Related Books

Futures Trading Activity and Stock Price Volatility
Language: en
Pages: 36
Authors: Hendrik Bessembinder
Categories: Futures
Type: BOOK - Published: 1992 - Publisher:

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More on the Effect of Trading by Institutions on Stock Price Volatility
Language: en
Pages: 84
Authors: Frank K. Reilly
Categories: Institutional investments
Type: BOOK - Published: 1977 - Publisher:

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Trading Activity and Stock Price Volatility
Language: en
Pages: 39
Authors: Roger D. Huang
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Analysis of FTSE 100 stock transactions data reported by the London Stock Exchange shows that trade frequency and average trade size impact price volatility for
A Primer on Program Trading and Stock Price Volatility
Language: en
Pages: 64
Authors: Gregory Duffee
Categories: Program trading (Securities)
Type: BOOK - Published: 1990 - Publisher:

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Beast on Wall Street
Language: en
Pages: 170
Authors: Robert A. Haugen
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: Pearson

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It is now abundantly clear that stock volatility is a contagious disease that spreads virulently from market to market around the world. Price changes in one ma