Financial Innovations and Market Volatility.

Abstract

List of Tables. List of Figures. Foreword. Author's Preface. Part I: Before the Storm: 1. Financial Innovation: The Past Twenty Years and the Next. 2. Liquidity and Market Structure. 3. Financial Innovations and Market Volatility. Part II: The Crash of 1987 and Its Aftermath: 4. Index Futures During the Crash of 1987. 5. The Crash of 1987 and the Crash of 1946. 6. The Crash of 1987: Bubble of Fundamental. 7. Equilibrium Relations Between Cash Markets and Futures Markets. Part III: Markets and Volatility: Policy Issues: 8. Strategies for Capital Market Structure and Regulation. 9. Margin Regulation and Stock Market Volatility. 10. Should Short-Term Trading be Taxed? 11. Index Arbitrage and Volatility. 12. The International Competitiveness of US Futures Exchanges. 13. Volatility, Episodic Volatility and Coordinated Circuit Breakers. Part IV: The Academic Field of Finance: 14. The Academic Field of Finance: Some Observations on Its History and Prospects. Index.

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