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Black Monday : the stock market catastrophe of October 19, 1987
Metz, Tim, (2003)
Financial market perspectives : the Federal Reserve's response to the stock market crash
Giordano, Robert M., (1987)
Liquidity and financial market runs
Bernardo, Antonio E., (2004)
Market microstructure research databases : history and projections
Wood, Robert A., (2000)
An investigation of transactions data for NYSE
Wood, Robert A., (1985)
The use of adjusted betas in public utility regulation
Chambers, Donald Robert, (1985)