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The October 1987 stock market crash : An exploratory analysis of share price models

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  • Limmack, R. J.
  • Ward, C. W. R.

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  • Limmack, R. J. & Ward, C. W. R., 1990. "The October 1987 stock market crash : An exploratory analysis of share price models," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 273-289, August.
  • Handle: RePEc:eee:jbfina:v:14:y:1990:i:2-3:p:273-289
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    Cited by:

    1. Debarati Basu & Deepak Chawla, 2010. "An Empirical Test of CAPM—The Case of Indian Stock Market," Global Business Review, International Management Institute, vol. 11(2), pages 209-220, June.
    2. Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995. "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 227-244.

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