All Articles tagged volatility
- Published Research Articles
December 31, 2005 IST This paper investigates the volume-volatility relationship for Irish shares, using daily trading volume for 14 of the largest traded Irish stocks (2 June 2000 - 28 March 2003).
- Published Research Articles
December 31, 2002 IST This paper considers the non-constant nature of the volatility parameter in the Black and Scholes (1973) option pricing model.
- Published Research Articles
December 31, 1995 IST This paper examines the relation between stock returns and volatility, using Irish market data.