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...

Table of Contents:

• 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.