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- Title
Does the October 1987 crash strengthen the co-movements among national stock markets?
- Authors
Lee, Sang Bin; Kim, Kwang Jung
- Abstract
Examines the effects of the October 1987 stock market crash on the co-movements among national stock markets in the United States. Correlation and exploratory factor analysis of the interrelationships among the price movements in different national stock markets; Investors' tendency to give more weight to international factors in making investment decisions.
- Subjects
UNITED States; STOCK Market Crash, 1987; FINANCIAL crises
- Publication
Review of Financial Economics, 1993, Vol 3, Issue 1/2, p89
- ISSN
1058-3300
- Publication type
Article
- DOI
10.1002/j.1873-5924.1993.tb00574.x