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Did Black Monday Have A Permanent Effect?

Author

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  • Robert L. Albert Jr.
  • Timothy R. Smaby
  • Steve B. Wyatt

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Suggested Citation

  • Robert L. Albert Jr. & Timothy R. Smaby & Steve B. Wyatt, 1993. "Did Black Monday Have A Permanent Effect?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(2), pages 123-138, June.
    • Handle: RePEc:bla:jfnres:v:16:y:1993:i:2:p:123-138
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1993.tb00134.x
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    References listed on IDEAS

    as
    1. Gennotte, Gerard & Leland, Hayne, 1990. "Market Liquidity, Hedging, and Crashes," American Economic Review, American Economic Association, vol. 80(5), pages 999-1021, December.
    2. Bates, David S, 1991. "The Crash of '87: Was It Expected? The Evidence from Options Markets," Journal of Finance, American Finance Association, vol. 46(3), pages 1009-1044, July.
    3. Stoll, Hans R. & Whaley, Robert E., 1990. "The Dynamics of Stock Index and Stock Index Futures Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(4), pages 441-468, December.
    4. Stoll, Hans R, 1989. "Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests," Journal of Finance, American Finance Association, vol. 44(1), pages 115-134, March.
    5. Roll, Richard, 1984. "A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market," Journal of Finance, American Finance Association, vol. 39(4), pages 1127-1139, September.
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    Cited by:

    1. Stevenson, Alan & Boyd, Milton S., 2001. "Lead Lag Relationships Between Resource Prices and Corresponding Resource Company Share Prices," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia 125959, Australian Agricultural and Resource Economics Society.

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