A note on market expectations of risk-free rates and volatilities before andafter October 1987

Article Abstract:

An analysis of the relation between interest rates expectations and the stock market crash of Oct 1987 is presented. The analysis applies data covering a three-year period spanning the crash. It is shown that no significant variations are observed between implied interest rates before and after Oct 1987. No vital evidence exhibits rate anticipation of the crash. In addition, market volatility increased only after the events of the crash.

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A note on price noises and their correction process: evidence from two equal-payoff government bonds

Article Abstract:

A study of the correction notice of almost identical price noises within call auctions is presented. Two government bonds were traded on the Tel-Aviv, stock exchange in Israel and a comparison was made.

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Investment and financing activity following calls of convertible bonds

Article Abstract:

Implications of convertible bond issues on investment and financing trends are examined.

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