Volatility post Black Monday, myth or reality?

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


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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:
ePrint ID: 37411
Date :
Date Event
Date Deposited: 18 Jun 2007
Last Modified: 16 Apr 2017 22:03
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/37411

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