This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market … regressions with fixed effects, we find that foreign ownership decreases the volatility of stock returns. However, the stabilizing … impact of foreign ownership on stock return volatility becomes weaker in large firms since the coeffcient of the interaction …

as a proxy for stock return volatility, we find that firm size is negatively correlated with stock return volatility …

Purpose - The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on …

Volatility is one of the most important factors of investment decisions. Unexpected information forces the investor to … trade abnormally in the market which in turn affects the volatility of the market. But this kind of trading behavior has a … volatility of large-cap, mid-cap and, small-cap stocks in Indian markets. Using ARMA (1, 1) and TGARCH (1, 1) model, we estimate …