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 …

This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the … volatility spillovers. Nevertheless, mean spillovers from the developed to the emerging markets are not homogeneous across the … emerging markets, and own-volatility spillovers are generally higher than cross-volatility spillovers for all markets, but …

valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely … Australian markets which show that this model improves high frequency volatility forecasts. This is most evident for news which …

This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …

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 …

The COVID-19 pandemic has caused an unprecedented disruption to the global economy and world trade, with production and … consumption falling dramatically in many economic. Organizations around the world have responded in many ways, from implementing …