causes the inflation rate and inflation volatility to decline. More monetary independence does not affect inflation, growth … and volatility. …

, the main objective of this paper is to test whether overconfidence bias can explain excessive volatility witnessed during … asymmetric effect of volatility for all equity market indexes. The relation between excessive trading volume of overconfident … investors and excessive prices volatility is then estimated. The results indicate that conditional volatility is positively …

We study how asymmetric information affects market volatility in a linear setup where the outcome is determined by …

liquidity and volatility. To identify causality, we rely on the unique design of this tax that is imposed only on large French … measures of liquidity, such as price impact, and no significant effect on volatility. The results are robust if we rely on …

-2011. To identify the components of discretionary expenditure, we use the volatility and persistence properties of the …

The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC … market volatility, especially in Mexico. …

direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in volatility and trading volume. However …