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Stock market crashes : predictable and unpredictable and what to do about them
[NT 42944] Record Type:
[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:
predictable and unpredictable and what to do about them
[NT 47261] Author:
ZiembaWilliam T.,
[NT 47353] Alternative Intellectual Responsibility:
LleoSebastien,
[NT 47353] Alternative Intellectual Responsibility:
ZhitlukhinMikhail,
[NT 47351] Place of Publication:
New Jersey
[NT 47263] Published:
World Scientific;
[NT 47352] Year of Publication:
2018
[NT 47264] Description:
xviii, 290 p.col. ill. : 24 cm.;
[NT 47298] Series:
World Scientific Series in Finance
[NT 47266] Subject:
Financial crises - History -
[NT 47266] Subject:
Investments - History -
[NT 47266] Subject:
Speculation - History -
[NT 47266] Subject:
Stock exchanges - History -
[NT 50961] ISBN:
978-981-3222-60-1bound
[NT 50961] ISBN:
981-3222-60-3bound
[NT 60779] Content Note:
Introduction Discovery of the bond-stock earnings yield differential model Prediction of the 2007-2009 stock market crashes in the US, China and Iceland The high price-earnings stock market danger approach of Campbell and Shiller versus the BSEYD model Other prediction models for the big crashes averaging -25 Effect of Fed meetings and small-cap dominance Using Zweig's monetary and momentum models in the modern era Analysis and possible prediction of declines in the -5% to -15% range A stopping rule model for exiting bubble-like markets with applications A simple procedure to incorporate predictive modelsin stochastic investment models
Stock market crashes : predictable and unpredictable and what to do about them
Ziemba, William T.
Stock market crashes
: predictable and unpredictable and what to do about them / William T. Ziemba, Sebastien Lleo, Mikhail Zhitlukhin - New Jersey : World Scientific, 2018. - xviii, 290 p. ; col. ill. ; 24 cm.. - (World Scientific Series in Finance ; Vol 13).
Introduction.
Includes bibliographical references (p. 273-282) and index..
ISBN 978-981-3222-60-1ISBN 981-3222-60-3
Financial crisesInvestmentsSpeculationStock exchanges -- History -- History -- History -- History
Lleo, Sebastien
Stock market crashes : predictable and unpredictable and what to do about them
LDR
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Prediction of the 2007-2009 stock market crashes in the US, China and Iceland
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The high price-earnings stock market danger approach of Campbell and Shiller versus the BSEYD model
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Other prediction models for the big crashes averaging -25
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Effect of Fed meetings and small-cap dominance
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Using Zweig's monetary and momentum models in the modern era
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Analysis and possible prediction of declines in the -5% to -15% range
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