, the author argues that there is a relationship between HFT, increased market volatility, fall in trading activity …

change was observed both in the correlation and volatility levels for specific market segments, as well as in the market …

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 …

, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results …, asymmetrical and elevated volatility levels ensue, with a higher probability of profit than losses of the same magnitude. However …, results are less visible when one looks at the causality relation between herding and market volatility. This paper …