search query: @author Pope, P. F. / total: 12
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| Author: | Peel, D. A. Pope, P. F. Yadav, P. K. |
| Title: | Deregulation and the volatility of UK stock prices. |
| Journal: | Journal of Business Finance and Accounting
1993 : APR, VOL. 20:3, p. 359-372 |
| Index terms: | DEREGULATION SHARE PRICES UNITED KINGDOM |
| Language: | eng |
| Abstract: | This paper examines the behaviour of the UK stock market for significant changes in volatility over the four years surrounding Big Bang i.e. 27 October, 1986 when the market was substantially deregulated. The main findings are that after Big Bang but prior to Black Monday , the UK stock market was no more volatile than prior to Big Bang, but that after Black Monday, The UK market was more volatile than prior to Big Bang even after adjusting for increases in global volatility. It is reported that there is some evidence for the hypothesis that asset prices were characterised by periods of turbulence or tranquility in the period prior to Black Monday. |
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