Volatility
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Corporate Authors: | |
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Group Author: | ; ; ; |
Published: |
Springer,
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Publisher Address: | New York London |
Publication Dates: | 2011. |
Literature type: | Book |
Language: | English |
Series: |
Zicklin School of Business Financial Markets series |
Subjects: | |
Online Access: |
http://dx.doi.org/10.1007/978-1-4419-1474-3 |
Carrier Form: | 1 online resource (xvi, 137 p.): |
ISBN: |
9781441914743 (electronic bk.) 1441914749 (electronic bk.) |
Index Number: | F830 |
CLC: | F830.91 |
Contents: |
Includes bibliographical references. Volatility; Contents; List of Participants; Conference Sponsors; Preface; CHAPTER 1: INTRADAY VOLATILITY: THE EMPIRICAL EVIDENCE; CHAPTER 2: OPENING ADDRESS: RETO FRANCIONI; CHAPTER 3: WHAT IS HAPPENING WITH FINANCIAL MARKET VOLATILITY AND WHY?; CHAPTER 4: VOLATILITY AND TECHNOLOGY; CHAPTER 5: VOLATILITY AND MARKET STRUCTURE; CHAPTER 6: IMPLICATIONS FOR TRADING; CHAPTER 7: CLOSING DIALOG: SANDY FRUCHER AND ERIN BURNETT; CHAPTER 8: ACCENTUATED INTRADAY STOCK PRICE VOLATILITY; Participant Biographies. 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? And can short-period volatility be controlled by better market design and a more effective use of electronic technology? Featuring insights from an international array of prominent academics, financial markets experts, policymakers and journalists, this book addresses these and other questions concerning this timely topic. In so doing, we seek dee. |