exert a large and persistent effect on the volatility of stock returns of acquirers and that this response is crucially … - engender a positive response in acquirers' volatility. Our results suggest that acquisitions affect uncertainty because they …

aggregate shocks. Volatility spillovers proved to be small and volatile. …

follows. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility … has a significant impact on both stock returns and volatility; specifically, an increase in news volatility is always …

. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility has a … significant impact on both stock returns and volatility; specifically, an increase in news volatility is always associated with a …

reaction has increased during the recent financial crisis. News volatility has a significant impact on yield spread volatility …

reaction has increased during the recent financial crisis. News volatility has a significant impact on yield spread volatility …

This paper investigates the dynamic relationship between index returns, return volatility, and trading volume for eight … between Asia and the US to be strong in both directions, and spillovers in volatility to run from Asia to the US. Trading … volume, especially on the Asian markets, depends on shocks in domestic and foreign returns as well as on volatility …

stock exchange markets and volatility of national market returns. In this paper, the authors employ correlation and cluster … analyses in order to investigate the impact of stock exchange consolidation on volatility of market returns in terms of … consolidation on volatility of national stock market returns. The obtained results confirm the gradual decrease of volatility in …

We examine whether there is a relationship between foreign equity trading and average total volatility, measured as the … participation but also to observe the potential asymmetric effects of incoming and outgoing funds on the average total volatility … with average total volatility. Furthermore, we show that net equity flow affects the average total volatility through the …