-
1
-
-
84977706729
-
Order imbalances and stock price movements on October 19 and 20, 1987
-
Blume, Marshall E., A. Craig MacKinlay, and Bruce Terker, 1989, Order imbalances and stock price movements on October 19 and 20, 1987, Journal of Finance 44, 827-848.
-
(1989)
Journal of Finance
, vol.44
, pp. 827-848
-
-
Blume, M.E.1
MacKinlay, A.C.2
Terker, B.3
-
2
-
-
0003233286
-
Perspectives on October 1987, or what did we learn from the crash?
-
Robert W. Kamphuis, Jr., Roger C. Kormendi, and J. W. Henry Watson, Eds.: (Irwin, Homewood, Ill.)
-
Fama, Eugene F., 1989, Perspectives on October 1987, or What did we learn from the crash?, in Robert W. Kamphuis, Jr., Roger C. Kormendi, and J. W. Henry Watson, Eds.: Black Monday and the Future of the Financial Markets (Irwin, Homewood, Ill.).
-
(1989)
Black Monday and the Future of the Financial Markets
-
-
Fama, E.F.1
-
3
-
-
0039084784
-
Stock return variances: The arrival of information and the reaction of traders
-
French, Kenneth, and Richard Roll, 1986, Stock return variances: The arrival of information and the reaction of traders, Journal of Financial Economics 7, 5-26.
-
(1986)
Journal of Financial Economics
, vol.7
, pp. 5-26
-
-
French, K.1
Roll, R.2
-
4
-
-
84974239042
-
Transitory price changes and price-limit rules: Evidence from the Tokyo Stock Exchange
-
George, Thomas J., and Chuan-Yang Hwang, 1995, Transitory price changes and price-limit rules: Evidence from the Tokyo Stock Exchange, Journal of Financial and Quantitative Analysis 30 313-327.
-
(1995)
Journal of Financial and Quantitative Analysis
, vol.30
, pp. 313-327
-
-
George, T.J.1
Hwang, C.-Y.2
-
5
-
-
0001088697
-
Transactional risk, market crashes, and the role of circuit breakers
-
Greenwald, Bruce C., and Jeremy C. Stein, 1991, Transactional risk, market crashes, and the role of circuit breakers, Journal of Business 64, 443-462.
-
(1991)
Journal of Business
, vol.64
, pp. 443-462
-
-
Greenwald, B.C.1
Stein, J.C.2
-
6
-
-
46149130184
-
A transaction data study of weekly and intradaily patterns in stock returns
-
Harris, Lawrence, 1986, A transaction data study of weekly and intradaily patterns in stock returns, Journal of Financial Economics 16, 99-117.
-
(1986)
Journal of Financial Economics
, vol.16
, pp. 99-117
-
-
Harris, L.1
-
7
-
-
84919214538
-
The relation between price changes and trading volume: A survey
-
Karpoff, Jonathan M., 1987, The relation between price changes and trading volume: A survey, Journal of Financial and Quantitative Analysis 22, 109-126.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, pp. 109-126
-
-
Karpoff, J.M.1
-
8
-
-
0013067802
-
Do circuit breakers moderate volatility? Evidence from October 1989
-
Kuhn, Betsy A., Gregory J. Kurserk, and Peter Locke, 1991, Do circuit breakers moderate volatility? Evidence from October 1989, The Review of Futures Markets 10, 136-175.
-
(1991)
The Review of Futures Markets
, vol.10
, pp. 136-175
-
-
Kuhn, B.A.1
Kurserk, G.J.2
Locke, P.3
-
9
-
-
0010802007
-
Trading halts and price limits
-
Kyle, Albert S., 1988, Trading halts and price limits, The Review of Futures Markets 7, 426-434.
-
(1988)
The Review of Futures Markets
, vol.7
, pp. 426-434
-
-
Kyle, A.S.1
-
10
-
-
84993865595
-
Stock market crashes and the performance of circuit breakers: Empirical evidence
-
Lauterbach, Beni, and Uri Ben-Zion, 1993, Stock market crashes and the performance of circuit breakers: Empirical evidence, Journal of Finance 48, 1909-1925.
-
(1993)
Journal of Finance
, vol.48
, pp. 1909-1925
-
-
Lauterbach, B.1
Ben-Zion, U.2
-
11
-
-
84993914916
-
Volume, volatility, and New York Stock Exchange trading halts
-
Lee, Charles M. C., Mark J. Ready, and Paul J. Seguin, 1994, Volume, volatility, and New York Stock Exchange trading halts, Journal of Finance 49, 183-214.
-
(1994)
Journal of Finance
, vol.49
, pp. 183-214
-
-
Lee, C.M.C.1
Ready, M.J.2
Seguin, P.J.3
-
12
-
-
0000031974
-
Commentary: Volatility, price resolution, and the effectiveness of price limits
-
Lehmann, Bruce N., 1989, Commentary: Volatility, price resolution, and the effectiveness of price limits, Journal of Financial Services Research 3, 205-209.
-
(1989)
Journal of Financial Services Research
, vol.3
, pp. 205-209
-
-
Lehmann, B.N.1
-
14
-
-
0040162537
-
Liquidity on the Tokyo Stock Exchange: A bird's eye view
-
Lehmann, Bruce N., and David M. Modest, 1994b, Liquidity on the Tokyo Stock Exchange: A bird's eye view, Journal of Finance 49, 183-214.
-
(1994)
Journal of Finance
, vol.49
, pp. 183-214
-
-
Lehmann, B.N.1
Modest, D.M.2
-
15
-
-
33947627241
-
Volatility, price resolution, and the effectiveness of price limits
-
Ma, Christopher K., Ramesh, P. Rao, and R. Stephen Sears, 1989a, Volatility, price resolution, and the effectiveness of price limits, Journal of Financial Services Research 3, 165-199.
-
(1989)
Journal of Financial Services Research
, vol.3
, pp. 165-199
-
-
Ma, C.K.1
Ramesh, P.R.2
Sears, R.S.3
-
16
-
-
84978600378
-
Limit moves and price resolution: The case of the treasury bond futures market
-
Ma, Christopher K., Ramesh P. Rao, and R. Stephen Sears, 1989b, Limit moves and price resolution: The case of the Treasury Bond futures market, Journal of Futures Market 9 321-335.
-
(1989)
Journal of Futures Market
, vol.9
, pp. 321-335
-
-
Ma, C.K.1
Ramesh, P.R.2
Sears, R.S.3
-
17
-
-
34249968271
-
Commentary: Volatility, price resolution, and the effectiveness of price limits
-
Miller, Merton H., 1989, Commentary: Volatility, price resolution, and the effectiveness of price limits, Journal of Financial Services Research 3, 201-203.
-
(1989)
Journal of Financial Services Research
, vol.3
, pp. 201-203
-
-
Miller, M.H.1
-
18
-
-
0004182332
-
-
MacMillan, New York
-
Olkin, Ingram, Leon J. Gleser, and Cyrus Derman, 1980, Probability Models and Applications (MacMillan, New York).
-
(1980)
Probability Models and Applications
-
-
Olkin, I.1
Gleser, L.J.2
Derman, C.3
-
19
-
-
0002484781
-
The extreme value method for estimating the variance of the rate of return
-
Parkinson, Michael, 1980, The extreme value method for estimating the variance of the rate of return, Journal of Business 53, 61-65.
-
(1980)
Journal of Business
, vol.53
, pp. 61-65
-
-
Parkinson, M.1
-
20
-
-
0001366018
-
The microstructure of Asian equity markets
-
Rhee, S. Ghon, and Rosita P. Chang, 1993, The microstructure of Asian equity markets, Journal of Financial Services Research 6, 437-454.
-
(1993)
Journal of Financial Services Research
, vol.6
, pp. 437-454
-
-
Rhee, S.G.1
Chang, R.P.2
-
21
-
-
0011018153
-
Price volatility, international market links, and their implications for regulatory policies
-
Roll, Richard, 1989, Price volatility, international market links, and their implications for regulatory policies, Journal of Financial Services Research 3, 211-246.
-
(1989)
Journal of Financial Services Research
, vol.3
, pp. 211-246
-
-
Roll, R.1
-
22
-
-
84977707955
-
Why does stock market volatility change over time?
-
Schwert, William G., 1989, Why does stock market volatility change over time? Journal of Finance 44, 1115-1153.
-
(1989)
Journal of Finance
, vol.44
, pp. 1115-1153
-
-
Schwert, W.G.1
-
23
-
-
0001381786
-
Stock market structure and volatility
-
Stoll, Hans, and Robert Whaley, 1990, Stock market structure and volatility, Review of Financial Studies 3, 37-71.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 37-71
-
-
Stoll, H.1
Whaley, R.2
-
24
-
-
0013152560
-
October 1987 and the structure of financial markets: An exorcism of demons
-
Robert W. Kamphuis, Jr., Roger C. Kormendi, and J. W. Henry Watson, Eds.: (Irwin, Homewood, Ill.)
-
Telser, Lester G., 1989 October 1987 and the structure of financial markets: An exorcism of demons, in Robert W. Kamphuis, Jr., Roger C. Kormendi, and J. W. Henry Watson, Eds.: Black Monday and the Future of the Financial Markets (Irwin, Homewood, Ill.).
-
(1989)
Black Monday and the Future of the Financial Markets
-
-
Telser, L.G.1
-
25
-
-
0038978362
-
-
(Tokyo Stock Exchange, Tokyo, Japan)
-
Tokyo Stock Exchange, 1994, Tokyo Stock Exchange Fact Book, (Tokyo Stock Exchange, Tokyo, Japan).
-
(1994)
Tokyo Stock Exchange Fact Book
-
-
|