Article | Market Volatility and Investor Confidence: Report to the Board of Directors of the New York Stock Exchange, Inc. | June 7, 1990

New Trading Practices and the Short-run Predictability of the S&P 500

by André Perold, Kenneth A. Froot and James F. Gammill Jr.

Keywords: Financial Markets; asset pricing; institutional investing; market efficiency; behavioral finance; equities; stock market; indexing; Asset Pricing; Financial Markets; Investment; Behavioral Finance;

Citation:

Perold, André, Kenneth A. Froot, and James F. Gammill Jr. "New Trading Practices and the Short-run Predictability of the S&P 500." Market Volatility and Investor Confidence: Report to the Board of Directors of the New York Stock Exchange, Inc. (June 7, 1990): G1: 1–27.