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Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash
Masulis, Ronald W., (1995)
Financial markets : preliminary observations on the October 1987 crash ; report to congressional requesters
(1988)
Program trading and price movements around the October 1987 market break
Furbush, Dean, (1989)
Program trading and price movements
Furbush, Dean, (1990)
STRUCTURED DEBT AND CORPORATE RISK MANAGEMENT
Gulp, Christopher L., (1994)