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

the volatility effects associated with regularly scheduled US Federal Reserve quantitative easing (QE) announcements …, using high-frequency returns data. We find significant and substantial increases of stock market volatility immediately … increase in volatility is largest when the market is provided with forewarning of an announcement. Unexpected announcements …

around news releases increases the post-announcement stock return volatility, whereas institutional investor attention has a … small but negative impact on volatility on days following news releases on average over the cross-section of companies …

stock volatility, taking into consideration the potential moderating role of the firm’s ESG standing. Second, having … positively confirmed a correlation between ESG-related news and stock volatility, we explore whether ESG disclosure timing is … experiencing higher price volatility. This evidence suggests that managers refrain from fueling market instability with the …