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An equilibrium model of the cr...
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1
Trading behavior and firm-specific characteristics during the crash of
1987
: evidence from the Netherlands
Ben-Zion, Uri
- In:
Journal of multinational financial management
3
(
1993
)
3
,
pp. 41-62
Persistent link: https://www.econbiz.de/10001332615
Saved in:
2
Underestimation of portfolio insurance and the crash of October
1987
Jacklin, Charles J.
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10001119828
Saved in:
3
Portfolio insurance and other investor fashions as factors in the
1987
stock market crash
Shiller, Robert J.
- In:
NBER macroeconomics annual
(
1988
),
pp. 287-297
Persistent link: https://www.econbiz.de/10001072764
Saved in:
4
Crash-testing the efficient market hypothesis
French, Kenneth Ronald
- In:
NBER macroeconomics annual
(
1988
),
pp. 277-285
Persistent link: https://www.econbiz.de/10001072766
Saved in:
5
A neutral network approach to forecasting volatile international equity markets
Cogger, Kenneth O.
-
1997
Persistent link: https://www.econbiz.de/10001231434
Saved in:
6
The equivalence of the cascading scenario and the backward-bending demand curve
theory
of the
1987
stock market crash
Eagle, David
- In:
Quarterly journal of business and economics : QJBE
33
(
1994
)
4
,
pp. 60-71
Persistent link: https://www.econbiz.de/10001175488
Saved in:
7
Valuing the futures-market performance guarantee
Craine, Roger N.
- In:
Macroeconomic dynamics
1
(
1997
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10001630092
Saved in:
8
Valuing the futures market performance guarantee
Craine, Roger N.
-
1996
Persistent link: https://www.econbiz.de/10001442564
Saved in:
9
Explaining asset pricing puzzles associated with the
1987
market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
2010
The
1987
market crash was associated with a dramatic and permanent steepening of the implied volatility curve for …
Persistent link: https://www.econbiz.de/10008699179
Saved in:
10
Explaining asset prizing puzzles associated with the
1987
market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
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