FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET
نویسندگان
چکیده
منابع مشابه
Stock market crashes , Precursors and
We present an analysis of the time behavior of the S&P500 (Standard and Poors) New York stock exchange index before and after the October 1987 market crash and identify precursory patterns as well as aftershock signatures and characteristic oscillations of relaxation. Combined, they all suggest a picture of a kind of dynamical critical point, with characteristic log-periodic signatures, similar...
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— We present an analysis of the time behavior of theS&P500 (Standard and Poors) New York stock exchange index before and after the October 1987 market crash and identify precursory patterns as well as aftershock signatures and characteristic oscillations of relaxation. Combined, they all suggest a picture of a kind of dynamical critical point, with characteristic logperiodic signatures, similar...
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ژورنال
عنوان ژورنال: Applied Finance Letters
سال: 2021
ISSN: 2253-5802,2253-5799
DOI: 10.24135/afl.v10i.379