Arbel, A., Carvell, S. and Postnieks, E., 1988. The smart crash of October 19th. Harvard Business Review, 66(3), pp.124-136.
Key Words: Program trading, stock market crash, risk, speculative optimism, company specific-variables
Questions:
1.Can technology really replace human beings in the financial markets?
2.Were there regulations on how program trading was supposed to be conducted?
阿贝尔，A.，卡维尔，S。和Postnieks，E.，1988年。10月19日的智能崩溃。《哈佛商业评论》，66（3），第124-136页。
关键词：程序交易、股市崩盘、风险、投机乐观、公司特定变量
问题：
1.技术真的能在金融市场上取代人吗？
2.是否有关于如何进行程序交易的规定？
Lillo, F. and Mantegna, R.N., 2004. Dynamics of a financial market index after a crash. Physica A: Statistical Mechanics and its Applications, 338(1-2), pp.125-134.
Key Words: stock market crash, index returns, volatility, GARCH(1,1) model
Questions:
1.Are there models to explain stock market crashes, and how can they help in understanding the stock market crash of 1987?
2.Can these models predict a looming stock market crash?
里洛，F。和Mantegna，R.N.，2004。崩溃后金融市场指数的动态。Physica A：统计力学及其应用，338（1-2），第125-134页。
关键词：股市崩盘，指数收益率，波动性，GARCH（1,1）模型
问题：
1.是否存在解释股市崩盘的模型，它们如何帮助理解1987年的股市崩盘？
2.这些模型能预测即将到来的股市崩溃吗？
Malliaris, A.G. and Urrutia, J.L., 1992. The international crash of October 1987: causality tests. Journal of Financial and Quantitative Analysis, 27(3), pp.353-364.
Key Words: stock market crash, world economic activity, market efficiency, economic data,
Questions:
1.What really caused the stock market crash of October 1987?
2.How did large economies such as Japan, the United States and the United Kingdom fail to detect the risks that program trading posed to their financial markets?
3.How did different stock markets across the globe contribute to this stock market crash?
Malliaris，A.G.和Urrutia，J.L.，1992年。1987年10月的国际崩溃：因果检验。《金融与定量分析杂志》，27（3），第353-364页。
关键词：股市崩盘，世界经济活动，市场效率，经济数据，
问题：
1.1987年10月股市崩盘的真正原因是什么？
2.日本、美国和英国等大型经济体如何未能发现程序交易对其金融市场构成的风险？
3.全球不同的股市是如何促成这次股市崩盘的？
Solomon, L.D. and Dicker, H.B., 1988. The Crash of 1987: A Legal and Public Policy Analysis. Fordham Law Review, 57, p.191-252.
Key Words: Dow Jones Industrial Average, stock market crash, stock index futures, derivative instruments
Questions:
1.Were there indicators to predict the 1987 stock market crash?
2.Had the government and other stakeholders tested the trading programs to establish their safety in trading activities?
3.Were there regulations that limited or controlled the use of trading programs?
《1987年的崩溃：法律和公共政策分析》。《福德汉姆法律评论》，第57页，第191-252页。
关键词：道琼斯工业平均指数，股市崩盘，股指期货，衍生工具
问题：
1.是否有指标可以预测1987年的股市崩盘？
2.政府和其他利益相关者是否测试了交易计划，以确定其在交易活动中的安全性？
3.是否有限制或控制交易程序使用的法规？