market volatility as measured by the VIX. Implying that investor purchase decisions are primarily driven by returns and sale …

Volatility is an important component of asset pricing; an increase in volatility on markets can trigger changes in the … hypothesized that there are movements in risk that are driven by volatility linked to sentiment-driven noise trader activity whose … investor sentiment and stock return volatility which shows that behavioural finance can significantly explain the behaviour of …

The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic … indicators. In addition, we divide the realized volatility into continuous and jump parts, and then investigate the effects of … trading (VPIN), on the path of investor sentiment affecting stock volatility. It is evidenced that investor sentiments are …

effects of highs and lows on a stock's beta and return volatility. We find that implied volatilities and stock betas decrease …

) The Volatility Puzzle. We offer resolutions of those objections within the rational finance. We do not claim that those …

closely and has certain other advantages. Second, we introduce a volatility index that provides a lower bound on the market …