implied volatility spread and subsequent stock return volatility around open-market share repurchase events. We concluded that … research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not … option traders have private information on the volatility of stock returns and superior information processing ability that …

volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …