Purpose Clean energy stocks are exhibiting signs of increasing volatility reflecting the varied and conflicting … NASDAQ clean energy stock returns volatility to the influences of external energy security elements including oil price …, respectively), which incorporate external energy security elements as exogenous variables, to estimate volatility models for clean …

(EO) and environmental hostility) and growth itself on small-firm volatility. The objective is to find out: first, whether … growth and volatility possess a similar nature; second, what are the predictors of small-firm volatility. Design … volatility. Specifically, the authors find that firm volatility is influenced by EO and environmental hostility. Growth also …

trading volume, bid-ask spread, Amihud illiquidity ratio, and price volatility between the two periods. Event study was … analysis was also applied by controlling for factors that might influence valuation, liquidity, and volatility. The standard … market liquidity deteriorated following the relaxation of the price floor. Third, the price volatility increased in the post …

Purpose – In this paper, the authors aim to investigate the return, volatility and correlation spillover effects … authors find evidence of return and volatility spillover effects from the crude oil market to the Indian industrial sectors …/value – This paper has empirical originality in investigating the return, volatility and correlation spillover effects from the …

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …

This paper documents law of one price violations in equity volatility markets. While tightly linked by no …

to intermediate bond markets, as in March 2020. Although yield volatility explains most of the variation in Treasury … than predicted by yield volatility alone. This is consistent with the existence of occasionally binding constraints on the …