This paper provides some comprehensive evidence on the effects of cyber-attacks on the returns, realized volatility and …

This paper examines the relationship between aggregate insider trading (AIT) and stock market volatility using monthly …-run increase in stock market volatility; this can be attributed to a combination of insiders manipulating the timing and content of …-regulated market, it is plausible that the main driver of the increase in stock market volatility should be the information effect …

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 …

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …. -- Volatility spillovers ; contagion ; stock markets ; emerging markets …

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the …. -- Volatility spillovers ; contagion ; stock markets ; emerging markets …