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

Sebastien Lleo and William T. Ziemba

Chapter 18 in Selected Works of William T Ziemba:A Memorial Volume, 2024, pp 303-329 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:BackgroundMoving average and signal chartThe Chinese Shanghai stock market crashThe Icelandic stock market crashThe US 2007–2009 crashLogarithmic modelFinal remarksAcknowledgementsReferences

Keywords: William Ziemba; Financial Planning Models; Racetrack Betting; Sports Analytics; Market Anomalies; Risk Factors (search for similar items in EconPapers)
JEL-codes: C44 C6 G11 G12 (search for similar items in EconPapers)
Date: 2024
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Related works:
Chapter: STOCK MARKET CRASHES IN 2007–2009: WERE WE ABLE TO PREDICT THEM? (2013)
Journal Article: Stock market crashes in 2007--2009: were we able to predict them? (2012)
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