@article {Daviou1, author = {Agustin Daviou and Florentina Paraschiv}, editor = {Goyal, Gauri}, title = {Practical Applications of Investor Behavior under Changing Market Volatility}, volume = {3}, number = {1}, pages = {1--4}, year = {2015}, doi = {10.3905/pa.2015.3.1.091}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Investor Behavior under Changing Market Volatility Agustin Daviou Florentina Paraschiv This report delves into extreme VIX patterns, offering up an overlooked, profitable trading strategy for short-term institutional investors. Co-author Agustin Daviou explains the practical applications of the research. His approach contrasts the typical focus on volatility levels. The source article appeared in The Journal of Investing . What motivated the research? {\textquotedblleft}After the 2008 market crash, volatility spiked so high and was such an outlier event that I was interested in analyzing what happens to the market after significantly sharp declines,{\textquotedblright} Daviou says. The results confirmed his expectations, he adds. {\textquotedblleft}But it{\textquoteright}s a good contribution to have solid analysis via a good dataset to confirm our thinking.{\textquotedblright}}, issn = {2329-0196}, URL = {https://pa.pm-research.com/content/3/1/1.2}, eprint = {https://pa.pm-research.com/content/3/1/1.2.full.pdf}, journal = {Practical Applications} }