Volatility and Price Discovery in Stock Markets: An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse
5 Angebote vergleichen
| Preise | 2013 | 2014 | 2015 |
|---|---|---|---|
| Schnitt | € 62,34 | € 63,67 | € 73,72 |
| Nachfrage |
1
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Volatility and Price Discovery in Stock Markets
DE PB NWISBN: 9783639146226 bzw. 3639146220, in Deutsch, VDM Verlag, Taschenbuch, neu.
Von Händler/Antiquariat, BuySomeBooks [52360437], Las Vegas, NV, U.S.A.
Paperback. 132 pages. Dimensions: 8.6in. x 5.9in. x 0.6in.Using return series with various differencing intervals that are as short as half-hour and as long as two weeks, I investigate the short-term volatility accentuation in five equity markets: the Nasdaq Stock Market and the New York Stock Exchange in the US, and the London Stock Exchange, Deutsche Boerse and Euronext Paris in Europe. Results confirm an intra-day reverse J-shaped pattern of half-hour volatility in these markets. In addition, I find evidence of an intra-week pattern in volatility with higher volatility on Monday opening periods and Friday closing periods. The evidence also suggests an accentuation of volatility during longer periods, such as 24-hour intervals. This accentuation appears to subside when I extend the differencing interval to longer periods such as one-week or two-week returns. Findings indicate price discovery errors especially at shorter differencing intervals. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Paperback. 132 pages. Dimensions: 8.6in. x 5.9in. x 0.6in.Using return series with various differencing intervals that are as short as half-hour and as long as two weeks, I investigate the short-term volatility accentuation in five equity markets: the Nasdaq Stock Market and the New York Stock Exchange in the US, and the London Stock Exchange, Deutsche Boerse and Euronext Paris in Europe. Results confirm an intra-day reverse J-shaped pattern of half-hour volatility in these markets. In addition, I find evidence of an intra-week pattern in volatility with higher volatility on Monday opening periods and Friday closing periods. The evidence also suggests an accentuation of volatility during longer periods, such as 24-hour intervals. This accentuation appears to subside when I extend the differencing interval to longer periods such as one-week or two-week returns. Findings indicate price discovery errors especially at shorter differencing intervals. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
2
Volatility and Price Discovery in Stock Markets
DE NWISBN: 9783639146226 bzw. 3639146220, in Deutsch, VDM Verlag Dr. Müller, Saarbrücken, Deutschland, neu.
Lieferung aus: Deutschland, zzgl. Versandkosten, Sofort lieferbar.
An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse, An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse.
An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse, An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse.
3
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Volatility and Price Discovery in Stock Markets (Paperback) (2009)
DE PB NW RPISBN: 9783639146226 bzw. 3639146220, in Deutsch, VDM Verlag, Germany, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Symbolbild
Volatility and Price Discovery in Stock Markets: An Intra-day Analysis of the New York Stock Exchange, Nasdaq Stock Market, London Stock Exchange, Euronext Paris and Deutsche Boerse
DE PB NWISBN: 9783639146226 bzw. 3639146220, in Deutsch, VDM Verlag Dr. Müller, Saarbrücken, Deutschland, Taschenbuch, neu.
Von Händler/Antiquariat, BuySomeBooks [52360437], Las Vegas, NV, U.S.A.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
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Volatility and Price Discovery in Stock Markets (2015)
DE PB NWISBN: 9783639146226 bzw. 3639146220, in Deutsch, BLUES KIDS OF AMER 01/06/2015, Taschenbuch, neu.
Von Händler/Antiquariat, Books2Anywhere [190245], Fairford, GLOS, United Kingdom.
New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. This item is printed on demand.
New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. This item is printed on demand.
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