Abstract
This chapter discusses information transmission across stock and bond markets. It is part of a collection which approaches the material from the practitioner's viewpoint and familiarizes readers with how volatility is linked to speculation, trading volume, and information arrival.
| Original language | English |
|---|---|
| Title of host publication | Stock Market Volatility |
| Number of pages | 651 |
| Publication status | Published - 8 Apr 2009 |
Publication series
| Name | Chapman & Hall/CRC Finance Series |
|---|---|
| Publisher | CRC Press |
Keywords
- stock markets
- market volatility
- information transmission
- bond markets
- speculation
- trading volume
- information arrival
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