Volatility

Risk and Uncertainty in Financial Markets

  • Robert A. Schwartz
  • John Aidan Byrne
  • Antoinette Colaninno
Part of the Zicklin School of Business Financial Markets Series book series (CUNY)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Asani Sarkar, Robert Almgren, Albert J. Menkveld, Liuren Wu
    Pages 1-18
  3. Reto Francioni
    Pages 19-28
  4. Larry Tabb, Ian Domowitz, William Geyer, Ken Hight, Henri Waelbroeck, Joseph Wald
    Pages 47-64
  5. Terrence Martell, George Bodine, Brendan Doran, Brian Hyndman, Tim Mahoney, Jim Ross
    Pages 65-83
  6. Harold Bradley, Matt Moran, Richard Rosenblatt, Keith Ross, Robert Shapiro
    Pages 85-98
  7. Robert Greifeld, Erin Burnett
    Pages 99-110
  8. Deniz Ozenbas, Michael S. Pagano, Robert A. Schwartz
    Pages 111-126
  9. Back Matter
    Pages 127-137

About these proceedings

Introduction

Volatility is very much with us in today's equity markets. Day-to-day price swings are often large and intra-day volatility elevated, especially at market openings and closings. What explains this? What does this say about the quality of our markets? Can short-period volatility be controlled by better market design and a more effective use of electronic technology? Featuring insights from an international array of prominent academics, financial markets experts, policymakers and journalists, the book addresses these and other questions concerning this timely topic. In so doing, we seek deeper knowledge of the dynamic process of price formation, and of the market structure and regulatory environment within which our markets function.

 

The Zicklin School of Business Financial Markets Series presents the insights emerging from a sequence of conferences hosted by the Zicklin School at Baruch College for industry professionals, regulators, and scholars. Much more than historical documents, the transcripts from the conferences are edited for clarity, perspective and context; material and comments from subsequent interviews with the panelists and speakers are integrated for a complete thematic presentation. Each book is focused on a well delineated topic, but all deliver broader insights into the quality and efficiency of the U.S. equity markets and the dynamic forces changing them.

Keywords

Equity Markets Market Design Market Structure Price Formation Price Swings Regulatory Environment Volatility

Editors and affiliations

  • Robert A. Schwartz
    • 1
  • John Aidan Byrne
    • 2
  • Antoinette Colaninno
    • 3
  1. 1.Baruch College, Zicklin School of BusinessCity University of New YorkNew YorkUSA
  2. 2.RockawayUSA
  3. 3.Baruch CollegeCity University of New YorkNew YorkUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4419-1474-3
  • Copyright Information Springer Science+Business Media, LLC 2011
  • Publisher Name Springer, Boston, MA
  • eBook Packages Business and Economics
  • Print ISBN 978-1-4419-1473-6
  • Online ISBN 978-1-4419-1474-3
  • About this book