This paper studies the effect of COVID-19 on the volatility of Australian stock returns and the effect of negative and … positive news (shocks) by investigating the asymmetric nature of the shocks and leverage impact on volatility. We employ a … the Australian stock market, and we use value-weighted returns of the stocks listed on ASX-200 for the period 27 January …

We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan … significant return and volatility spillover from the US market to the Indian stock market in the post-COVID-19 period. The results …