Sentence examples for return volatility from inspiring English sources

Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility.

Following prior research, we measure information uncertainty using IPO underpricing and post-IPO equity return volatility.

The motivation of this study is to enhance the ability of GARCH models in forecasting the return volatility.

We follow a multivariate GARCH approach to model the dynamics of monthly price return volatility in international and domestic markets.

We also find slightly higher stock return volatility and a small reduction in liquidity when naked short sales are allowed.

Third, Vega is measured as the partial derivative of the manager's equity portfolio with respect to return volatility.

Furthermore, the performance of firms in financial distress and with high leverage, high stock-return volatility, low cash holdings, high growth, and high research and development (R&D) expenses can suffer from the mandatory rule of increased board independence.

The pricing difference between markets is affected by market returns, volatility and spreads.

Instead, he focuses on asset allocation and on expected returns, volatility and correlations of specific asset classes over long periods.

These findings are in line with the negligible amount of volatility clustering exhibited by the daily returns' volatility graph.

Panel B of Tables 7 and 8 reports the results about conditional variance equation in which impact of exchange rate volatility & interest rate volatility on both indices' stock returns volatility is examined.