This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market … regressions with fixed effects, we find that foreign ownership decreases the volatility of stock returns. However, the stabilizing … impact of foreign ownership on stock return volatility becomes weaker in large firms since the coeffcient of the interaction …

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 …

We examine the relation between exchange rate variability and stock return volatility for U.S. multinational firms and … switch from fixed to floating exchange rates, we find a significant increase in volatility of monthly stock returns … corresponding to the period of increased exchange rate variability, even relative to the increase in stock return volatility for …

employment, producer price index (PPI) and consumer price index (CPI) reports. The results confirm the hypothesis that implied … volatility increases prior to the macroeconomic news release and drops after the announcement in both markets. This implies that … macroeconomic news releases, the employment report has the largest impact on uncertainty …