The role of stock index arbitrage in the stock market crash of 1987 and other major price-change trading days
Year of publication: |
1990
|
---|---|
Authors: | Curcio, Richard J. |
Other Persons: | Swinnerton, Eugene A. (contributor) ; Bennett, Richard E. (contributor) |
Published in: |
Journal of the Midwest Finance Association. - [S.l.], ISSN 0272-6637, ZDB-ID 871051-X. - Vol. 19.1990, p. 1-28
|
Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Arbitrage | Finanzkrise | Financial crisis | USA | United States | 1986-1988 |
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