Sentence examples for volatility change from inspiring English sources

Since the option value is sensitive to the volatility change, we must examine the effect of such a variable on the option price for various values ranging from 10to50%0%, with a rising gap of 10%.

The second paper develops and tests a new measure of managerial risk-taking equity incentives that adjusts for differences in managerial wealth, considers more global changes in price and volatility, and explicitly considers the impact of stock price and volatility changes.

There are a few competing hypotheses as to why volatility changed so much.

Vega Greek term for the amount by which the price of an option changes when the volatility changes.

"In finance, you want to predict how volatility changes because you can make money off of that," he says.

They determined that both liquidity and volatility changes in one sector are informative in predicting liquidity shifts in another.

Beyond traditional correlation analysis between liquidity and volatility, the question of the causal relationship between liquidity changes and volatility changes remains open to debate.

Our evidence indicates that depth, proportional effective spread, and liquidity changes predict volatility changes for bid-ask spread, depth, and proportional effective spread.

For the effective spread liquidity measure a narrow majority of stocks exhibit a reverse predictive relationship with volatility; that is, volatility changes being predictive of changes in effective spread.

The intersection of volatility, changes in technology and global interconnection means there are threats and opportunities on all fronts and a large pool of organizations poised to leverage both.

Da et al. (2015) found that the FEARS Index developed using Google's search data can predict trends in short-term returns, volatility changes, and capital flows of mutual funds.