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Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus, (2017)
Load and no-load mutual fund dynamics during the 1987 market crash : a stochastic dominance analysis
Taylor, Walton R. L., (1999)
Asset allocation and selectivity of Asian mutual funds during financial crisis
Chan, Yue-cheong, (2003)
The Relation between Aggregate Insider Transactions and Stock Market Returns
Chowdhury, Mustafa, (1993)
Fads and the Crash of '87.