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

By Deniz Ozenbas

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639146220
• ISBN13: 9783639146226
• Release Date: April 2009
• Publisher: VDM Verlag
• Length: 132 Pages
• Weight: 0.45 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"