(EO) and environmental hostility) and growth itself on small-firm volatility. The objective is to find out: first, whether … growth and volatility possess a similar nature; second, what are the predictors of small-firm volatility. Design … volatility. Specifically, the authors find that firm volatility is influenced by EO and environmental hostility. Growth also …

trading volume, bid-ask spread, Amihud illiquidity ratio, and price volatility between the two periods. Event study was … analysis was also applied by controlling for factors that might influence valuation, liquidity, and volatility. The standard … market liquidity deteriorated following the relaxation of the price floor. Third, the price volatility increased in the post …

Purpose – In this paper, the authors aim to investigate the return, volatility and correlation spillover effects … authors find evidence of return and volatility spillover effects from the crude oil market to the Indian industrial sectors …/value – This paper has empirical originality in investigating the return, volatility and correlation spillover effects from the …

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …

This paper documents law of one price violations in equity volatility markets. While tightly linked by no …

to intermediate bond markets, as in March 2020. Although yield volatility explains most of the variation in Treasury … than predicted by yield volatility alone. This is consistent with the existence of occasionally binding constraints on the …