volatility around seasoned equity offerings (SEOs). These findings are consistent with the uncertain signal hypothesis that … higher stock return volatility. We also provide direct evidence that changes in liquidity is positively associated with stock … price adjustment. However, the relations among liquidity, volatility and price movements appear to rely on how SEOs are …

The purpose of this paper is to explore the potential influence of hedge fund attributes on idiosyncratic volatility … due to the pervasive concerns about the impact of hedge funds on volatility. We choose a time frame from 1999 to 2005 …

returns volatility in fifteen Asia Pacific Financial Markets in the post Asian financial crisis period. A set of parametric …-days-of-the-week. The results validate the presence of the-day-of-the- week and but indicate insignificant daily returns volatility in most …