +
table 3 – regressions of firm stock return volatility on firm stock returns, using dollar denomi- denomi-nated returns ( V t + 1 − V t ) V = a + d + h00rt t + 1 1 1t t tV V= a + d + εr 1 2 2 1tttV + V = a + d + υr +
table 4 – Summary of regressions of firm stock return volatility on firm stock returns
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