implied volatility spread and subsequent stock return volatility around open-market share repurchase events. We concluded that … research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not … option traders have private information on the volatility of stock returns and superior information processing ability that …

economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet …), conditional heteroscedastic volatility models, and multiple news shocks are suitable for forecasting the volatility of the … Malaysian tourist industry. Among them, three primarily volatility models (GARCH, EGARCH, and GJRGARCH) are used in conjunction …