Back to search

Order Imbalances and Stock Price Movements on October 19 and 20, 1987

Marshall E. Blume, A. Craig MacKinlay, Bruce E. Terker
DOI: 10.1111/j.1540-6261.1989.tb02626.x
The Journal of Finance

Data up to Jan 2025

Published1989
Citations169
References2
Fields
EconomicsBiologyGeographyComputer scienceFinancial economicsEconometricsFinance

Total Citations Per Year

Abstract

References (2)

Black Monday and the future of financial markets

1989 • 255 citations

The October 1987 S&P 500 Stock‐Futures Basis

1989 • 169 citations

Cited By (0)

Loading...
Order Imbalances and Stock Price Movements on October 19 and 20, 1987 (1989) – The Journal of Finance | Metascience Observatory Explorer