ORDER IMBALANCES AND STOCK-PRICE MOVEMENTS ON OCTOBER 19 AND 20, 1987

[1] THE OCTOBER 1987 S-AND-P-500 STOCK-FUTURES BASIS [J]. JOURNAL OF FINANCE, 1989, 44 (01) : 77 - 99

[2] KAMPHUIS RW, 1989, BLACK MONDAY FUTURE

[3] KLEIDON AW, 1988, ARBITRAGE MONTRADING

[4] *PC TASK FORC MARK, 1988, REP

[5] *STAND POORS CORP, 1987, STOCKS STAND POORS 5

[6] *US GEN ACC OFF, 1988, FIN MARK PREL OBS O

[7] *US SEC EXCH COMM, 1988, OCT 1987 MARK BREAK

[1] THE OCTOBER 1987 S-AND-P-500 STOCK-FUTURES BASIS [J]. JOURNAL OF FINANCE, 1989, 44 (01) : 77 - 99

[2] KAMPHUIS RW, 1989, BLACK MONDAY FUTURE

[3] KLEIDON AW, 1988, ARBITRAGE MONTRADING

[4] *PC TASK FORC MARK, 1988, REP

[5] *STAND POORS CORP, 1987, STOCKS STAND POORS 5

[6] *US GEN ACC OFF, 1988, FIN MARK PREL OBS O

[7] *US SEC EXCH COMM, 1988, OCT 1987 MARK BREAK