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Inside volatility filtering : the secrets of skewness

Javaheri, Alireza - 2015 - 2. ed.

Persistent link: https://www.econbiz.de/10011347625

Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro - 2016

-post and ex-ante types), of cancellation fees and of transaction taxes on asset price volatility and on the occurrence and …, the introduction of an ex-ante circuit breaker markedly reduces price volatility and removes flash crashes. In contrast … price fluctuations. In addition, high-frequency traders employ low-latency directional strategies that exploit market …

Persistent link: https://www.econbiz.de/10011457384

Investor propensity to speculate and price delay in emerging markets

Hsin, Chin-wen; Peng, Shu-Cing - In: International review of financial analysis 86 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014249085

Disagreement, Speculation, and the Idiosyncratic Volatility

Jiang, Ying; Pan, Jiening; Wang, Jianqiu; Wu, Ke - 2021

plays an important role in explaining the idiosyncratic volatility (IVOL) puzzle, the correlation among IVOL, market beta …

Persistent link: https://www.econbiz.de/10013234143

Heterogeneous speculators and stock market dynamics : a simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - In: The European journal of finance 28 (2022) 13/15, pp. 1263-1282

Persistent link: https://www.econbiz.de/10013532181

Inside volatility arbitrage : the secrets of skewness

Javaheri, Alireza - 2005

Persistent link: https://www.econbiz.de/10013490205

Finanzmarktvolatilität und monetäre Unsicherheit

Kratz, Karlheinz - 1994

Persistent link: https://www.econbiz.de/10013428800

Speculators, Prices and Market Volatility

Brunetti, Celso - 2011

funds and swap dealers cause price changes or volatility. We find little evidence that speculators destabilize financial … markets. To the contrary, speculative trading activity largely reacts to market conditions and reduces volatility levels …

Persistent link: https://www.econbiz.de/10013131702

The spillover effect of shocks of fundamental factors and speculative activity on prices volatility of world vegetable oil

Fitrianti, Wanti; Syaukat, Yusman; Sri Hartoyo; … - In: International journal of economics and financial issues … 9 (2019) 2, pp. 230-240

Persistent link: https://www.econbiz.de/10012149426

Speculative price : economic welfare and the idiot of chance

Stein, Jerome L. - In: Selected writings on futures markets : research …, (pp. 77-91). 1984

Persistent link: https://www.econbiz.de/10001305693