We exploit cross-sectional variation in the predictable changes in asset volatility following corporate acquisitions to … strongly predicted by expected asset volatility changes estimated using pre-merger information. These capital structure … in a firm's asset volatility corresponds to a 7.5 percentage point increase in leverage …

volatility of stock returns, paying attention to how the institutional setting differs from that in typical 'western' markets. We … first demonstrate that the volatility of Chinese stock returns is more pervasive and persists for longer than is typical in … developed markets. We then provide empirical evidence that high volatility persistence is likely, in part, to reflect the …

This paper examines the impacts of dividend policy and ownership structure on stock price volatility in the Vietnamese … market. The study also tests for the moderating effect of foreign/state ownership on the dividend policy–price volatility … robust results indicate that dividend yield mitigates stock price volatility in the emerging market of Vietnam. The price …

This study finds that aggressive tax strategies adopted by a firm affect idiosyncratic stock return volatility … associated with higher levels of idiosyncratic stock volatility. Uncertainty associated with tax strategies may result due to … surrounding a firm influence the relation between idiosyncratic volatility and effective tax rates …