Publications
Publications
- June 7, 1990
- Market Volatility and Investor Confidence: Report to the Board of Directors of the New York Stock Exchange, Inc.
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
Institutional Investing; Market Efficiency; 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.