This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis … on volatility that depends on the type of investor trading and on the phase of the business cycle. Buy orders appear to … be more informative than sell orders since they mostly lower volatility in the pre-crisis periods, while sell and post …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …

particularly interested in volatility modelling and forecasting given their importance for FOREX dealers. Compared with previous … ; volatility …

. -- High frequency data ; long memory ; volatility persistence ; structural breaks …