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 …

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 …

, Murray Carlson, Adlai Fisher, and Ron Giammarino discovered an intriguing relationship between market volatility and primary … SEOs, namely that the volatility decreases before a primary SEO and increases thereafter. This pattern contradicts the real …-issue volatility dynamics are related to the probability of issuing new equity. I find little evidence that the decision to conduct a …

To what extent can hedge funds influence stock price volatility surrounding theannouncements of major corporate events … (SEOs). Wetest the impact of hedge fund variables on idiosyncratic and systematic volatility for avariety of short-run and … long-run periods around the initial announcement dates forSEOs. We find that stock price volatility decreases when (i) the …