-varying volatility, correlation and tail systemic risk of shipping stock markets, and consequently, have implications for risk management …This paper investigates the dynamics of stock price volatility for different vessel-type segments of the U.S, water … behavior and tail risk dependence. The role of mixture distributions in predicting future volatility is studied from both …

, using an account level data set from the Taiwan Futures Exchange. We find that margin increases reduce trading activity for … significantly more than that of individual traders. This in turn leads to increases in market price volatility and decreases in … activity of noise speculators to reduce market volatility …