Stock price volatility can be more easily predicted in bear markets, a study has found.
Researchers at The University of Western Australia analysed different order sizes in both bull and bear markets and found that price volatility was more sensitive to the volume and size of orders in a bear market.
While orders of between 5,000 and 10,000 shares had the most impact on price volatility in bull markets, orders of over 10,000 shares had the greatest impact in bear markets.
Read more at The University of Western Australia