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List of 20+ research paper on stock market volatility

By 5 Mins Read

1 Stock Market Volatility and Macroeconomic Fundamentals

  • Author: kenaninstitute.unc.edu
  • Published: 04/11/2022
  • Review: 4.87 (764 vote)
  • Summary: We formulate models with the long-term component driven by inflation and industrial production growth that are at par in terms of pseudo out-of-sample 
  • Detail: https://kenaninstitute.unc.edu/publication/stock-market-volatility-and-macroeconomic-fundamentals/

2 Forecasting Method of Stock Market Volatility Based on … – Hindawi

  • Author: hindawi.com
  • Published: 11/07/2021
  • Review: 4.61 (565 vote)
  • Summary: This article aims to study the forecasting methods of stock market volatility, by integrating multiparty data, in-depth analysis of the direction of data 
  • Detail: https://www.hindawi.com/journals/wcmc/2022/6344064/

3 Impact of the COVID-19 Pandemic on China’s Stock Market Volatility

  • Author: frontiersin.org
  • Published: 12/30/2021
  • Review: 4.53 (350 vote)
  • Summary: · There is a proliferation of papers investigating its sudden impact on the stock market with most of their perspectives suggesting that the 
  • Detail: https://www.frontiersin.org/articles/10.3389/fpubh.2022.810102/full

4 Policy News and Stock Market Volatility – IDEAS/RePEc

  • Author: ideas.repec.org
  • Published: 07/07/2022
  • Review: 4.39 (207 vote)
  • Summary: Policy news is another major source of volatility: 35 percent of EMV articles refer to Fiscal Policy (mostly Tax Policy), 30 percent discuss Monetary Policy, 25 
  • Detail: https://ideas.repec.org/p/nbr/nberwo/25720.html

5 Exchange Rate Volatility and its Effect on Stock Market Volatility

  • Author: epublications.marquette.edu
  • Published: 11/25/2021
  • Review: 4.11 (566 vote)
  • Summary: This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility 
  • Detail: https://epublications.marquette.edu/econ_fac/582/

6 Policy news and stock market volatility

  • Author: siepr.stanford.edu
  • Published: 09/25/2021
  • Review: 3.83 (562 vote)
  • Summary: We create a newspaper based tracker of Equity Market Volatility (EMV), counting the frequency of newspaper articles containing key terms about the (E)conomy 
  • Detail: https://siepr.stanford.edu/publications/working-paper/policy-news-and-stock-market-volatility

7 Financial Market Volatility: A Survey – JSTOR

  • Author: jstor.org
  • Published: 03/08/2022
  • Review: 3.77 (329 vote)
  • Summary: This paper was written while he was a Visiting Scholar in the Research Department. The author has benefited from discussions with Donald J. Mathieson and
  • Detail: https://www.jstor.org/stable/3867159

8 Stock market volatility Latest Research Papers – ScienceGate

  • Author: sciencegate.app
  • Published: 08/30/2022
  • Review: 3.54 (584 vote)
  • Summary: The paper aims to examine the nonlinear asymmetric relationship among the implied volatility indices of the Indian stock market, gold, and oil for the 
  • Detail: https://www.sciencegate.app/keyword/188572

9 The impact of COVID-19 shocks on the volatility of stock markets in

  • Author: tandfonline.com
  • Published: 05/15/2022
  • Review: 3.19 (531 vote)
  • Summary: This research study presents empirical support for the TGARCH specification for explaining the daily time dependence in the rate of information arrival to the 
  • Detail: https://www.tandfonline.com/doi/full/10.1080/1331677X.2021.1936112

10 Stock Market Volatility Explained – The Motley Fool

  • Author: fool.com
  • Published: 07/04/2022
  • Review: 3.02 (432 vote)
  • Summary: But for long-term investors who tend to hold stocks for many years, the day-to-day movements of those stocks hardly matters at all. Volatility is just noise 
  • Detail: https://www.fool.com/investing/how-to-invest/stocks/stock-market-volatility/

11 An empirical examination of investor sentiment and stock market

  • Author: jfin-swufe.springeropen.com
  • Published: 10/23/2021
  • Review: 2.94 (162 vote)
  • Summary: · Yang and Copeland (2014) found that the investor sentiment index has a long-term and short-term asymmetrical impact on volatility. They 
  • Detail: https://jfin-swufe.springeropen.com/articles/10.1186/s40854-020-00198-x

12 The News about Equity Market Volatility Is Changing | NBER

  • Author: nber.org
  • Published: 06/17/2022
  • Review: 2.78 (128 vote)
  • Summary: The researchers classified the EMV articles into about 30 categories of factors that influence volatility. These included 10 related to general economic factors 
  • Detail: https://www.nber.org/digest/jun19/news-about-equity-market-volatility-changing

13 Foresight for stock market volatility – a study in the Indian perspective

  • Author: emerald.com
  • Published: 03/01/2022
  • Review: 2.64 (70 vote)
  • Summary: Keywords Volatility, GARCH, Variance, P-GARCH. Paper type Research paper. 1. Introduction. Stock market of any economy is a barometer for measuring their 
  • Detail: https://www.emerald.com/insight/content/doi/10.1108/FS-05-2019-0040/full/pdf%3Ftitle%3Dforesight-for-stock-market-volatility-a-study-in-the-indian-perspective

14 The Volatility of Stock Market Prices – Science

  • Author: science.org
  • Published: 01/06/2022
  • Review: 2.49 (55 vote)
  • Summary: If the volatility of stock market prices is to be understood in terms of the efficient markets hypothesis, then there should be evidence that true 
  • Detail: https://www.science.org/doi/10.1126/science.235.4784.33

15 Stock Market – Publications – Faculty & Research

  • Author: hbs.edu
  • Published: 03/02/2022
  • Review: 2.5 (194 vote)
  • Summary: Using new employer-employee matched data, this paper investigates the impact of uncertainty, as measured by idiosyncratic stock market volatility, 
  • Detail: https://www.hbs.edu/faculty/research/publications/Pages/default.aspx%3Fq%3DStock%2520Market

16 How to Handle Volatility – Morgan Stanley

  • Author: morganstanley.com
  • Published: 06/23/2022
  • Review: 2.39 (177 vote)
  • Summary: Market volatility can increase or decrease depending on where we are in the business cycle. Here’s why this shouldn’t worry long-term investors
  • Detail: https://www.morganstanley.com/articles/how-to-handle-volatility

17 COVID-19 and stock market volatility: An industry level analysis

  • Author: sciencedirect.com
  • Published: 02/24/2022
  • Review: 2.36 (184 vote)
  • Summary: COVID-19 has had significant impact on US stock market volatility. This study focuses on understanding the regime change from lower to higher volatility 
  • Detail: https://www.sciencedirect.com/science/article/pii/S1544612320311843

18 Stock Market Volatility: Inflation Strikes Again – Charles Schwab

  • Author: schwab.com
  • Published: 10/29/2021
  • Review: 2.24 (131 vote)
  • Summary: U.S. stocks: Volatility likely to persist · Bonds: Yields rising · Global stocks: Rate hikes abound · Trading takeaways: Bearish signals · What should long-term 
  • Detail: https://www.schwab.com/learn/story/market-volatility

19 Stock market volatility: an evaluation – Semantic Scholar

  • Author: semanticscholar.org
  • Published: 04/15/2022
  • Review: 2.14 (131 vote)
  • Summary: ehaviour of stock market is uncertain, volatile and probabilistic although it is related with the major macroeconomic indicators of the economy
  • Detail: https://www.semanticscholar.org/paper/STOCK-MARKET-VOLATILITY%253A-AN-EVALUATION-Bhowmik/a87dbc06f848361d4a6461feef60020b3b6af586

20 Why Are Financial Markets So Volatile? | Chicago Booth Review

  • Author: chicagobooth.edu
  • Published: 09/25/2021
  • Review: 1.89 (90 vote)
  • Summary: · Chicago Booth’s Samuel Hartzmark and Boston College’s David H. Solomon, in a study of data from 1926 to 2020, find that the stock market tended 
  • Detail: https://www.chicagobooth.edu/review/why-are-financial-markets-so-volatile

21 Testing volatility and relationship among BRICS stock market returns

  • Author: link.springer.com
  • Published: 12/28/2021
  • Review: 1.82 (172 vote)
  • Summary: · This study deals with the statistical test of GARCH family model and ARDL model. GARCH model shows that the stock market of Russia and India are 
  • Detail: https://link.springer.com/article/10.1007/s43546-022-00267-6

22 The predictive power of stock market’s expectations volatility – PLOS

  • Author: journals.plos.org
  • Published: 03/07/2022
  • Review: 1.79 (182 vote)
  • Summary: · These indices have historically been the object of research due to their demonstrated capacity to represent the fear of financial markets and 
  • Detail: https://journals.plos.org/plosone/article%3Fid%3D10.1371/journal.pone.0250846

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