PT  - JOURNAL ARTICLE
AU  - Agustin Daviou
AU  - Florentina Paraschiv
ED  - Goyal, Gauri
TI  - Practical Applications of Investor Behavior under Changing Market Volatility
AID  - 10.3905/pa.2015.3.1.091
DP  - 2015 Jul 31
TA  - Practical Applications
PG  - 1--4
VI  - 3
IP  - 1
4099  - https://pm-research.com/content/3/1/1.2.short
4100  - https://pm-research.com/content/3/1/1.2.full
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.”