Stock market crashes in 2007–2009: were we able to predict them?

DOI10.1080/14697688.2012.709791MaRDI QIDQ2873541zbMATH OpenOpenAlexFDO

Authors Sébastien Lleo, William T. Ziemba

Publication date 24 January 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2012.709791

zbMATH Keywords

bond stock earnings yield differential modelstudy of stock market crashes

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cited in

(3)

• Super-exponential growth expectations and the global financial crisis
• Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
• Bubble detection and sector trading in real time

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