into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … experience significant increase in both trading volume and return volatility. However, deleted stocks experience no significant … change in either trading volume or return volatility. Both daily and monthly return variances increase following index …

Established in 1988, the Shingo Prize for Operational Excellence recognises organisations in the USA, Mexico and Canada …

effect). This study has practical implications for regulators, corporations and investors, both in the USA and abroad. …

examines stock market volatility around national elections and finds that investors are exposed to substantial election risk …. Factors that magnify the election-induced excess volatility are identified. The third part presents new empirical evidence …