there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …

In this study we examining the time dependent nature of volatility and cross-correlation of Australian equity returns … data. Volatility and correlation estimates are calculated using methods that allow for non-stationary behaviour. By … significant time-dependent behaviour. We also find that the volatility estimates do not display similar non-stationary patterns …

This study examines the impact of trade characteristics on stock return volatility. Using a sample of transaction data … stock return volatility. The result lends support to the stealth trading hypothesis (Barclay and Warner, 1993). After … controlling for trading frequency, the average trade size is found to have little explanatory power on price volatility. Stock …

We explore the impact of delisting on the performance of the momentum trading strategy in Australia. We employ a new … large stocks are less exposed to liquidity risks, the momentum effect in Australia is even more puzzling than in the U.S …