the conditional volatility of eight heavily traded Chinese futures contracts. Additionally, VAR models in conjunction with …-lag relationship between speculative activity and returns volatility. For most of the commodities, we find a positive influence of the … speculation ratio on conditional volatility. The results relying on the hedging ratio are inconclusive …

Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …

Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …