TY - JOUR T1 - Practical Applications of Investor Behavior under Changing Market Volatility JF - Practical Applications SP - 1 LP - 4 DO - 10.3905/pa.2015.3.1.091 VL - 3 IS - 1 AU - Agustin Daviou AU - Florentina Paraschiv A2 - Goyal, Gauri Y1 - 2015/07/31 UR - https://pm-research.com/content/3/1/1.2.abstract N2 - 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.” ER -