An Overview of the Issues Surrounding Stock Market Volatility
City University London - Cass Business School
Sotiris K. Staikouras
City University - Cass Business School; ALBA Graduate Business School
STOCK MARKET VOLATILITY, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
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, G20Accepted Paper Series
Date posted: November 26, 2008 ; Last revised: July 7, 2009
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