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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
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Zentralbank, Aktienkurssturz und Systemkrise
Prigge, Stefan - 1997
Persistent link: https://www.econbiz.de/10013407690
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Financial market perspectives : the Federal Reserve's response to the stock market crash
Giordano, Robert M. - 1987
Persistent link: https://www.econbiz.de/10000829316
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Order imbalance, panic behavior and the performance of circuit breakers during the crash of October 1987 : evidence from Israel
Lauterbach, Beni; Ben-Zion, Uri - 1990
Persistent link: https://www.econbiz.de/10000812159
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Crash: ten days in October ... : will it strike again?
Arbel, Avner; Kaff, Albert E. - 1989
Persistent link: https://www.econbiz.de/10000773293
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The October stock market crash : some policy implications
De Grauwe, Paul - 1988
Persistent link: https://www.econbiz.de/10000782825
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Investor behavior in the October 1987 stock market crash : survey evidence
Shiller, Robert J. - 1987
Persistent link: https://www.econbiz.de/10000754967
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The economics of financial markets and the 1987 crash
Toporowski, Jan - 1993
Persistent link: https://www.econbiz.de/10000880739
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Black Monday and the future of financial markets
Kamphuis, Robert W. (ed.); Barro, Robert J. (contributor);  … - 1989
Persistent link: https://www.econbiz.de/10000022253