Faculty News

Professor Menachem Brenner's joint research on ambiguity in financial markets is spotlighted

Excerpt from The Wall Street Journal -- "Mr. Brenner, a early pioneer of volatility research whose work was profiled in The Wall Street Journal in March, and Mr. Izhakian are turning the concept into a gauge of current market conditions that they hope will be useful for market watchers. They came up with the measure by analyzing market returns in five-minute increments. Their research is due to be published in the Journal of Financial Economics."

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