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An assessment of financial market volatility: bills, bonds, and stocks

Author

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  • Peter Fortune

Abstract

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Suggested Citation

  • Peter Fortune, 1989. "An assessment of financial market volatility: bills, bonds, and stocks," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 13-28.
    • Handle: RePEc:fip:fedbne:y:1989:i:nov:p:13-28
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    Cited by:

    1. Choudhry, Taufiq, 2003. "Short-run deviations and optimal hedge ratio: evidence from stock futures," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 171-192, April.
    2. Peter Fortune, 1991. "Stock market efficiency: an autopsy?," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 17-40.
    3. Antoniou, Antonios & Koutmos, Gregory & Pericli, Andreas, 2005. "Index futures and positive feedback trading: evidence from major stock exchanges," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 219-238, March.
    4. Molintas, Dominique Trual, 2019. "Rational human behaviour for corporate survival: Black Monday Review," MPRA Paper 100329, University Library of Munich, Germany.
    5. Hou, Yang & Li, Steven, 2014. "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 319-337.

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    Keywords

    Capital market;

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