Purpose Clean energy stocks are exhibiting signs of increasing volatility reflecting the varied and conflicting … NASDAQ clean energy stock returns volatility to the influences of external energy security elements including oil price …, respectively), which incorporate external energy security elements as exogenous variables, to estimate volatility models for clean …

(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 …

exchange rate volatility as a determinant of banks' performance. In recent years, the exchange rate has been volatile in the … profitability. Estimation of econometric model using panel data by random effects indicated that exchange rate volatility has a … negative and statistically significant effect on banks' capital return ratio. Exchange rate volatility is also a determinant in …

are found. Over time, the underlying payoffs randomly change, i.e. display some volatility , which leads agents to react …-run invariant behavior and obtain the following conclusions: (a) Only if payoff volatility is not too high can the society sustain a … dense social network. (b) The social architecture endogenously responds to increased volatility by becoming more cohesive …