return volatility. Further, our results do not support the argument that a larger investor response to Street earnings might …

and the influences of volatility. Using a sample of 46 stocks listed in the Stock Exchange of Thailand, in this paper, an … event study technique is developed considering idiosyncratic volatility to analyze the reactions of stock prices and market … volatility in Thailand during the period of the pandemic. The empirical results suggest that most securities in the Thai stock …

volatility series are being tested for significant reactions to the Brexit event. The results indicate mixed results regarding … the abnormal cumulative return series, but the volatility series were found to be significantly affected by the mentioned …