Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange
The Impacts of "Big Bang" and the 1987 Stock-Market Crash
Bibliographic Data
| ID | 19418199 |
|---|---|
| Authors | Ronald W Masulis (0000-0001-5205-341X), Victor Ng (0000-0001-6613-4835), Victor K Ng |
| Year | 1995 |
| Volume | 13 |
| Issue | 4 |
| Pages | 365 |
| Publication date | 1995-10-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Journal of Business and Economic Statistics (JOURNAL) |
| Journal identifiers | ISSN: 0735-0015 • E-ISSN: 1537-2707 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/1392383 |
| OpenAlex | W4245931873 |
| Language | EN |
Ronald W. Masulis, Victor K. Ng, Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange: The Impacts of "Big Bang" and the 1987 Stock-Market Crash, Journal of Business & Economic Statistics, Vol. 13, No. 4 (Oct., 1995), pp. 365-378
Crash · Econometrics · Economics · Financial economics · Geography · Stock exchange · Stock market · Stock market crash · Complex Systems and Time Series Analysis · Computer Science · Market Dynamics and Volatility · Monetary Policy and Economic Impact · Finance
| Citation velocity | historical |
|---|---|
| Highly cited | No |