Volatility Risk and Uncertainty in Financial Markets /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Schwartz, Robert A. (Editor), Byrne, John Aidan (Editor), Colaninno, Antoinette (Editor)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2011.
• Series: Zicklin School of Business Financial Markets Series
• Subjects: Finance.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.

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...