The Vega Factor: Oil Volatility and the Next Global Crisis
June 18, 2012
Product DescriptionHow oil volatility is affecting the global political scene, and where the oil market is headingThe world is rapidly moving towards an oil environment defined by volatility. The Vega Factor: Oil Volatility and the ... More >> The Vega Factor: Oil Volatility and the Next Global Crisis
Volatility and Price Discovery in Stock Markets: An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse
March 27, 2010
Product DescriptionUsing return series with various differencing intervals that are as short as half-hour and as long as two weeks, I investigate the short-term volatility accentuation in five equity markets: the Nasdaq Stock Marke... More >> Volatility and Price Discovery in Stock Markets: An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, […]