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Pre-Announcement of Changes in the S&P 500 Index: Tests for Price and Volume Pressure

✍ Scribed by David S. Allen and G. Rodney Thompson

Book ID
124947879
Publisher
Financial Management Association International (FMA)
Year
1991
Tongue
English
Weight
386 KB
Volume
20
Category
Article
ISSN
0046-3892

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he volatility of the stock market is a matter of great concern to investors. The high T level of market volatility has attracted regulatory attention since the crash of October 19, 1987. The stock market is believed to be more volatile now than it has been in the past. Investor surveys conducted aft