Market Liquidity, Hedging, and Crashes.

S-Tier
Journal: American Economic Review
Year: 1990
Volume: 80
Issue: 5
Pages: 999-1021

Authors (2)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In the absence of significant news, hedging strategies were blamed for the stock market crash of October 1987; but traditional models cannot explain how a relatively small amount of selling could cause so large a price drop. The authors develop a rational expectations model in which prices play an important role in shaping expectations; markets are much less liquid in their model than in traditional models. Discontinuities (or "crashes") can occur even with relatively little hedging. The model is consistent with theories as disparate as Keynes' "beauty contest" insights and Thom's "catastrophe" analysis and suggests means to reduce volatility. Copyright 1990 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:80:y:1990:i:5:p:999-1021
Journal Field
General
Author Count
2
Added to Database
2026-01-25