Stock Market Crashes in 2006–2009: Were We Able to Predict Them?
AbstractThe following sections are included:BackgroundMoving Average and Signal ChartThe Chinese Shanghai Stock Market CrashThe Iceland stock market crashA brief discussion of IcelandThe Iceland financial crisis continuesComments on the crash signals for the three banks from Lleo and Ziemba (2012)Th...
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | unknown |
| Subjects: | |
| Online Access: | http://www.worldscientific.com/doi/pdf/10.1142/9789814504751_0021 http://www.worldscientific.com/doi/abs/10.1142/9789814504751_0021 |
| Summary: | AbstractThe following sections are included:BackgroundMoving Average and Signal ChartThe Chinese Shanghai Stock Market CrashThe Iceland stock market crashA brief discussion of IcelandThe Iceland financial crisis continuesComments on the crash signals for the three banks from Lleo and Ziemba (2012)The US 2007–2009 crashLogarithmic ModelFinal remarks Hedge Funds, Sovereign Wealth Funds, Investment Agglomerations, Endowment Investing, Stock Market Crashes and Their Prediction, Global Economic Situation, Global Investment Strategies, Kelly and Fractional Kelly Wagering Strategies, Calendar Anomalies, Political Party, Time of Year Effects |
|---|