This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …

valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely … Australian markets which show that this model improves high frequency volatility forecasts. This is most evident for news which …

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 …

This study analyzes the association between the degree of international involvement (DOI) and risk. Both systematic … risk (measured by the market model beta) and total rishk (measured by variance of return) are analyzed. Betas of fully … deverase as DOI increases (hypothesis). While total risk might be decreased due to the diversification provided by increasing …