Has programmed trading made stock prices more volatile?
No abstract is available for this item.
Volume (Year): (1987)
Issue (Month): May ()
|Contact details of provider:|| Postal: |
Web page: http://www.stlouisfed.org/
More information through EDIRC
|Order Information:|| Web: http://www.stls.frb.org/research/order/pubform.html Email: |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
- Michael T. Belongia, 1983. "Commodity options: a new risk management tool for agricultural markets," Review, Federal Reserve Bank of St. Louis, issue Jun, pages 5-15.
- Phillip Cagan, 1981. "Financial futures markets: Is more regulation needed?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(2), pages 169-189, 06.
When requesting a correction, please mention this item's handle: RePEc:fip:fedlrv:y:1987:i:may:p:18-29. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Anna Xiao)
If references are entirely missing, you can add them using this form.