The low-volatility premium may be the most compelling anomaly in financial markets - less risky securities outperform their riskier counterparts over the long term. Since the low volatility factor ...

An article co-authored by GSEM Professor Tony Berrada, along with Jerome Detemple and Marcel Rindisbacher, examines how COVID-19 and related health policies triggered unprecedented market volatility, ...

October’s stock-market volatility is a crime in search of a motive. That’s because there is no apparent reason why the U.S. stock market should be more volatile in October than in September. Absent ...

Volatility is a measure of risk that is the statistical quantification of a security's possible investment returns. In short, it means large swings in price over a short period of time. Volatility in ...

Volatility is a statistical measure of the amount an asset’s price changes during a given period of time. It has become a popular way of assessing how risky an asset is – the higher the level of ...

As new traders flood the market, a return to the basics may help novices understand the fundamentals of options trading. Volatility, for example, refers to the propensity of a security's price to move ...

NEW YORK, Feb. 5, 2018 — A trader works at the New York Stock Exchange in New York, the United States, on Feb. 5, 2018. U.S. stocks closed sharply lower on Monday, with the Dow plummeting 4.60 percent ...

The ProShares Ultra VIX Short-Term Futures ETF offers 1.5x daily exposure to the S&P 500 VIX Short-Term Futures Index, suitable for short-term volatility spikes. UVXY is best used as a daily hedge or ...

Sharp, rapid swings in the price of oil can have outsize effects on companies, economies, and global geopolitics. Oil price spikes can stunt economic growth, for example, and a sudden price plunge can ...

The S&P 500 options market is flashing signs of unusual short-term anxiety. Traders have bid up the prices of near-term options so much that the implied volatility for options expiring in the next ...

October is typically volatile for stocks. But will you be needing a seat belt or a crash helmet? October often gives stock investors fits - but so does September, November and March. October's ...