Papers
The October 1987 Market Break (courtesy of Alton Harvey)
This report has been divided into 22 separate parts for your convenience.
- Introduction and Executive Summary
- Chapter One - Background and Description of Trading Strategies
- Chapter Two - Chronology of Trading during the October Market Break
- Chapter Three - The Effects of Derivative Products
- Chapter Four - Exchange Specialists
- Chapter Five - Analysis of Capital Adequacy
- Chapter Six - Issuer Repurchase Activity
- Chapter Seven - Exchange Operational Performance
- Chapter Eight - Performance of the Options Markets
- Chapter Nine - The Over-the-Counter Market
- Chapter Ten - Clearance and Settlement Systems
- Chapter Eleven - The International Capital Markets
- Chapter Twelve - Investor Complaints
- Appendix A - Detailed Trading Chronologies
- Appendix B - Chronology of Index Related Trading
- Appendix C - Chronology of Portfolio Insurance (Futures)
- Appendix D - Charts and Tables
- Appendix E - Division of Market Regulation Data Requests
- Appendix F - Regional Stock Exchange Trading
- Appendix G - Directorate of Economic and Policy Analysis Capital Study
- Appendix H - Office of Consumer Affairs Data Request
- Appendix I - Glossary