Stock market crashes and dynamics of aftershocks

DOI10.1016/J.ECONLET.2005.05.032zbMath1254.91669OpenAlexW2050779031MaRDI QIDQ1928656

Panayotis Kapopoulos, Fotios Siokis

Publication date: 3 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.05.032

zbMATH Keywords

energyaccelerationfinancial crashesaftershocks

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Economic time series analysis (91B84) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Unnamed Item
• A microscopic model of the stock market: cycles, booms, and crashes
• Price crashes, information aggregation, and market-making
• Rational panics and stock market crashes.
• CRASHES AS CRITICAL POINTS
• Market Crashes and Informational Avalanches
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS

This page was built for publication: Stock market crashes and dynamics of aftershocks