decompose the weekly stock market returns of the main indices of the MENA countries into different time scale components using … indices of some developed areas (SP and Eurostoxx) and those of the MENA countries. The results from wavelet correlation …

We show that returns policies do increase manufacturer profitability by attenuating price competition between retailers …. This effect holds only in the presence of end-user demand uncertainty. The conditions under which a returns policy raises … returns policies serve both to dampen competition and resolve demand uncertainty. …

weaker with asymmetry under market stress, i.e. small minimal returns show lower volume dependence than large maximal returns …

Generally there is a common belief that returns and trading activities have a strong positive relationship. This paper … returns and trading activity data shows some idiosyncratic aspect of Indian market although a positive return- activity … prices. As regards lead-lag relationship, this paper finds strong evidence of volume causing returns than vice-versa. …

returns. In the model, synchronization effects, which generate large fluctuations in returns, can arise purely from … reproduces the empirically observed positive cross- correlation between volatility and trading volume. …

Heteroskedasticity in returns may be explainable by trading volume. We use different volume variables, including …-mean specification following Golsten et al. (1993). Model estimation for the U.S. as well as six large equity markets shows that surprise …

variation in hedge fund returns over time. This latter particularly suits for Event-Driven, Global Macro, US Opportunistics …