Volatility and Price Discovery in Stock Markets / Najlacnejšie knihy
Volatility and Price Discovery in Stock Markets

Kód: 06823203

Volatility and Price Discovery in Stock Markets

Autor Deniz Ozenbas

Using 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 Market and the New ... celý popis

76.25


Skladom u dodávateľa
Odosielame za 14 - 18 dní
Pridať medzi želanie

Mohlo by sa vám tiež páčiť

Darčekový poukaz: Radosť zaručená
  1. Darujte poukaz v ľubovoľnej hodnote, a my sa postaráme o zvyšok.
  2. Poukaz sa vzťahuje na všetky produkty v našej ponuke.
  3. Elektronický poukaz si vytlačíte z e-mailu a môžete ho ihneď darovať.
  4. Platnosť poukazu je 12 mesiacov od dátumu vystavenia.

Objednať darčekový poukazViac informácií

Viac informácií o knihe Volatility and Price Discovery in Stock Markets

Nákupom získate 188 bodov

Anotácia knihy

Using 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 Market and the New York Stock Exchange §in the US, and the London Stock Exchange, Deutsche §Boerse and Euronext Paris in Europe.§Results confirm an intra-day reverse J-shaped §pattern of half-hour volatility in these markets. In §addition, I find evidence of an intra-week pattern §in volatility with higher volatility on Monday §opening periods and Friday closing periods. The §evidence also suggests an accentuation of volatility §during longer periods, such as 24-hour intervals. §This accentuation appears to subside when I extend §the differencing interval to longer periods such as §one-week or two-week returns. Findings indicate §price discovery errors especially at shorter §differencing intervals.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics International economics

76.25

Obľúbené z iného súdka



Osobný odber Bratislava a 2642 dalších

Copyright ©2008-24 najlacnejsie-knihy.sk Všetky práva vyhradenéSúkromieCookies


Môj účet: Prihlásiť sa
Všetky knihy sveta na jednom mieste. Navyše za skvelé ceny.

Nákupný košík ( prázdny )

Vyzdvihnutie v Zásielkovni
zadarmo nad 59,99 €.

Nachádzate sa: