induced by the financial liberalization processes that these countries went through in the early 1990's. We find that cycles … in emerging countries tend to have shorter duration and larger amplitude and volatility than in developed countries …. However, after financial liberalization Latin American stock markets have behaved more similarly to stock markets in developed …

This paper studies the role of insider trading in explaining cross-country differences in stock market volatility. It … volatile stock markets, even after one controls for liquidity/maturity of the market, and the volatility of the underlying … fundamentals (volatility of real output and of monetary and fiscal policies). Moreover, the effect of insider trading is …

ownership and trades by large institutions lead to higher volatility and to increased return and liquidity comovement. Moreover …

tackle several measurement issues assessing a plethora of state-of-the-art volatility forecasting models. We then examine the …

that, after monetary policy announcements, the conditional volatility rises more for firms with stickier prices than for …

role for credit growth (beyond its role in constructing the inflation forecast) would reduce the volatility of output and …

Data show that better creditor protection is correlated across countries with lower average stock market volatility …