A tale of two indexes : predicting equity market downturns in China

Sébastien Lleo, William T. Ziemba

Year of publication:	[2018]
Authors:	Lleo, Sébastien ; Ziemba, William T.
Publisher:	London : Systemic Risk Centre, The London School of Economics and Political Science
Subject:	stock market crashes \| Shanghai Stock Exchange \| Shenzhenstock exchange \| Bond-Stock Earnings Yield Differential (BSEYD) \| price-earnings-ratio \| Cyclically-Adjusted Price Earnings ratio (CAPE) \| China \| Aktienmarkt \| Stock market \| Shanghai \| Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income \| Finanzkrise \| Financial crisis \| Börsenhandel \| Stock exchange trading

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