The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
The International Crash of October 1987
Abstract
(1988). The International Crash of October 1987. Financial Analysts Journal: Vol. 44, No. 5, pp. 19-35.
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Citations
Cites
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Cited by
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
An Engine, Not a Camera: How Financial Models Shape Markets
MacKenzie, D. (2006) · doi:10.7551/mitpress/9780262134606.001.0001 · Cited by 1,766
How Sovereign Is Sovereign Credit Risk?
Longstaff, F. A., Pan, J., Pedersen, L. H., & Singleton, K. J. (2011) · American Economic Journal: Macroeconomics · doi:10.1257/mac.3.2.75 · Cited by 1,083
International stock market linkages: Evidence from the pre- and post-October 1987 period
Arshanapalli, B., & Doukas, J. (1993) · Journal of Banking & Finance · doi:10.1016/0378-4266(93)90088-u · Cited by 561
Karolyi, G. A. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524575 · Cited by 499
Metadata
- Authors
- Roll, R.
- Venue
- Financial Analysts Journal
- Publisher
- Informa UK Limited
- Published
- 1988-09
- Volume
- 44
- Issue
- 5
- Pages
- 19-35
- ISSN
- 0015-198X (ISSN-L)
- 1938-3312
- OpenAlex
- W2176819521
- Cited by
- 394
- References
- 1
- FWCI
- 31.26
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: The International Crash of October 1987. https://app.cochat.ai/papers/10.2469/faj.v44.n5.19
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- Roll, R. (1988). The International Crash of October 1987. Financial Analysts Journal. https://doi.org/10.2469/faj.v44.n5.19
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
