breakers is necessary to ensure their effectiveness. In doing so, we analyze 2,337 volatility interruptions on Deutsche Boerse … and research whether a volume migration and an accompanying volatility spillover to alternative venues that continue … decreases during circuit breakers on the main market and we do not find any evidence for volatility spillover. Moreover, we show …

University of Hong Kong Business School).Trading venues have adopted volatility interruption measures to protect investors from … extreme price gyrations and disorderly markets. Among such measures, Volatility Control Mechanisms (VCMs) are implemented …

returns and increased volatility on the UK stock market. …

substantial volatility. Among them, macro-control policies and transaction cost adjustments are a double-edged sword, which should …

Various macroeconomic announcements are known to influence asset price volatility. While contemplating the impact of a … statistically significant impact on the Treasury futures market. The occurrence of an auction, which increases supply in the … underlying cash market, pushes futures prices lower and volatility higher. Conversely, a higher bid-to-cover ratio, which …

data will better reflect the real volatility. This study also measures volatility of both conventional and Islamic stocks …

volatility of common stocks at the market, industry and firm levels. We find market volatility, on average, is the highest while … firm volatility tends to lead to market and industry volatility series. None long-term trend time series behaviour exists … for all three volatility series and firm volatility is best described by an autoregressive process with regime shifts …