Alternative strategies for predicting stock market volatility are examined. In out-of-sample forecasting experiments implied-volatility information, derived from contemporaneously observed option prices or history-based volatility predictors, such as GARCH models, are investigated, to determine...

This paper examines market reaction to international dual listings. The sample consists of the only six (6) firms that cross-listed their equity abroad and which are also listed in the Nigerian Stock Exchange. The market reaction to a cross-listing program is positive and seen as a welcoming...