Program Trading and Price Movement: Evidence from the October 1987 Market Crash

• 1 January 1989
• journal article
• Published by Wiley in Financial Management
• Vol. 18  (3) , 68
• https://doi.org/10.2307/3665650

Abstract

Keywords

• PROGRAM TRADING
• MARKET CRASH
• PRICE MOVEMENT
• OCTOBER
• TRADING AND PRICE