We show that realized volatility, especially the realized volatility of financial sector stock returns, has strong …, most importantly, can be exploited in real time. Current realized volatility has the most information content on the … market, we test for changes in the realized volatility of banks over a $50 billion threshold associated with more stringent …

turnover contributes to future realized volatility and market volume of these three markets. Our results support the evidence …

shows that, when a relationship exists, it is generally negatively correlated with the realized volatility of non …-energy commodities. Using realized volatility in the difference-in-difference model provides estimates that are inconsistent with other … products has put download pressure on realized volatility. …

We show that realized volatility, especially the realized volatility of financial sector stock returns, has strong …, most importantly, can be exploited in real time. Current realized volatility has the most information content on the … market, we test for changes in the realized volatility of banks over a $50 billion threshold associated with more stringent …

Realized volatility underestimates the variance of daily stock index returns by an average of 14 percent. This is … documented for a wide range of international stock indices, using the fact that the average of realized volatility and that of …

empirically inspect the behaviour of the respective realized volatility term structure. We believe that the discovered properties …

the cross country variations of realized volatility. Using this theoretical insight, two common factors, a "real" and a …