Stock Volatility And The Crash Of 87
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Stock Volatility And The Crash Of 87
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Author : George William Schwert
language : en
Publisher:
Release Date : 1989
Stock Volatility And The Crash Of 87 written by George William Schwert and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Dividends categories.
This paper analyzes the behavior of stock return volatility using daily data from 1885 through 1987. The October 1987 stock market crash was unusual in many ways relative to prior history. In particular, stock volatility jumped dramatically during and after the crash, but it returned to lower. more normal levels quickly. I use data on implied volatilities from call option prices and estimates of volatility from futures contracts on stock indexes to confirm this result.
Stock Market Volatility Ten Years After The Crash
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Author : George William Schwert
language : en
Publisher:
Release Date : 1998
Stock Market Volatility Ten Years After The Crash written by George William Schwert and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Stock Market Crash, 1987 categories.
Stock volatility has been unusually low since the 1987 stock market crash. The large increase in stock prices since 1987 means that many days during 1996 and 1997 experienced near record changes in the Dow Jones Industrial Average, even though the volatility of stock returns has not been high by historical standards. I compare volatility of returns to U.S. stock indexes at monthly, daily, and intraday intervals, and I also show the volatility of returns to stock indexes implied by traded options contracts. Finally, I compare the volatility of U.S. stock market returns with the volatility of returns to stock markets in the United Kingdom Australia, and Canada. All of the evidence leads to the conclusion that volatility has been very low in the decade since the 1987 crash. The mini-crash of October 27 to reevaluate the current system of circuit breakers so that they are triggered less easily. Part of the problem is caused by trigger points that are expressed as absolute changes in market indexes
The Stock Market Crash Of October 1987
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Author :
language : en
Publisher:
Release Date : 1994
The Stock Market Crash Of October 1987 written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Stock Market Crash, 1987 categories.
The Stock Market Crash Of October 1987
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Author : Bernard D. Reams
language : en
Publisher: William S. Hein
Release Date : 1994-04
The Stock Market Crash Of October 1987 written by Bernard D. Reams and has been published by William S. Hein this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-04 with categories.
Convenient collection of important reports with detailedanalysis of benefit to researchers analyzing the nation'sstock and commodities markets and their impact on interna-tional and economic and regulatory systems. Includes theoriginal 2-volume set published in 1988, as well as thesupplements published in 1994 and 1996.
Stock Market Policy Since The 1987 Crash
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Author : Hans R. Stoll
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stock Market Policy Since The 1987 Crash written by Hans R. Stoll and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Since the US stock market crashed on October 19, 1987, many studies have been conducted to learn from this experience in the hopes of avoiding a similarly adverse future fall. The book, originally published as a special issue of the Journal of Financial Services Research, considers some of the important policy adjustments that have been implemented in the wake of the 1987 crash. Taken separately and together, these five papers offer a synthesis and summary of the most important policy innovations that have evolved since the largest single-day decline in stock market history.
Stock Market Crash Of October 1987
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Author : United States. General Accounting Office
language : en
Publisher:
Release Date : 1988
Stock Market Crash Of October 1987 written by United States. General Accounting Office and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Financial futures categories.
The Last Three Stock Market Crashes Can Boom And Bust Be Predicted
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Author : Arthur Ritter
language : en
Publisher: GRIN Verlag
Release Date : 2015-02-10
The Last Three Stock Market Crashes Can Boom And Bust Be Predicted written by Arthur Ritter and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-02-10 with Business & Economics categories.
Essay from the year 2014 in the subject Business economics - Investment and Finance, grade: 15,0, University of St Andrews (School of Management), course: Corporate Finace, language: English, abstract: Stock market crashes had occurred in the financial market since the very beginning and in every generation. “Greed, hubris and systemic fluctuations have given us the Tulip Mania, the South Sea bubble, the land booms in the 1920s and 1980s, the U.S. stock market and great crash in 1929, the October 1987 crash, to name just a few of the hundreds of ready examples“. This essay will compare and contrast the last three major stock market crashes in 1987, 2000 and 2007. To do this, the essay will pay special emphasis on the causes of the three crashes. From there the essay will draw out the similarities and differences and will answer the question if boom and bust can be predicted.
Beast On Wall Street
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Author : Robert A. Haugen
language : en
Publisher: Pearson
Release Date : 1999
Beast On Wall Street written by Robert A. Haugen and has been published by Pearson this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.
It is now abundantly clear that stock volatility is a contagious disease that spreads virulently from market to market around the world. Price changes in one market drive subsequent price changes in that market as well as in others. In Beast, Haugen makes a compelling case for the fact that even under normal conditions, fully 80 percent of stock volatility is price driven. Moreover, this volatility is far from benign. It acts to reduce the level of investment spending and constitutes a significant and permanent drag on economic growth. Price-driven volatility is unstable. Dramatic and unpredictable explosions in price-driven volatility can send stock markets in a downward spiral and cause significant disruptions in economic activity. Haugen argues that this indeed happened in 1929 and 1930. If volatility in Asian markets persists, it can easily become the source of the problem rather than merely a symptom.
Essays On Stock Market Volatility
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Author : Li Jiang
language : en
Publisher:
Release Date : 1995
Essays On Stock Market Volatility written by Li Jiang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
The Stock Market Bubbles Volatility And Chaos
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Author : G.P. Dwyer
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
The Stock Market Bubbles Volatility And Chaos written by G.P. Dwyer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
Gerald P. Dwyer, Jr. and R. W. Hafer The articles and commentaries included in this volume were presented at the Federal Reserve Bank of St. Louis' thirteenth annual economic policy conference, held on October 21-22, 1988. The conference focused on the behavior of asset market prices, a topic of increasing interest to both the popular press and to academic journals as the bull market of the 1980s continued. The events that transpired during October, 1987, both in the United States and abroad, provide an informative setting to test alter native theories. In assembling the papers presented during this conference, we asked the authors to explore the issue of asset pricing and financial market behavior from several vantages. Was the crash evidence of the bursting of a speculative bubble? Do we know enough about the work ings of asset markets to hazard an intelligent guess why they dropped so dramatically in such a brief time? Do we know enough to propose regulatory changes that will prevent any such occurrence in the future, or do we want to even if we can? We think that the articles and commentaries contained in this volume provide significant insight to inform and to answer such questions. The article by Behzad Diba surveys existing theoretical and empirical research on rational bubbles in asset prices.