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Black Monday and the future of financial markets
0 references·16 citing·58 second hopsampled
Black Monday and the future of financial markets (1989)Black Monday and the future of financial …How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data (2010)How Does Investor Sentiment A…Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets (2006)Stock returns and volatility …The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange (2003)The magnet effect of price li…Critical market crashes (2003)Critical market crashesMeasuring financial and economic integration with equity prices in emerging markets (2002)Measuring financial and econo…Stock prices and domestic and international macroeconomic activity: a cointegration approach (2000)Stock prices and domestic and…Self-organized percolation model for stock market fluctuations (1999)Self-organized percolation mo…Economic determinants of evolution in international stock market integration (1999)Economic determinants of evol…Large financial crashes (1997)Large financial crashesThe theory and practice of financial stability (1996)The theory and practice of fi…Stock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…Liquidity, Asset Prices and Financial Policy (1991)Liquidity, Asset Prices and F…Liquidity and the 1987 stock market crash (1990)Liquidity and the 1987 stock …Price volatility, international market links, and their implications for regulatory policies (1989)Price volatility, internation…Price Volatility, International Market Links, and Their Implications for Regulatory Policies (1989)Price Volatility, Internation…Order Imbalances and Stock Price Movements on October 19 and 20, 1987 (1989)Order Imbalances and Stock Pr…The relationship between return and market value of common stocks (1981)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Comovements in international stock markets (2006)Mandatory IFRS Adoption in Europe and the Contractual Usefulness of Accounting Information in Executive Compensation (2011)Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis (2013)The Only Game in Town (1971)Alternative methods for raising capital (1977)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Equilibrium interest rate and liquidity premium with transaction costs (1999)Liquidity shocks and equilibrium liquidity premia (2003)The Role of Speculation in Real Estate Cycles (2005)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Wavelet analysis of stock returns and aggregate economic activity (2007)The Role of Macroeconomic Variables on Stock Market Index in China and India (2011)Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests (2014)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)Safeguarding Financial Stability: Theory and Practice (2006)Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes (2008)Master or Servant? 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  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 2003Critical market crashes337 cited
  • 1997Large financial crashes277 cited
  • 2000Stock prices and domestic and international macroeconomic activity: a cointegration approach276 cited
  • 1991Liquidity, Asset Prices and Financial Policy239 cited
  • 1996The theory and practice of financial stability239 cited
  • 1989Price Volatility, International Market Links, and Their Implications for Regulatory Policies239 cited
  • 2010How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data234 cited
  • 1999Economic determinants of evolution in international stock market integration223 cited
  • 2002Measuring financial and economic integration with equity prices in emerging markets196 cited
  • 2006Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets180 cited
  • 1999Self-organized percolation model for stock market fluctuations180 cited
  • 1989Order Imbalances and Stock Price Movements on October 19 and 20, 1987177 cited
  • 1990Liquidity and the 1987 stock market crash164 cited
  • 2003

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The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange
163 cited
  • 1989Price volatility, international market links, and their implications for regulatory policies162 cited