Volatility post Black Monday, myth or reality?


Thomas, Steve and O'Brien, Ray (1991) Volatility post Black Monday, myth or reality? Professional Investor, June, 20-23.

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Description/Abstract

Popular opinion argues that since the crash of 1987 markets worldwide have become increasingly volatile. Steve Thomas and Ray O'Brien approach the topic using different empirical data, with surprising results.

Item Type: Article
ISSNs: 0958-2541 (print)
Related URLs:
Subjects: H Social Sciences > HF Commerce
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 37411
Date Deposited: 18 Jun 2007
Last Modified: 27 Mar 2014 18:23
URI: http://eprints.soton.ac.uk/id/eprint/37411

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