Abstract

  


 



An Overview of the Issues Surrounding Stock Market Volatility


Elena Kalotychou


City University London - Cass Business School

Sotiris K. Staikouras


City University - Cass Business School; ALBA Graduate Business School
2009

STOCK MARKET VOLATILITY, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009

Abstract:     
The current chapter provides an overarching review of the equity market volatility, covering areas that have caught the attention of practitioners and academics alike . It aims to enlighten financiers and anyone interested in equity markets about the theories underlying stock market volatility, the historical trends and debates in the field, as well as the empirical findings at the forefront of academic research.

Keywords: Speculation, Information, Liquidity, Derivatives, Volatility modelling

JEL Classification: G10, G20

Accepted Paper Series


Date posted: November 26, 2008 ; Last revised: July 7, 2009

Suggested Citation

Kalotychou, Elena and Staikouras, Sotiris K., An Overview of the Issues Surrounding Stock Market Volatility (2009). STOCK MARKET VOLATILITY, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009. Available at SSRN: http://ssrn.com/abstract=1306661

Contact Information

Elena Kalotychou
City University London - Cass Business School ( email )
106 Bunhill Row
London, EC1Y 8TZ
Great Britain
Sotiris Staikouras (Contact Author)
City University - Cass Business School ( email )
106 Bunhill Row
London, EC1Y 8TZ
United Kingdom
ALBA Graduate Business School ( email )
Athinas Ave. & 2A Areos Str.
Vouliagmeni 166 71, Athens
Greece
Feedback to SSRN (Beta)


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