2011•SSRN Electronic JournalOpen access

FEAR FACTOR Does the VIXC provide the most accurate forecast of Canadian stock market volatility

Ernest N. Biktimirov, Chunrong Wang

Abstract

Beyond stock prices and trading volume, a key variable of stock market performance is volatility, measured by how far and fast stock prices move. Volatility tends to decline when investors feel confident about the future, and to increase when market conditions are uncertain. Investors closely follow changes in stock market volatility given its importance for portfolio and risk management, as well as option pricing.

About this research paper

What this paper is about

Why it matters

OpenAlex reports 4 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Volatility (finance), Financial economics, Stock market, Stock market bubble, Stock (firearms), Economics, Volatility smile, Implied volatility