RT Journal Article SR Electronic T1 Practical Applications of Investor Behavior under Changing Market Volatility JF Practical Applications FD Institutional Investor Journals SP 1 OP 4 DO 10.3905/pa.2015.3.1.091 VO 3 IS 1 A1 Agustin Daviou A1 Florentina Paraschiv A1 Gauri Goyal YR 2015 UL https://pm-research.com/content/3/1/1.2.abstract AB 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? “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,” Daviou says. The results confirmed his expectations, he adds. “But it’s a good contribution to have solid analysis via a good dataset to confirm our thinking.”