in terms of stock returns and stock price volatility. Granger causality tests show the presence of bidirectional … causality for returns as well as volatility series. The results based on a VAR framework indicate a more limited number of short …

can improve financial performance by increasing wealth generation and decreasing the volatility of listed financial assets … the share price volatility of companies traded in emerging markets. For this purpose, a sample of 346 companies listed in …

filtered using EGARCH specifications. The estimation results show that upgrades do not have significant effects on volatility …, but downgrades increase stock and bond market volatility. Contagion is present, with sovereign rating announcements … (increase) in volatility in other countries. The empirical results show also a financial gain and risk (value-at-risk) reduction …

volatility, and other non-cap-weighted indices such as high dividend yield, high quality, high and low beta or equal …

volatility in Group of 20 countries using various methods, including panel regression with fixed effects, panel quantile … and negative investor sentiments and stock market returns and volatility. Specifically, an increase in positive investor …. The effect of investor sentiment on volatility is consistent across the distribution: negative sentiment increases …

affect local market volatility and, in rare instances, stock returns themselves. Negative news has a leverage effect for … emerging Eastern European stock markets, as greater volatility in the stock market is generated by negative news than by …