Volatility

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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 better market design and a more effective use of electronic technology? Featuring insights from an inte...

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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 better market design and a more effective use of electronic technology? Featuring insights from an inte...

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  • Formats: pdf
  • ISBN: 9781441914743
  • Publication Date: 18 Nov 2010
  • Publisher: Springer US
  • Product language: English
  • Drm Setting: DRM