We study a special form of securities market circuit breaker, i.e., European volatility interruptions. Instead of halt … limit hits. Based upon approximately 1,800 Xetra volatility interruption events from 01/2009 to 01/2012, we empirically … trading. We find that volatility interruptions dissolve on average 36 percent of the pre-interruption price uncertainty. In …

effectiveness to manage excess volatility and to preserve liquidity. Specifically, we empirically analyze volatility and liquidity … around volatility interruptions implemented on the German and Spanish stock market which differ regarding specific design … parameters. We find that volatility interruptions in general significantly decrease volatility in the post interruption phase …

the influence of volatility asymmetries caused by the Taiwanese government's naked short sale restrictions. Intraday data … asymmetric volatility. However, asymmetric volatility of middle and small sized stocks decreases around the naked short sale ban …

with the US stock market volatility during the pandemic period. Using the wavelet coherence analysis, we first find that … there is a positive relationship between the volatility and death tolls. Second, while in the short term the sizable … volatility have a negative relationship. Finally, the monetary policy and the volatility have much stronger coherency than the …

in the volatility, from the largest market of Saudi Arabia to Qatar and the two markets in the UAE, which confirms that …

asymmetric volatility responses, while Nepal exhibits an inverted asymmetric volatility response, and in contrast Sri Lanka … linkages and fundamental forces driving return volatility in the SAARC (South Asian Association for Regional Cooperation … Bangladesh and Nepal, in contrast, lack both global and regional integration. We find limited evidence of neighborhood (India …