updating the concept of ‘volatility surprise’ to capture cross-market relationships. Current methods for measuring spillovers … commodities from 1983 to 2013. The results provide strong evidence of spillover effects coming from the ‘volatility surprise …

surprise target changes as a proxy of monetary policy shocks had impacts on real output and financial variables over the period …

surprise and smoothness as proxy of earnings quality. Data were collected from companies listed in Bombay stock exchange in BSE … error robust. We find that there is significant negative relationship between earnings surprise and stock price … synchronicity. This finding is indicates that earnings surprise improves stock price informativeness. Finally, we find that there is …

updating the concept of 'volatility surprise' to capture cross-market relationships. Current methods for measuring spillovers … commodities from 1983 to 2013. The results provide strong evidence of spillover effects coming from the 'volatility surprise …