The IPO filing volume is positively related to changes in market volatility, especially when market returns are at … valuations. Creating this option is attractive not only when market valuations rise but also when volatility increases, and the … effect of volatility is more pronounced when market returns are neither high nor low. We therefore identify a distinct type …

idiosyncratic volatility, market integration, systematic turnover, and stock turnover and liquidity. Integration tests report that …

the volatility of natural gas trading …

construct a term structure of bitcoin implied volatility indices using a variance swap fair-value formula that is employed by … million option prices, we construct the bitcoin implied volatility indices with maturities from one week to three months … also examine the relationship between bitcoin's 30-day realised variance, volatility index and variance risk premium with …

and low prices which may be an important tool for short term traders and incorporated in volatility estimation, Also, the …

This paper investigates the behaviour of the volatility of returns in bond and stock markets for a sample of eight … countries using very long samples of data. Volatility has been high during episodes of economic and political turbulence, in … particular during the interwar period. Moreover, volatility has generally been high since the early 1970s …