An Overview of the Issues Surrounding Stock Market Volatility

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

Posted: 26 Nov 2008 Last revised: 7 Jul 2009

See all articles by Elena Kalotychou

Elena Kalotychou

Cass Business School, City, University of London

Sotiris K. Staikouras

City University - Cass Business School; ALBA Graduate Business School

Date Written: 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

Suggested Citation

Kalotychou, Elena and Staikouras, Sotiris, 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: https://ssrn.com/abstract=1306661

Elena Kalotychou

Cass Business School, City, University of London ( 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

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