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Impact of capital account liberalization on stock market crashes

Khalid, Rizwan; Shehzad, Choudhry Tanveer; Naqvi, Bushra - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3700-3726

Persistent link: https://www.econbiz.de/10014429166

U.S. stock market crash risk, 1926–2010

Bates, David S. - In: Journal of financial economics 105 (2012) 2, pp. 229-259

Persistent link: https://www.econbiz.de/10009666837

Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world

Lleo, Sébastien; Ziemba, William T. - In: International journal of forecasting 31 (2015) 2, pp. 399-425

Persistent link: https://www.econbiz.de/10011474134

The role of multivariate skew-student density in the estimation of stock market crashes

Wu, Lei; Meng, Qingbin; Velazquez, Julio C. - In: The European journal of finance 21 (2015) 13/15, pp. 1144-1160

Persistent link: https://www.econbiz.de/10011419786

Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models?

Lleo, Sébastien; Ziemba, William T. - In: Financial markets, institutions & instruments 26 (2017) 2, pp. 61-123

Persistent link: https://www.econbiz.de/10011713610

Are there price bubbles in the Swedish equity market?

Nydahl, Stefan; Sellin, Peter - 1999

Persistent link: https://www.econbiz.de/10011584314

The international spread of COVID-19 stock market collapses

Contessi, Silvio; De Pace, Pierangelo - In: Finance research letters 42 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10014580446

Using a mean changing stochastic processes exit-entry model for stock market long-short prediction

Lleo, Sébastien; Zhitlukhin, M. V.; Ziemba, William T. - 2021

Persistent link: https://www.econbiz.de/10012520206

The case of Deutsche Telekom : how stock market crashes can persistantly affect household investment decisions

Kim, Chi Hyun; Kriwoluzky, Alexander - In: DIW weekly report : economy, politics, science : a … 11 (2021) 25, pp. 177-183

Since decades, only one fourth of German households invest in shares. One exception was during the three IPOs from 1996 to 2000 of the Deutsche Telekom, which gave Germans a taste to enter the stock market. However, the fall in the share price shortly after the second IPO, followed by corruption...

Persistent link: https://www.econbiz.de/10012586109

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

Lleo, Sébastien; Ziemba, William T. - 2018

Persistent link: https://www.econbiz.de/10012213962