seeks to find the relationship between R&D investments and stock return volatility in the United States through a multiple …&D investments and stock return volatility. This result has many implications for firms and their shareholders. The results of this …

This paper investigates the presence of day-of-the-week effect, returns volatility and analyzes the annual returns of …-day-of-the- week but indicate insignificant daily returns volatility in most of these Markets. The stock exchanges experienced enormous …

whether interest rate and stock market volatility play an additional role as recession indicators. Both risk-return analysis … and stock return volatility do not contribute systematically to the forecasting of recessions in the US using the NBER … definition, but do so, to some extent, when using the OECD dating. In Germany and Japan, using a variety of volatility indicators …

In this paper, we investigate the dynamic relationship between financial market volatility, macroeconomic fundamentals … and investor sentiment, employing a two-factor model to decompose volatility into a persistent long-run component and a … aggregate demand and supply cause an increase in the persistent component of both stock and bond market volatility, and that …

(Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by … emerging markets (Malaysia, India, Korea and Philippines). Results reveal that economic volatility, as measured by movement in … inflation, output growth, and interest rate, has weak predictor power on stock market volatility and returns. In line with the …