BOOK-CHAPTER
Accentuated Intraday Stock Price Volatility
Keywords:
Volatility (finance) Stock (firearms) Economics Financial economics Monetary economics Stock price Implied volatility Econometrics Engineering
Metrics
6
Cited By
1.23
FWCI (Field Weighted Citation Impact)
14
Refs
0.87
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Financial Markets and Investment Strategies
Social Sciences → Economics, Econometrics and Finance → Finance
Market Dynamics and Volatility
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Related Documents
JOURNAL ARTICLE
Accentuated Intraday Stock Price Volatility: What is the Cause?
Deniz OzenbasMichael S. PaganoRobert A. Schwartz
Journal: The Journal of Portfolio Management Year: 2010 Vol: 36 (3)Pages: 45-55
JOURNAL ARTICLE
Accentuated Intraday Stock Price Volatility:What is the Cause?
Deniz OzenbasMichael S. PaganoRobert A. Schwartz
Journal: The Journal of Portfolio Management Year: 2010 Pages: 100408145528085-100408145528085
JOURNAL ARTICLE
The Impact of Social Media Sentiment on Intraday Stock Price Volatility
Anurash Samal Anurash SamalPriyanka Jena Priyanka JenaDebasis Mohapatro Debasis Mohapatro
Journal: International journal of business and management invention. Year: 2025 Vol: 14 (5)Pages: 124-129
JOURNAL ARTICLE
FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE
Charles J. CorradoCameron Truong
Journal: The Journal of Financial Research Year: 2007 Vol: 30 (2)Pages: 201-215