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Investor behavior in the october 1987 stock market crash: The case of Japan
9 references·8 citing·49 second hop
Investor behavior in the october 1987 stock market crash: The case of Japan (1991)Investor behavior in the october 1987 sto…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Meteor Showers or Heat Waves?…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…International Stock Price Movements: Links and Messages (1989)International Stock Price Mov…Comovements in Stock Prices and Comovements in Dividends (1989)Comovements in Stock Prices a…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)Meteor Showers or Heat Waves?…Comments on the Market Crash: Six Months After (1988)Comments on the Market Crash:…Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence (1987)Investor Behavior in the Octo…Short-term stock trends prediction based on sentiment analysis and machine learning (2022)Short-term stock trends predi…Portfolio flows – exchange rate volatility: is there a puzzling relationship? (2020)Portfolio flows – exchange ra…U.S. stock market uncertainty and cross-market European stock returns (2014)U.S. stock market uncertainty…The determinants of home bias puzzle in equity portfolio investment in Australia (2012)The determinants of home bias…Contagion around the October 1987 stock market crash (2006)Contagion around the October …Asian Flu or Wall Street virus? 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this work references cited by second hop

References

  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
  • 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
  • 1987Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence305 cited
  • 1989International Stock Price Movements: Links and Messages246 cited
  • 1989Comovements in Stock Prices and Comovements in Dividends179 cited
  • 1988Comments on the Market Crash: Six Months After98 cited

Cited by

  • 2022Short-term stock trends prediction based on sentiment analysis and machine learning73 cited
  • 2006Contagion around the October 1987 stock market crash60 cited
  • 1998Stock Market Crises in Developed and Emerging Markets46 cited
  • 2012The determinants of home bias puzzle in equity portfolio investment in Australia39 cited
  • 2014U.S. stock market uncertainty and cross-market European stock returns34 cited
  • 2003Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia

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33 cited
  • 2020Portfolio flows – exchange rate volatility: is there a puzzling relationship?24 cited
  • 1998Speculative Behaviour, Regime-Switching and Stock Market Crashes23 cited