Results 81 to 90 of about 816,870 (348)

Investor’s Sentiments and Stock Market Volatility: an empirical evidence from emerging stock market [PDF]

open access: yesPakistan Journal of Commerce and Social Sciences, 2013
The concept of efficient market hypothesis has prevailed the financial markets for a long time which says that the prices of the securities reflect all available information.
Mobeen Ur Rehman
doaj  

Policy News and Stock Market Volatility

open access: yesSocial Science Research Network, 2019
We create a newspaper-based Equity Market Volatility (EMV) tracker that moves with the VIX and with the realized volatility of returns on the S&P 500. Parsing the underlying text, we find that 72 percent of EMV articles discuss the Macroeconomic Outlook,
S. Baker   +3 more
semanticscholar   +1 more source

Volatility of Volatility: A Simple Model-Free Motivation [PDF]

open access: yesWilmott, 2011
Our goal is to provide a simple, intuitive and model-free motivation for the importance of volatility-of-volatility in pricing certain kinds of exotic and structured products.
openaire   +2 more sources

Soft Mechanical‐Electrical Logic Using Liquid Metal‐Filled 3D‐Printed Architectures

open access: yesAdvanced Engineering Materials, EarlyView.
We present 3D‐printed soft mechanical–electrical logic elements that use liquid metal–filled silicone tubes actuated by thermoplastic polyurethane/polylactic acid (TPU/PLA) architectures to produce Boolean operations. Complementary normally open and normally closed unit cells perform repeatable binary transitions and can be combined into more complex ...
Christoph Lehmann   +2 more
wiley   +1 more source

Do ETFs Increase Volatility?

open access: yesJournal of Finance, 2018
We study whether exchange traded funds (ETFs)--an asset of increasing importance--impact the volatility of their underlying stocks. Using identification strategies based on the mechanical variation in ETF ownership, we present evidence that stocks owned ...
Itzhak Ben-David   +4 more
semanticscholar   +1 more source

Encyclopedia of 2D β′‐In2Se3 Growth Using Chemical Vapor Deposition: The Effects of Synthesis Parameters Onto Material Quality

open access: yesAdvanced Engineering Materials, EarlyView.
A distinct semi‐confined inner‐tube chemical vapor deposition geometry enables reproducible, large‐area growth of phase‐pure 2D β′‐In2Se3 from InI + Se precursors. Engineering local vapor transport and optimizing precursor delivery and temperature–time conditions yield uniform continuous films.
Dasun P. W. Guruge   +8 more
wiley   +1 more source

Métodos de medição de risco de mercado: um estudo comparativo Market risk measurement methods: a comparative study

open access: yesProduction, 2003
A modelagem do risco de mercado é de grande importância para as instituições financeiras e outras firmas que participam do mercado financeiro. Os modelos e técnicas empregados no Brasil nem sempre são os mais adequados às nossas condições específicas ...
Paulo Henrique Soto Costa   +1 more
doaj   +1 more source

A Fundamental Misunderstanding of Risk: The Bias Associated with the Annualized Calculation of Standard Deviation

open access: yesCogent Economics & Finance, 2020
Quantifiable, measurable risk is of critical importance when making data-driven decisions in finance and investment management, but what if the generally accepted practice of the investment industry for calculating risk possessed incorrect mathematical ...
Matthew W. Burkett, William T. Scherer
doaj   +1 more source

Effects of the geopolitical risks on Bitcoin returns and volatility

open access: yesResearch In International Business and Finance, 2019
This paper investigates the predictive power of global geopolitical risks (GPR) index on daily returns and price volatility of Bitcoin over the period July 18, 2010–May 31, 2018.
Ahmet Faruk Aysan   +3 more
semanticscholar   +1 more source

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