Zicklin School of Business Financial Markets Series

Volatility

Risk and Uncertainty in Financial Markets

Editors: Schwartz, Robert A., Byrne, John Aidan, Colaninno, Antoinette (Eds.)

  • Tackles the timely issue of market volatility, set against the backdrop of the financial/economic crisis
  • Features insights from prominent academics, practitioners, policymakers and journalists
  • Provides US and international coverage
see more benefits

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-1-4419-1474-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-1-4419-1473-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $199.00
price for USA
  • ISBN 978-1-4614-2761-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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 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, the book addresses these and other questions concerning this timely topic. In so doing, we seek deeper knowledge of the dynamic process of price formation, and of the market structure and regulatory environment within which our markets function.

 

The Zicklin School of Business Financial Markets Series presents the insights emerging from a sequence of conferences hosted by the Zicklin School at Baruch College for industry professionals, regulators, and scholars. Much more than historical documents, the transcripts from the conferences are edited for clarity, perspective and context; material and comments from subsequent interviews with the panelists and speakers are integrated for a complete thematic presentation. Each book is focused on a well delineated topic, but all deliver broader insights into the quality and efficiency of the U.S. equity markets and the dynamic forces changing them.

Table of contents (8 chapters)

  • Intraday Volatility: The Empirical Evidence

    Sarkar, Asani (et al.)

    Pages 1-18

  • Opening Address: Reto Francioni

    Francioni, Reto

    Pages 19-28

  • What Is Happening With Financial Market Volatility and Why?

    Engle, Robert

    Pages 29-45

  • Volatility and Technology

    Tabb, Larry (et al.)

    Pages 47-64

  • Volatility and Market Structure

    Martell, Terrence (et al.)

    Pages 65-83

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-1-4419-1474-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-1-4419-1473-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $199.00
price for USA
  • ISBN 978-1-4614-2761-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Volatility
Book Subtitle
Risk and Uncertainty in Financial Markets
Editors
  • Robert A. Schwartz
  • John Aidan Byrne
  • Antoinette Colaninno
Series Title
Zicklin School of Business Financial Markets Series
Copyright
2011
Publisher
Springer US
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-1-4419-1474-3
DOI
10.1007/978-1-4419-1474-3
Hardcover ISBN
978-1-4419-1473-6
Softcover ISBN
978-1-4614-2761-2
Edition Number
1
Number of Pages
XVI, 137
Topics