ON THE RATIONALITY OF COMMON STOCK RETURN VOLATILITY

Financial Review ◽

10.1111/j.1540-6288.1986.tb01131.x ◽

1986 ◽

Vol 21 (4) ◽

pp. 355-382

Author(s):

Ehud I. Ronn

Keyword(s):

Stock Return ◽

Common Stock ◽

Return Volatility ◽

Stock Return Volatility

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Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets

10.2469/dig.v42.n2.44 ◽

2012 ◽

Vol 42 (2) ◽

pp. 56-58

Author(s):

Johann U. de Villiers

Keyword(s):

Emerging Markets ◽

Stock Return ◽

Foreign Ownership ◽

Return Volatility ◽

Stock Return Volatility

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The Uncertainty of Non-Accounting Information in Analysts' Forecasts and Stock Return Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.1105632 ◽

2008 ◽

Author(s):

Yaowen Shan ◽

Stephen L. Taylor ◽

Terry Walter

Keyword(s):

Stock Return ◽

Accounting Information ◽

Return Volatility ◽

Stock Return Volatility

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Ownership Determinants of Stock Return Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2599488 ◽

2015 ◽

Author(s):

HHkan Jankensggrd ◽

Anders Wilhelmsson

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility

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The Effects of Ownership on the Stock Return Volatility : Evidence from Korea

Journal of Industrial Economics and Business ◽

10.22558/jieb.2019.12.32.6.2109 ◽

2019 ◽

Vol 32 (6) ◽

pp. 2109-2132

Author(s):

Hee-Seog Kim ◽

Kyung-Shick Cho

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility

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Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility

2020 IEEE International Conference on Big Data (Big Data) ◽

10.1109/bigdata50022.2020.9378134 ◽

2020 ◽

Author(s):

Matthew Caron ◽

Oliver Muller

Keyword(s):

Stock Return ◽

Soft Information ◽

Return Volatility ◽

Stock Return Volatility

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Investor Sentiment Sensitivity and Stock Return Volatility

The Korean Data Analysis Society ◽

10.37727/jkdas.2021.23.3.1097 ◽

2021 ◽

Vol 23 (3) ◽

pp. 1097-1108

Author(s):

Hyung Chu Lee

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Volatility ◽

Stock Return Volatility

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Foreign Equity Trading and Average Stock-Return Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2009920 ◽

2012 ◽

Author(s):

Mehmet Umutlu ◽

Levent Akdeniz ◽

Aslihan Altay Salih

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility ◽

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News, Trading, and Stock Return Volatility

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch20 ◽

2009 ◽

pp. 377-403 ◽

Author(s):

Vladimir Zdorovtsov

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility

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Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models

Journal of Finance and Economics ◽

10.12691/jfe-6-5-5 ◽

2018 ◽

Vol 6 (5) ◽

pp. 193-200

Author(s):

Edwin Moyo ◽

Antony Gichuhi Waititu ◽

Antony Ngunyi

Keyword(s):

Trading Volume ◽

Stock Return ◽

Return Volatility ◽

Stock Return Volatility

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Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2017.09.030 ◽

2018 ◽

Vol 492 ◽

pp. 168-180 ◽

Author(s):

Zhiyuan Pan ◽

Li Liu

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility

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