The paper examines empirically the impact of price limits and trading halts on stock market volatility. Circuit … breakers are regulatory instruments aiming to reduce severe price volatility and provide markets with a cooling off period … investigates the impact of the regulatory instruments on conditional volatility estimation. The findings do not provide sufficient …

Modeling and forecasting volatility of capital markets has been important area of inquiry and research in financial … economics with the recognition of time-varying volatility, volatility clusturing, and asymmetric response of volatility to … investment in Nepalese stock market, it is important to understand the pattern of stock market volatility. In the paper, the …

This study examines the impact of dividend policy on share price volatility of Nepalese commercial banks. The share … price volatility, change in market price per share and stock return change are dependent variables. Dividend yield, dividend … payout, debt ratio, size, growth and earning volatility are independent variables. The study is based on 18 commercial banks …

linkages and fundamental forces driving return volatility in the SAARC (South Asian Association for Regional Cooperation … asymmetric volatility responses, while Nepal exhibits an inverted asymmetric volatility response, and in contrast Sri Lanka … exhibits a symmetric volatility response to return shocks. Finally, most of these markets experience volatility spillover …

This paper investigates the asymmetric volatility behavior of Nepalese stock market including the spillover effects … from the US and Indian equity markets. We model asymmetric volatility within generalized autoregressive conditional … compared to the results in other international equity markets: positive shocks increase volatility by more than negative shocks …