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asymmetric volatility phenomenon (AVP)

Market-related trading behavior whereby volatility is higher during market downturns than during upswings. Factors affecting volatility include trading leverage, psychological perceptions of risk/reward and behavior feedback loops (where certain behavior excites more of the same behavior).

Related information about asymmetric volatility phenomenon (AVP):
  1. Asymmetric Volatility Phenomenon (AVP) Definition | Investopedia
    The asymmetric volatility phenomenon (sometimes known as AVP) is a market dynamic that shows that there are higher market volatility levels in market ...
     
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    Definition of asymmetric volatility phenomenon (AVP): Market-related trading behavior whereby volatility is higher during market downturns than during ...
     
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    The asymmetric volatility phenomenon (AVP) refers to the stylized fact that neg- ative retum shocks tend to imply higher future volatility than do positive retum ...
     
  5. Avon Products: Definition from Answers.com
    Asymmetric Volatility Phenomenon - AVP. Top. Home > Library > Business & Finance > Investment Dictionary. The asymmetric volatility phenomenon ...
     
  6. Cross-Sectional Analysis of Risk-Neutral Skewness: The Journal of ...
    We also examine the relationship between RNS and another new variable: the asymmetric volatility phenomenon (AVP). AVP refers to the fact that negative ...
     
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    May 31, 2006 ... The Asymmetric Volatility Phenomenon (AVP) is the finding that a decline in stock prices leads to higher future volatility while a rise in stock ...
     
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