Browsing AURA by Author "Brokke, Anette Dalen"
Now showing items 1-1 of 1
-
Abnormal Stock Market Returns around VIX Volatility Peaks : Is there evidence for abnormal return around volatility peaks?
Brokke, Anette Dalen; Østeby, Madeleine (Master thesis, 2016)Is has been observed that the volatility index, VIX, often ends in a spike peak. The intention when introducing VIX was to measure the volatility related to S&P indices. Evidence in the literature argue that VIX is an ...