This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

model's predictions, cash-flow volatility changes in the opposite direction from that of dividend changes and larger changes … in volatility come with larger announcement returns. We find similar results for share repurchases. Crucially, the data … that payout policy conveys information about future cash flow volatility. Our methodology can be applied more generally to …

exert a large and persistent effect on the volatility of stock returns of acquirers and that this response is crucially … - engender a positive response in acquirers' volatility. Our results suggest that acquisitions affect uncertainty because they …

describe the most typical features of capital markets like volatility clustering, excess kurtosis and fat tails. As empirical … evidence shows asymmetry is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns … ; volatility ; stock market ; transition …

return correlations using weekly returns on futures markets and investigate the extent to which multivariate volatility …

suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

follows. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility … has a significant impact on both stock returns and volatility; specifically, an increase in news volatility is always …