price returns, abnormal returns and volatility are used to compare the significance of differences for pre‐and post … GARCH (1,1) model is also applied and found to be a more sensitive instrument on justifying trading halts. Justification for … attention is drawn to GARCH methodologies that show superior ability for detecting changes in stock characteristics.  …

by examining the information contents of their respective ex‐post conditional volatility measures. The two markets are … said to be integrated if the conditional volatility terms of one market do not contain incremental information for the ex …‐post conditional volatility of another market. Our empirical results showed no evidence of the ex‐post returns of the direct real …

This paper examines the clustering of return volatility within industries by comparing the short‐run responses of stock … release of macroeconomic news and consequently different degrees of return volatility clustering: strongest in General …

tracked as well as evaluated the effects of the program on the volatility of the Malaysian bank stock returns. It was found … persistency positive risk returns tradeoff and asymmetrical news effects in the bank stocks before the announcement. After the …

risk issue. Best practice in managing a range of non‐financial risks requires companies to develop an adaptive and …

corporate risk in general and at the context in which CRE decisions are made. Next, the types of risk generally inherent in CRE …, physical and regulatory CRE risks. Possible risk management strategies are offered, to reduce the risks associated with CRE … accounting for risk in corporate real estate management (CREM) are provided. The discussion of the risks inherent in CRE usage …

The representation of ‘the child’ within children's services and the representations of ‘risk’ and its management have …

This paper provides some additional empirical evidence on the effect of exchange‐rate volatility on exports. The … novelties of the study include: a regime‐switching model in conditional volatility is employed to better capture the exchange …