✦ LIBER ✦

The Riskiness of REITs Surrounding the October 1997 Stock Market Decline

✍ Scribed by John L. Glascock; David Michayluk; Karyn Neuhauser

Book ID: 111606297
Publisher: Springer US
Year: 2004
Tongue: English
Weight: 97 KB
Volume: 28
Category: Article
ISSN: 0895-5638
DOI: 10.1023/b:real.0000018786.39272.fa

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The information content of option implie

The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash

✍ Joseph K. W. Fung 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB 👁 2 views

## Abstract This study examines the information conveyed by options and examines their implied volatility at the time of the 1997 Hong Kong stock market crash. The author determines the efficiency of implied volatility as a predictor of future volatility by comparing it to other leading indicator c

On the riskiness of the world's stock ma

On the riskiness of the world's stock markets

✍ Markku J. Malkamäki; Teppo Martikainen; Jukka Perttunen 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 583 KB

The pricing of risky assets on the Belgi

The pricing of risky assets on the Belgian stock market

✍ Gabriel A. Hawawini; Pierre A. Michel 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 922 KB

The Impulse of Stock Market Volatility a

The Impulse of Stock Market Volatility and the Market Crash of October 1987

✍ Daniel Wai-Wah Cheung 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB

Fraud and financial markets: the 1997 co

Fraud and financial markets: the 1997 collapse of the junior mining stocks

✍ William O. Brown Jr.; Richard C.K. Burdekin 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 56 KB

Stock Market Development and the Decline

Stock Market Development and the Decline of the Portion of Dividend Payers throughout the World

✍ Mia Twu 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 518 KB