References
Mullins, Mark. “Bursting Bubbles and Bleeding Bulls: Does the Evidence Support the Rhetoric?” LSE, Financial Markets Group. Mimeo, 1988.
Franks, J.R. and Schwartz, E.S. “The Stochastic Behaviour of Market Variance Implied in the Prices of Index Options: Leverage, Volume, and Other Effects.” London Business School. Mimeo, 1988.
Shiller, R.J., Konya, F. and Tsutsui, Y. “Investor Behaviour in the October 1987 Stock Market Crash: The Case of Japan.” NBER Working Paper No. 2684, 1988.
King, M.A., and Wadhwani, S.B. “Transmission of Volatility Between Stock Markets.” LSE, Financial Markets Group Discussion Paper No. 48, 1988.
Roll, R. “The International Crash of October 1987.” The Financial Analysts Journal (September/October 1988).
FrenchK.R. and RollR. “Stock Return Variances: The Arrival of Information and the Reaction of Traders.” Journal of Financial Economics 17 (1, 1986), 5–26.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Wadhwani, S. Commentary: Price volatility, international market links, and their implications for regulatory policies . J Finan Serv Res 3, 255–259 (1989). https://doi.org/10.1007/BF00122805
Issue Date:
DOI: https://doi.org/10.1007/BF00122805