Similar Search Results

Firm-level cybersecurity risk and idiosyncratic volatility

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Zhou, Tianpeng - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 110-140

Persistent link: https://www.econbiz.de/10012613464

Growing pains : the evolution of new stock index futures in emerging markets

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Korkmaz, Sibel - In: Research in international business and finance 37 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011594984

Global equity market volatility during the initial stages of the COVID-19 pandemic : drivers and policy responses

Alan, Nazli Sila; Engle, Robert F.; Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 48 (2022) 10, pp. 12-39

Persistent link: https://www.econbiz.de/10014232136

Markets at risk

Schwartz, Robert A. - In: The journal of trading 4 (2009) 2, pp. 46-49

Persistent link: https://www.econbiz.de/10003842327

A challenge for equity markets on both sides of the Atlantic : can liquidity be augmented, volatility better controlled, and price discovery sharpened?

Schwartz, Robert A. - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 28 (2016) 6, pp. 387-398

Persistent link: https://www.econbiz.de/10011598061

Two-sided markets and intertemporal trade clustering : insights into trading motives

Sarkar, Asani (contributor); Schwartz, Robert A. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003314980

Accentuated intraday stock price volatility : what is the cause?

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55

Persistent link: https://www.econbiz.de/10003980024

The dynamic process of price discovery in an equity market

Schwartz, Robert A.; Wolf, Avner S.; Paroush, Jacob - In: Managerial finance 36 (2010) 7, pp. 554-565

Persistent link: https://www.econbiz.de/10003998006

Volatility : risk and uncertainty in financial markets

Schwartz, Robert A. (contributor); … - 2011

Persistent link: https://www.econbiz.de/10008760187

The quality of price formation at market openings and closings : evidence from the Nasdaq stock market

Pagano, Michael S.; Peng, Lin; Schwartz, Robert A. - 2008

We assess the quality of opening and closing prices for Nasdaq stocks by examining the effect that opening and closing call auctions (introduced in 2004) have had on price formation. Our use of measurement intervals of one minute or less sharpens the picture of intra-day volatility...

Persistent link: https://www.econbiz.de/10003831253