While many studies analyse the impact of scheduled macroeconomic announcements on equity market volatility, few focus on the impact on option implied volatilities. In this study, we examine the link between German and US macroeconomic events and the implied volatility indices DAX Volatility...

We examine the fundamental performance of 32 companies from 10 Continental European countries that were privatized through public share offerings since 1992. We document strong performance improvements. Specifically, after being privatized, firms significantly increase real sales, become more...