Stock Market Crashes:Predictable and Unpredictable and What to do About Them

William T Ziemba, Mikhail Zhitlukhin and Sebastien Lleo
Additional contact information
William T Ziemba: UBC & London School of Economics, UK
Mikhail Zhitlukhin: The Russian Academy of Sciences, Russia

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Keywords: Stock Market Crashes; Brexit; Trump; Financial Bubbles (search for similar items in EconPapers)
JEL-codes: F30 (search for similar items in EconPapers)
Date: 2017
ISBN: 9789813222601
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Citations: View citations in EconPapers (2)

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https://www.worldscientific.com/worldscibooks/10.1142/10506 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 Introduction , pp 1-10

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 2 Discovery of the Bond–Stock Earnings Yield Differential Model , pp 11-24

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 3 Prediction of the 2007–2009 Stock Market Crashes in the US, China and Iceland , pp 25-53

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 4 The High Price–Earnings Stock Market Danger Approach of Campbell and Shiller versus the BSEYD Model , pp 55-132

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 5 Other Prediction Models for the Big Crashes Averaging −25% , pp 133-145

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 6 Effect of Fed Meetings and Small-Cap Dominance , pp 147-168

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 7 Using Zweig’s Monetary and Momentum Models in the Modern Era , pp 169-183

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 8 Analysis and Possible Prediction of Declines in the −5% to −15% Range , pp 185-208

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 9 A Stopping Rule Model for Exiting Bubble-like Markets with Applications , pp 209-233

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 10 A Simple Procedure to Incorporate Predictive Models in Stochastic Investment Models , pp 235-245

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 11 Other Bubble-testing Methodologies and Historical Bubbles , pp 247-257

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

Ch 12 Mathematics of the Changepoint Detection Model , pp 259-272

William T. Ziemba, Sebastien Lleo and Mikhail Zhitlukhin

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