volatility index (VIX). I find a significant negative contemporaneous relationship between changes in VIX and both news sentiment … between previous and current period changes in implied volatility and stock returns, while current period and lagged news … strategy whereby high (low) levels of implied volatility signal attractive opportunities to take long (short) positions in the …

-wide volatility. A vocal set of market participants insist that LETF-related trading causes excess volatility and manipulates prices … stocks, increases their volatility, and that some of this impact is reversed in the first hour of the next day. The impact is …

risky assets. The daily stock returns at Macedonian Stock Exchange (MSE) are characterized by high volatility and non …-Gaussian behaviors as well as they are extremely leptokurtic. The analysis of MSE time series stock returns determine volatility …

return is a significant determinant of every sector's return and/or return volatility, (iii) oil effects are asymmetric for … oil returns above and below the thresholds, (iv) asymmetry is stronger when oil return volatility is greater, (v …

respect to both returns and volatility. We also find evidence supportive of Hong and Stein's (2003) Investor Heterogeneity …

, credit risk and implied volatility, have high explanatory power in regard to stock returns. Especially the returns of …