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It appears that volatility in equity markets is asymmetric: returns and conditional volatility are negatively correlated. We provide a unified framework to simultaneously investigate asymmetric volatility at the firm and the market level and to examine two potential explanations of the asymmetry: leverage effects and time-varying risk premiums. Our empirical application uses the market portfolio and portfolios with different leverage constructed from Nikkei 225 stocks, extending the empirical evidence on asymmetry to Japanese stocks. Although volatility asymmetry is present and significant at the market and the portfolio levels, its source differs across portfolios. We find that it is important to include leverage ratios in the volatility dynamics but that their economic effects are mostly dwarfed by the volatility feedback mechanism. Volatility feedback is enhanced by a phenomenon that we term covariance asymmetry: conditional covariances with the market increase only significantly following negative market news. We do not find significant asymmetries in conditional betas.

Asymmetry (Linguistics)

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Facial Asymmetry --- Bone Conduction

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Chicks. --- Development. --- Lateralization. --- Motor asymmetry. --- Pigeons. --- Visual asymmetry.

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In this volume, we approach the phenomenon of slavery and other types of strong asymmetrical dependencies from two methodologically and theoretically distinct perspectives: semantics and lexical fields. Detailed analyses of key terms that are associated with the conceptualization of strong asymmetrical dependencies promise to provide new insights into the self-concept and knowledge of pre-modern societies. The majority of these key terms have not been studied from a semantic or terminological perspective so far. Our understanding of lexical fields is based on an onomasiological approach – which linguistic items are used to refer to a concept? Which words are used to express a concept? This means that the concept is a semantic unit which is not directly accessible but may be manifested in different ways on the linguistic level. We are interested in single concepts such as ‘wisdom’ or ‘fear’, but also in more complex semantic units like ‘strong asymmetrical dependencies’. In our volume, we bring together and compare case studies from very different social orders and normative perspectives. Our examples range from Ancient China and Egypt over Greek and Maya societies to Early Modern Russia, the Ottoman Empire and Islamic and Roman law.

HISTORY / Medieval. --- Slavery. --- asymmetry. --- serfdom.

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Asymmetries. --- Asymmetry. --- Brain. --- Hemisphere. --- Human.