volatility connectedness among the GameStop stock, the U.S. stock market, and the novel market-wide and sectoral short … of return and volatility spillovers from other companies shorted in the market. This result agrees with a view that short …

This paper investigates the asymmetric volatility behavior of Nepalese stock market including the spillover effects … from the US and Indian equity markets. We model asymmetric volatility within generalized autoregressive conditional … compared to the results in other international equity markets: positive shocks increase volatility by more than negative shocks …

economic aspects of the world. This study investigated the Islamic stock market's reaction and changes in volatility before and … nine different markets around the globe. To examine changes in volatility and persistence of risk, the generalized … hand, the volatility of Islamic stock indices was substantially amplified after the global health crisis was declared by …

in order to investigate the volatility in either of the index. The results of GARCH (1, 1) suggest that the impact of the … previous day volatility in both the spot and future index has impact on the current day volatility. The future market price … volatility has more prominent role to explain the spot market prices as compared to that of the explanatory power of the future …

volatility, and other non-cap-weighted indices such as high dividend yield, high quality, high and low beta or equal …

fractional integration in sectoral returns (and their volatility measures) at Jordan's Amman stock exchange (ASE). Empirical … suggest that all sectoral returns at ASE exhibit short memory. However, in the case of volatility measures, we found evidence … the presence of long memory, we tested the volatility measures for presence of structural breaks. We found that long …

, high volatility, and high sensitivity. Interestingly, the study documents that in the Indian market investor attention is …