| 書目名稱 | Volatility | | 副標(biāo)題 | Risk and Uncertainty | | 編輯 | Robert A. Schwartz,John Aidan Byrne,Antoinette Col | | 視頻video | http://file.papertrans.cn/985/984075/984075.mp4 | | 概述 | Tackles the timely issue of market volatility, set against the backdrop of the financial/economic crisis.Features insights from prominent academics, practitioners, policymakers and journalists.US and | | 叢書名稱 | Zicklin School of Business Financial Markets Series | | 圖書封面 |  | | 描述 | .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 Much more than historical documents, the transcripts from the conferences are edited for clarity, perspective and context; material and comments from subsequent interviews with the panelists and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 th | | 出版日期 | Conference proceedings 2011 | | 關(guān)鍵詞 | Equity Markets; Market Design; Market Structure; Price Formation; Price Swings; Regulatory Environment; Vo | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4419-1474-3 | | isbn_softcover | 978-1-4614-2761-2 | | isbn_ebook | 978-1-4419-1474-3Series ISSN 2627-521X Series E-ISSN 2627-5228 | | issn_series | 2627-521X | | copyright | Springer Science+Business Media, LLC 2011 |
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