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Events that shook the market

In: Market liquidity: proceedings of a workshop held at the BIS

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  • Ray C Fair

    (Yale University)

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Suggested Citation

  • Ray C Fair, 2001. "Events that shook the market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 9-29, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:02-02
    as

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    File URL: http://www.bis.org/publ/bppdf/bispap02b.pdf
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    References listed on IDEAS

    as
    1. Chan, Kalok & Chan, K C & Karolyi, G Andrew, 1991. "Intraday Volatility in the Stock Index and Stock Index Futures Markets," The Review of Financial Studies, Society for Financial Studies, vol. 4(4), pages 657-684.
    2. Veronesi, Pietro, 1999. "Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model," The Review of Financial Studies, Society for Financial Studies, vol. 12(5), pages 975-1007.
    3. Michael J. Fleming & Eli M. Remolona, 1999. "Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information," Journal of Finance, American Finance Association, vol. 54(5), pages 1901-1915, October.
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    Cited by:

    1. Marvin Barth & Eli Remolona & Philip Wooldridge, 2002. "Changes in market functioning and central bank policy: an overview of the issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 1-24, Bank for International Settlements.
    2. Craig H Furfine, 2001. "Do macro announcements still drive the US bond market?," BIS Quarterly Review, Bank for International Settlements, June.
    3. Adeel Nasir & Ștefan Cristian Gherghina & Mário Nuno Mata & Kanwal Iqbal Khan & Pedro Neves Mata & Joaquim António Ferrão, 2022. "Testing Stock Market Efficiency from Spillover Effect of Panama Leaks," JRFM, MDPI, vol. 15(2), pages 1-23, February.

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