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Empirical Regularities in Stock Market Crashes (view source)
Revision as of 13:12, 13 October 2020
, 13:12, 13 October 2020no edit summary
|Has paper status=Working paper
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This paper develops results discovered in my analysis of the [[2020 Stock Market Crash]], which spawned a series of Op. Ed. submissions, as well as [https://www.edegan.com/blog/the-pandemic-stock-market-crash-of-2020/ blog post]. Version 1.5 was posted on SSRN (https://ssrn.com/abstract=3679630) on September 7, 2020. The first posted version was 1.2, which was posted on August 23, 2020.
<pdf>File:StockMarketAnalysisV1-5-SSRN.pdf</pdf>
The paper was submitted as follows:
*Economics Letters: Submitted on Aug 23, 2020 ($65 fee). Desk rejected by Joao F. Gomes on Aug 31. ("...while of some interest...")
*Economics Bulletin: Submitted on Sept 7, 2020 (No fee). Under review at last check. http://www.accessecon.com/pubs/eb/
The next obvious choices are:
*Finance Research Letters: $150 fee, 2,500 word limit, Cite Score 3.8, Impact Factor 2.02, 2nd quartile, https://www.sciencedirect.com/journal/finance-research-letters
*Applied Economic Letters: $125, 2000 words, https://www.tandfonline.com/toc/rael20/current
