%0 Journal Article %A Agustin Daviou %A Florentina Paraschiv %A Gauri Goyal %T Practical Applications of Investor Behavior under Changing Market Volatility %D 2015 %R 10.3905/pa.2015.3.1.091 %J Practical Applications %P 1-4 %V 3 %N 1 %X 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.” %U https://pa.pm-research.com/content/iijpracapp/3/1/1.2.full.pdf