This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market over ten years (2008 - 2017). After applying the fixed effects regressions and the extended instrumental variable regressions with fixed effects, we find that foreign ownership...

This paper investigates the role of corporate board size and board independence on the volatility of stock returns of Ghanaian-listed firms. A sample of 22 listed firms on the Ghana Stock Exchange was used, between 2011 and 2019. The study adopted the panel-corrected standard error (PCSE)...

In this paper, we analyze the return-volatility relation for the New Third Board market in China. Various properties for cross sectional (daily and weekly) returns and volatility are obtained and interpreted. The cross sectional return-volatility relations are analyzed at weekly frequency and...