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, ...

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 ...

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 refers to the degree of variation in the price or value of an asset, security, or market over a specific period, typically measured by the standard deviation or variance of returns. It ...

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 ...

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 ...

The stock market was "volatile" in the early days of the COVID-19 pandemic. It was "volatile" again, to a lesser degree, ahead of the 2020 U.S. presidential election. Maybe you've heard about the ...

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 ...

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 ...