The response I’ve gotten back from my research on market volatility has so far been really positive and it’s now in the top 1% of papers downloaded at SSRN, which means a lot to me that so many have had a interest in reading my paper. I’ve also had the opportunity to discuss the Dow Award and my research in a couple interviews, which I’ve linked below.
(On a side note, I promise to get back to writing more on the blog – it’s been more a lack of time than a lack of insights I’ve wanted to share with you guys, so hopefully can start producing more content very soon.)
At the MTA Symposium I spent a view minutes talking with JC Parets of All Star Charts for Investopedia.
I also did an interview with Brian Sullivan for CNBC, discussing my work and some of the resent signals of narrowing dispersion in the volatility index.
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