Relative trading volume, risk measures and other firm characteristics during the market crash

Uri Ben-Zion; Eyal Gutman; Emanuel Egbe; Steven Brahams

doi:10.1016/0165-1765(90)90068-C

Relative trading volume, risk measures and other firm characteristics during the market crash

Uri Ben-Zion, Eyal Gutman, Emanuel Egbe, Steven Brahams

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

The crash of 1987 led to significant increases in the trading volume in the N.Y.S.E. The paper uses individual data of 473 S&P 500 firms to analyze the relation between said increases in trading volume and firm and security characteristics.

Original language	English
Pages (from-to)	147-152
Number of pages	6
Journal	Economics Letters
Volume	32
Issue number	2
DOIs	https://doi.org/10.1016/0165-1765(90)90068-C
State	Published - 1 Jan 1990
Externally published	Yes

ASJC Scopus subject areas

Finance
Economics and Econometrics

Access to Document

10.1016/0165-1765(90)90068-C

Cite this

@article{ac2a26c0cdae42da8a08ac9768813fb5,

title = "Relative trading volume, risk measures and other firm characteristics during the market crash",

abstract = "The crash of 1987 led to significant increases in the trading volume in the N.Y.S.E. The paper uses individual data of 473 S&P 500 firms to analyze the relation between said increases in trading volume and firm and security characteristics.",

author = "Uri Ben-Zion and Eyal Gutman and Emanuel Egbe and Steven Brahams",

year = "1990",

month = jan,

day = "1",

doi = "10.1016/0165-1765(90)90068-C",

language = "English",

volume = "32",

pages = "147--152",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - Relative trading volume, risk measures and other firm characteristics during the market crash

AU - Ben-Zion, Uri

AU - Gutman, Eyal

AU - Egbe, Emanuel

AU - Brahams, Steven

PY - 1990/1/1

Y1 - 1990/1/1

N2 - The crash of 1987 led to significant increases in the trading volume in the N.Y.S.E. The paper uses individual data of 473 S&P 500 firms to analyze the relation between said increases in trading volume and firm and security characteristics.

AB - The crash of 1987 led to significant increases in the trading volume in the N.Y.S.E. The paper uses individual data of 473 S&P 500 firms to analyze the relation between said increases in trading volume and firm and security characteristics.

UR - http://www.scopus.com/inward/record.url?scp=38249019141&partnerID=8YFLogxK

U2 - 10.1016/0165-1765(90)90068-C

DO - 10.1016/0165-1765(90)90068-C

M3 - Article

AN - SCOPUS:38249019141

SN - 0165-1765

VL - 32

SP - 147

EP - 152

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Relative trading volume, risk measures and other firm characteristics during the market crash

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this