250-day time window were investigated by measuring realized stock returns and realized volatility. We examined the normal … distribution and frequency distribution for both daily stock returns and volatility. We also determined the beta-coefficient and …. We compared the stock volatility and stock returns for specific time periods i.e., non-crisis, before crisis and during …

This paper examines the impact of volatility-based fund classification on portfolio performance. Using historical data … on equity indices, we find that a strategy based on long-term portfolio volatility, as is imposed by the Synthetic Risk … mean returns, but significantly lower SRs for the volatility-based strategies. This evidence suggests that neither the …

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 …