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No contagion, only interdependence measuring stock market comovements
Forbes, Kristin; Rigobón, Roberto - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2223-2262
Persistent link: https://www.econbiz.de/10001709429
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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US banking deregulation, small businesses, and interstate insurance of personal income
Demyanyk, Yuliya; Ostergaard, Charlotte; Sørensen, Bent E. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2763-2801
Persistent link: https://www.econbiz.de/10003593813
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Firm size, book-to-market ratio, and security returns : a holdout sample of financial firms
Barber, Brad M. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 875-883
Persistent link: https://www.econbiz.de/10001222412
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One market? Stocks, futures, and options during October 1987
Kleidon, Allan William - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 851-877
Persistent link: https://www.econbiz.de/10001132040
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Order imbalances and stock price movements on October 19 and 20, 1987
Blume, Marshall E. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 827-848
Persistent link: https://www.econbiz.de/10001072862
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The irrelevance of margin : evidence from the crash of '87
Seguin, Paul John - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1457-1473
Persistent link: https://www.econbiz.de/10001152104
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Overreaction or fundamentals : some lessons from insiders' response to the market crash of 1987
Seyhun, H. Nejat - In: The journal of finance : the journal of the American … 45 (1990) 5, pp. 1363-1388
Persistent link: https://www.econbiz.de/10001103806
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After-hours stock prices and post-crash hangovers
Neumark, David - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 159-178
Persistent link: https://www.econbiz.de/10001106451
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Symposium on public policy issues in finance
Leland, Hayne Ellis; Feldstein, Martin S.; Glauber, … - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1181-1198
Persistent link: https://www.econbiz.de/10001225606