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Deregulation And The Volatility Of Uk Stock Prices

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  • David A. Peel
  • Peter F. Pope
  • Pradeep K. Yadav

Abstract

This paper examines the behaviour of the UK stock market for significant changes in volatility over the four years surrounding Big Bang i.e. 27 October, 1986 when the market was substantially deregulated. The main findings are that after Big Bang but prior to Black Monday, the UK stock market was no more volatile than prior to Big Bang, but that after Black Monday, the UK market was more volatile than prior to Big Bang even after adjusting for increases in global volatility.

Suggested Citation

  • David A. Peel & Peter F. Pope & Pradeep K. Yadav, 1993. "Deregulation And The Volatility Of Uk Stock Prices," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 20(3), pages 359-372, April.
    • Handle: RePEc:bla:jbfnac:v:20:y:1993:i:3:p:359-372
    DOI: 10.1111/j.1468-5957.1993.tb00261.x
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