7,613
edits
Changes
Jump to navigation
Jump to search
no edit summary
*Stock market crashes and dynamics of aftershocks, P Kapopoulos, F Siokis - Economics Letters, 2005 - Elsevier [https://www.researchgate.net/profile/Panayotis_Kapopoulos2/publication/236983927_Stock_market_crashes_and_dynamics_of_aftershocks/links/5f0c602e299bf1074452e322/Stock-market-crashes-and-dynamics-of-aftershocks.pdf]
**We begin with the intuitive observation that short-term business-as-usual process and bubble rising looks like an accelerated energy before an earthquake. In such a framework, the aftershocks resemble the correction process of the stock market.
==Questions==
*Is there an objective definition of a crash?
*Is there a taxonomy of stock market crashes?
*Are there standard measures of a crash?
**First drop from peak
**Largest drop from peak
**Time to first recovery to peak
**Time to sustained recovery to peak
**Off-performance area (i.e., days x difference from peak?) Factoring expected growth?
**Number of drops? Precursory volality? Total volatility?
