Add to ORKGTitle page also includes a summary of the paper.Includes bibliographical references
The price formation of financial assets is a complex process. It extends beyond the standard economi...
This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987....
In this paper I examine the market price of risk of the volatility term structure. To this end, the ...
Includes bibliographical references."General price studies on the level of volatility for aggregate ...
Empirical thesis.Bibliography: pages 32-34.1. Introduction -- 2. Factors of volatility and market ef...
The paper studies the patterns of volatility in firm growth rates and stock prices during the early ...
A Research project submitted in partial fulfillment of the requirements for the degree of Bachelor o...
This paper examines the potential influence of changing volatility in stock market prices on the lev...
In this paper we analyse and show how price discovery process influence the volatility of stocks. Us...
This paper attempts to identify different kinds of volatilities such as backward looking which inclu...
Price volatility presents the investor possibilities and opportunities to buy securities at cheap pr...
Studies of asset returns time-series provide strong evidence that at least two stochastic factors dr...
Financial market prices, prices of stocks, bonds, foreign exchange, and other investment assets, hav...
This dissertation consists of five chapters that focus on the price discovery role of equity markets...
This paper seeks to investigate the relationship between debt and volatility. No consensus currently...
The price formation of financial assets is a complex process. It extends beyond the standard economi...
This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987....
In this paper I examine the market price of risk of the volatility term structure. To this end, the ...
Includes bibliographical references."General price studies on the level of volatility for aggregate ...
Empirical thesis.Bibliography: pages 32-34.1. Introduction -- 2. Factors of volatility and market ef...
The paper studies the patterns of volatility in firm growth rates and stock prices during the early ...
A Research project submitted in partial fulfillment of the requirements for the degree of Bachelor o...
This paper examines the potential influence of changing volatility in stock market prices on the lev...
In this paper we analyse and show how price discovery process influence the volatility of stocks. Us...
This paper attempts to identify different kinds of volatilities such as backward looking which inclu...
Price volatility presents the investor possibilities and opportunities to buy securities at cheap pr...
Studies of asset returns time-series provide strong evidence that at least two stochastic factors dr...
Financial market prices, prices of stocks, bonds, foreign exchange, and other investment assets, hav...
This dissertation consists of five chapters that focus on the price discovery role of equity markets...
This paper seeks to investigate the relationship between debt and volatility. No consensus currently...
The price formation of financial assets is a complex process. It extends beyond the standard economi...
This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987....
In this paper I examine the market price of risk of the volatility term structure. To this end, the ...