✦ LIBER ✦

Information demand and stock market volatility

✍ Scribed by Nikolaos Vlastakis; Raphael N. Markellos

Book ID: 116616041
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 336 KB
Volume: 36
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2012.02.007

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Imperfect Information and Stock Market V

Imperfect Information and Stock Market Volatility

✍ Jeffrey R. Gerlach 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 139 KB

Market volatility and the demand for hed

Market volatility and the demand for hedging in stock index futures

✍ Chang, Eric; Chou, Ray Y.; Nelling, Edward F. 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 228 KB 👁 2 views

This study examines the relation between stock market volatility and the demand for hedging in S&P 500 stock index futures contracts. Open interest is used as a proxy for hedging demand. The analysis employs unique data that identify separately the open interest of large hedgers, large speculators,

Risk aversion and stock market volatilit

Risk aversion and stock market volatility

✍ Glenn W. Boyle; Leslie Young 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 640 KB

Noise trading and stock market volatilit

Noise trading and stock market volatility

✍ Rahul Verma; Priti Verma 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 162 KB

Stock Market Volatility and Economic Fac

Stock Market Volatility and Economic Factors

✍ John J. Binder; Matthias J. Merges 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 132 KB

Market dynamics and stock price volatili

Market dynamics and stock price volatility

✍ H. Li; J. B. Rosser 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 382 KB