Essays on Volatility and Returns Predictability

Abstract

support, friendship and patience along this path. In particular, I thank Professor Marcelo, who welcomed me not only as his advisee, but also as a research member of the COVID-19 Analytics project. This experience was fundamental in sharpening my critical thinking and research skills. More than that, it brought me great friendships and opportunities, for which I will always be grateful.To my twin brother and best friend, Hugo, who I can always count on. To my sister Isabela, for her constant light. To my parents and eternal references, Olímpio and Luciane, for their unconditional love and commitment. I also thank my friends in Brasília, Rio de Janeiro and New York, for making my life lighter and happier, even in moments of tension. Without my family and friends, none of this would have been possible.