Volatility Risk and Uncertainty in Financial Markets /

Volatility is very much with us in today's equity markets. Day-to-day price swings are often large and intra-day volatility elevated, especially at market openings and closings. What explains this? What does this say about the quality of our markets? Can short-period volatility be controlled by...

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Korporativní autor: SpringerLink (Online service)
Další autoři: Schwartz, Robert A. (Editor, http://id.loc.gov/vocabulary/relators/edt), Byrne, John Aidan. (Editor, http://id.loc.gov/vocabulary/relators/edt), Colaninno, Antoinette. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Médium: Elektronický zdroj E-kniha
Jazyk:English
Vydáno: New York, NY : Springer US : Imprint: Springer, 2011.
Vydání:1st ed. 2011.
Edice:Zicklin School of Business Financial Markets Series
Témata:
On-line přístup:https://doi.org/10.1007/978-1-4419-1474-3
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Obsah:
  • Preface
  • Conference sponsors
  • List of participants
  • Intra-Day Volatility: The Empirical Evidence
  • Opening Address: Reto Francioni, CEO, Deutsche Boerse
  • Mid-Day Address: Robert Engle, Nobel Laureate 2003
  • Volatility and Technology
  • Volatility and Market Structure
  • Implications for Trading
  • Closing Dialog: Robert Greifeld, CEO, The NASDAQ OMX Group, with Erin Burnett, Anchor and Reporter, CNBC
  • Participant Biographies
  • Index.