into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

incremental information about the future market-level volatility in Australia. We analyze daily equity returns data from 2 January …This paper examines whether the firm-level and the industry-level cross-sectional volatility (CSV) contains any … 1992 to 31 May 2004. Using a conditional volatility framework that allows for excess kurtosis in returns, we find that CSV …

' of Australian cities. The paper demonstrates that there is wide spatial variability in the vulnerability of Australia …

Pacific countries including Australia, New Zealand, SouthKorea, Singapore, Hong Kong, Taiwan, India and Thailand. The study is … growthand exchange rate and positively affect inflation and interest rates. On the other hand, oilpoor nations such as Australia …

industry groups are likely to have different exposures to an oil factor, particularly in Australia. In the formal tests, we …