Open Access. Powered by Scholars. Published by Universities.®
- Publication Type
Articles 1 - 2 of 2
Full-Text Articles in Business
Essays On Volatility Drivers, Transmissions And Equity Market Correlations In A Global Setting, Antonio M. Figueiredo
Essays On Volatility Drivers, Transmissions And Equity Market Correlations In A Global Setting, Antonio M. Figueiredo
FIU Electronic Theses and Dissertations
Volatility is a fascinating and important topic for financial markets in general, and probably the single most important issue in financial risk management. Although volatility itself is not synonymous with risk, it is closely associated with it in the realm of risk management. In this study, I focus on the volatility in the foreign exchange markets and investigate the spillover of volatility from this market to equity correlations and its impact on global equity markets’ bid-ask spreads as a proxy for market quality. I also explore the role that accounting earnings quality play in subsequent volatility in U.S. equity markets. …
High Frequency Trading: Perceptions Regarding Volatility And Regulation, Daniel A. Beck
High Frequency Trading: Perceptions Regarding Volatility And Regulation, Daniel A. Beck
Honors Theses
Although high frequency trading (HFT) makes up a large portion of day to day trading activity in US and global markets, Khashanah and colleagues (2014) found that nearly half of academic and business industry professionals feel that HFT provides an unfair advantage relative to other market participants, and that a majority of industry professionals share concerns that HFT increases volatility in markets. This creates an environment wherein there are increasing calls by various groups for increased regulation of HFT, and the same study by Khashanah et al (2014) finds that 59% of academics and 46% of industry professionals are of …