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After the Crash: Linkages Between Stocks and Futures

Author

Listed:
  • Robert Mackay

Abstract

The turmoil of October 1987 revealed fundamental changes in our financial markets. Markets have become more closely linked, institutional traders have grown in importance, and new strategies such as computer trading, index arbitrage, and portfolio insurance have revolutionized portfolio management.

Suggested Citation

  • Robert Mackay, 1988. "After the Crash: Linkages Between Stocks and Futures," Books, American Enterprise Institute, number 921556, September.
    • Handle: RePEc:aei:rpbook:921556
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    File URL: http://www.aei.org/publication/after-the-crash-linkages-between-stocks-and-futures
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    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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    Cited by:

    1. Albert S. Kyle & Anna Obizhaeva, 2016. "Large Bets and Stock Market Crashes," Working Papers w0227, Center for Economic and Financial Research (CEFIR).
    2. Albert S. Kyle & Anna Obizhaeva, 2016. "Large Bets and Stock Market Crashes," Working Papers w0227, New Economic School (NES).
    3. Albert S. Kyle & Anna A. Obizhaeva, 2020. "Large Bets and Stock Market Crashes," Working Papers w0269, New Economic School (NES).

    More about this item

    Keywords

    Financial markets; Stock market; Securities and Exchange Commission; AEI Press; AEI Archive;
    All these keywords.

    JEL classification:

    • A - General Economics and Teaching

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