recommendations have on returns and also on volatility instead of the traditional literature that focuses only in the impact on prices … Norden (1997) and we have found two states of low and high volatilities. Thus, we can measure the volatility generated by the … high volatility increases when a Financial Analyst issues a new recommendation …

stock exchange market. We analyze the impact of such halts on the main market factors: return, volatility and volume. Our …

to judge the market volatility during the period of Quarterly results announcements. For the fulfillment of these … extent quarterly reporting of constituents of sectoral indices have laid their impact on sensex. To see the market volatility …

This study examines stock price volatility effects of the insiders trading in Istanbul Stock Exchange. Our results … indicate that insider trading significantly affects stock price volatility during and after the trade. Sub-sample analyses show …, and trades that follow contrarian pattern causes in the more volatility after the trade period. These results indicate …

, but consistent with the results of studies for developed equity markets. The volatility effect appears to be growing …. Finally, we find that the volatility effect in emerging markets is only weakly related to that in developed equity markets …

This paper examines the impact of MIB30 Index Futures on the volatility of the Italian Stock Exchange. The results … suggest that the onset of futures trading may have led to diminished daily volatility. They also suggest that the nature of … the volatility itself has not changed between the pre-futures and post-futures periods although a lower volatility is …