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A Causality Test Of The October Crash Of 1987: Evidence From Asian Stock Markets

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  • Mohammad Najand

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  • Mohammad Najand, 1996. "A Causality Test Of The October Crash Of 1987: Evidence From Asian Stock Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(3), pages 439-448, April.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:3:p:439-448
    DOI: 10.1111/j.1468-5957.1996.tb01131.x
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    References listed on IDEAS

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    1. A. G. Malliaris & Jorge L. Urrutia, 2005. "The International Crash of October 1987: Causality Tests," World Scientific Book Chapters, in: Economic Uncertainty, Instabilities And Asset Bubbles Selected Essays, chapter 16, pages 251-262, World Scientific Publishing Co. Pte. Ltd..
    2. Barclay, Michael J & Litzenberger, Robert H & Warner, Jerold B, 1990. "Private Information, Trading Volume, and Stock-Return Variances," The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 233-253.
    3. Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
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