After the Crash: Linkages Between Stocks and Futures

Robert Mackay

in Books from American Enterprise Institute

Abstract: The turmoil of October 1987 revealed fundamental changes in our financial markets. Markets have become more closely linked, institutional traders have grown in importance, and new strategies such as computer trading, index arbitrage, and portfolio insurance have revolutionized portfolio management.

Keywords: Financial markets; Stock market; Securities and Exchange Commission; AEI Press; AEI Archive (search for similar items in EconPapers)
JEL-codes: A (search for similar items in EconPapers)
Date: 1988
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