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Ten Years After: Regulatory Developments in the Securities Markets Since the 1987 Market Break

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  • Richard Lindsey
  • Anthony Pecora

Abstract

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  • Richard Lindsey & Anthony Pecora, 1998. "Ten Years After: Regulatory Developments in the Securities Markets Since the 1987 Market Break," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 283-314, June.
    • Handle: RePEc:kap:jfsres:v:13:y:1998:i:3:p:283-314
    DOI: 10.1023/A:1008036529007
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    Cited by:

    1. D. Matsypura & V.G. Timkovsky, 2013. "Integer programs for margining option portfolios by option spreads with more than four legs," Computational Management Science, Springer, vol. 10(1), pages 51-76, February.
    2. Lim, Kian-Ping & Brooks, Robert D., 2009. "Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic," Chaos, Solitons & Fractals, Elsevier, vol. 40(3), pages 1271-1276.
    3. Smith, Kenneth L., 2001. "Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets," Journal of Multinational Financial Management, Elsevier, vol. 11(1), pages 69-87, February.
    4. Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2007. "Crashes and Recoveries in Illiquid Markets," 2007 Meeting Papers 981, Society for Economic Dynamics.
    5. Karen Kunz & Jena Martin, 2015. "Into the Breech: The Increasing Gap between Algorithmic Trading and Securities Regulation," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 135-152, February.
    6. Richard Bookstaber & Mark Paddrik, 2015. "An Agent-Based Model of Liquidity," Working Papers 15-18, Office of Financial Research, US Department of the Treasury.

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