Financial Innovations and Market Volatility
Bibliographic Data
| ID | 9727138 |
|---|---|
| Authors | Anthony Neuberger (0000-0002-5344-1083), Marcus Miller (0000-0003-1030-457X), M H Miller |
| Year | 1993 |
| Volume | 60 |
| Issue | 237 |
| Pages | 115 |
| Publication date | 1993-02-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Economica (JOURNAL) |
| Journal identifiers | ISSN: 0013-0427 • E-ISSN: 1468-0335 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/2554736 |
| OpenAlex | W2158480976 |
| Language | EN |
| Citations received | 7 |
List of Tables. List of Figures. Foreword. Author's Preface. Part I: Before the Storm: 1. Financial Innovation: The Past Twenty Years and the Next. 2. Liquidity and Market Structure. 3. Financial Innovations and Market Volatility. Part II: The Crash of 1987 and Its Aftermath: 4. Index Futures During the Crash of 1987. 5. The Crash of 1987 and the Crash of 1946. 6. The Crash of 1987: Bubble of Fundamental. 7. Equilibrium Relations Between Cash Markets and Futures Markets. Part III: Markets and Volatility: Policy Issues: 8. Strategies for Capital Market Structure and Regulation. 9. Margin Regulation and Stock Market Volatility. 10. Should Short-Term Trading be Taxed? 11. Index Arbitrage and Volatility. 12. The International Competitiveness of US Futures Exchanges. 13. Volatility, Episodic Volatility and Coordinated Circuit Breakers. Part IV: The Academic Field of Finance: 14. The Academic Field of Finance: Some Observations on Its History and Prospects. Index
Business · Capital market · Economics · Financial economics · Futures contract · Implied volatility · Market liquidity · Stock market · Stock market crash · Volatility (finance) · Volatility smile · Volatility swap · Banking stability, regulation, efficiency · Economic theories and models · Finance · Global Financial Crisis and Policies
| Unique citing works | 7 |
|---|---|
| Citations per year | 0,23 |
| Citation span | 1995 - 2010 (16) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 1 |