Purpose: The purpose of this paper is to investigate the relationship between the share price volatility of Mediterranean banks and their dividend policies, with particular emphasis on the variation of results across sub-samples and the outcomes when omitting outlier observations....

Purpose -The purpose of this paper is to empirically investigate whether call auctions which batch orders for simultaneous execution, may restrain stock market volatility. Design/methodology/approach -The authors use high-frequency data to investigate volatility changes following the suspension...

Purpose – The purpose of this paper is to empirically investigate whether call auctions which batch orders for simultaneous execution, may restrain stock market volatility. Design/methodology/approach – The authors use high-frequency data to investigate volatility changes following the...