Search Results

A log-periodic fit for the flash crash of May 6, 2010,
Raul Matsushita and Sergio Da Silva, in Economics Bulletin (2011)
Keywords: flash crash, crashes, log-periodicity

A mathematical definition of the financial bubbles and crashes,
Kota Watanabe, Hideki Takayasu and Misako Takayasu, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Financial market; Bubble; Crash;

Contractionary Currency Crashes In Developing Countries,
Jeffrey Frankel, from Center for International Development at Harvard University (2005)
Keywords: Currency Crashes, Developing Countries

Rational Frenzies and Crashes,
Jeremy I. Bulow and Paul Klemperer, from C.E.P.R. Discussion Papers (1991)
Keywords: Auctions; Crashes; Frenzies; Market Clearing

Bubbles and Crashes Revisited,
Dean Johnson and Patrick Joyce, in Review of Economics & Finance (2012)
Keywords: Bubbles, Crashes, Experimental asset markets

Amplification and Asymmetry in Crashes and Frenzies,
Han Ozsoylev, from University of Oxford, Department of Economics (2005)
Keywords: Crash, Frenzy, Hedging, Portfolio insurance

Log-periodic crashes revisited,
Raul Matsushita, Sergio Da Silva, Annibal Figueiredo and Iram Gleria, in Physica A: Statistical Mechanics and its Applications (2006)
Keywords: Crashes; Exchange rates; Log-periodicity;

Foreign exchange investment rules and endogenous currency crashes,
Louis Raffestin, from HAL (2016)
Keywords: Foreign exchange, currency crashes

Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium,
John Geanakoplos, from Econometric Society (2004)
Keywords: Liquidity, default, collateral, crashes

The dog that did not bark: insider trading and crashes,
Jacques Olivier and Jose Marin, from HAL (2006)
Keywords: insider trading,crashes

Momentum Trading, Return Chasing and Predictable Crashes,
Benjamin Chabot, Eric Ghysels and Ravi Jagannathan, from Federal Reserve Bank of Chicago (2014)
Keywords: Momentum; crashes; return chasing

A Crash Injury Model Involving Autonomous Vehicle: Investigating of Crash and Disengagement Reports,
Amolika Sinha, Vincent Vu, Sai Chand, Kasun Wijayaratna and Vinayak Dixit, in Sustainability (2021)
Keywords: autonomous vehicles; crash severity; disengagements

The Corona Virus Stock Exchange Crash,
Carl Heinz Daube, from ZBW - Leibniz Information Centre for Economics (2020)
Keywords: Corona Virus, Stock Exchange Crash

When Are Market Crashes Driven by Speculation?,
Patrick Leoni, from Institute for Empirical Research in Economics - University of Zurich
Keywords: Asset Pricing, Speculation, Market Crashes

Mechanisms of overpricing: An investigation on momentum crashes,
Alex Huang, in International Review of Economics & Finance (2024)
Keywords: Overpricing; Momentum crash; Portfolio trading;

Bubbles and crashes with partially sophisticated investors,
Milo Bianchi and Philippe Jehiel, from HAL (2008)
Keywords: speculative bubbles,crashes,bounded rationality

Bubbles and crashes with partially sophisticated investors,
Milo Bianchi and Philippe Jehiel, from HAL (2008)
Keywords: speculative bubbles,crashes,bounded rationality

Modelling and mitigation of Flash Crashes,
John Fry and Jean-Philippe Serbera, from University Library of Munich, Germany (2017)
Keywords: Flash Crashes; Flash Rallies; Econophysics; Regulation

Market Integration and Global Crashes,
Semyon Malamud and Aytek Malkhozov, from C.E.P.R. Discussion Papers (2016)
Keywords: market integration; Crises; Crashes; Financial frictions

Isolating momentum crashes,
Maik Dierkes and Jan Krupski, in Journal of Empirical Finance (2022)
Keywords: Asset pricing; Market anomalies; Momentum; Crash indicator;

Informational Overshooting, Booms and Crashes,
Joseph Zeira, from C.E.P.R. Discussion Papers (1993)
Keywords: Asset Markets; Booms; Crashes; Information; Rational Expectations

Accruals and price crashes,
Wei Zhu, in Review of Accounting Studies (2016)
Keywords: Accruals, Crashes, Bad news hoarding, Default risk

Drawdowns and the Speed of Market Crash,
Hongzhong Zhang and Olympia Hadjiliadis, in Methodology and Computing in Applied Probability (2012)
Keywords: Drawdown, Speed of market crash, Diffusions, Drawdown insurance

Investigation of Factors Associated with Heavy Vehicle Crashes in Iran (Tehran–Qazvin Freeway),
Ali Tavakoli Kashani, Kamran Zandi and Atsuyuki Okabe, in Sustainability (2023)
Keywords: heavy vehicle crash; binary logit model; crash severity; freeway crashes

Bubbles and crashes,
Dilip Abreu and Markus Brunnermeier, from London School of Economics and Political Science, LSE Library (2002)
Keywords: bubbles; crashes; temporal coordination; synchronization; market timing; overreaction; limits to arbitrage; behavioural finance

Portfolio insurance and market crashes,
F Longin, in Journal of Asset Management (2001)
Keywords: crash option, put option, extreme value theory, stock market crash, portfolio insurance

Origin of crashes in three US stock markets: shocks and bubbles,
Anders Johansen, in Physica A: Statistical Mechanics and its Applications (2004)
Keywords: Financial markets; Crashes;

Influence of Traffic Parameters on the Spatial Distribution of Crashes on a Freeway to Increase Safety,
Kamran Zandi, Ali Tavakoli Kashani and Atsuyuki Okabe, in Sustainability (2022)
Keywords: spatial distribution of crashes (SDC); spatiotemporal distribution of crashes (STDC); freeway crashes; crash hotspot

Herding and flash events: Evidence from the 2010 Flash Crash,
Riza Demirer, Karyl B. Leggio and Donald Lien, in Finance Research Letters (2019)
Keywords: Herding; Flash Crash;

Determinants of road traffic crash fatalities across Indian States,
Michael Grimm and Carole Treibich, from HAL (2013)
Keywords: traffic crash,India

Determinants of road traffic crash fatalities across Indian States,
Michael Grimm and Carole Treibich, from HAL (2013)
Keywords: traffic crash,India

ESG Disclosures and Stock Price Crash Risk,
Rio Murata and Shigeyuki Hamori, in JRFM (2021)
Keywords: ESG; stock price crash risk; crash risk measure

Modelling trends in road crash frequency in Qatar State,
Galal M. Abdella, Khalifa N. Al-Khalifa, Maha A. Tayseer and Abdel Magid S. Hamouda, in International Journal of Operational Research (2019)
Keywords: ARMA; multicollinearity; road crash modelling.

Neural networks for large financial crashes forecast,
G. Rotundo, in Physica A: Statistical Mechanics and its Applications (2004)
Keywords: Large financial crashes; Neural networks;

Stakeholder orientation and stock price crash risk,
You Li and Jian Zhang, in Finance Research Letters (2020)
Keywords: Stakeholder orientation; Crash risk; Disclosure;

Opaque financial reports, R2, and crash risk,
Amy P. Hutton, Alan Marcus and Hassan Tehranian, in Journal of Financial Economics (2009)
Keywords: Earnings management R2 Crashes Transparency

LEXEMES WITH THE ROOT CRASH, EXTRACTED IN THE ONLINE SPACE,
Anita Todoranova, in Conferences of the department Informatics (2024)
Keywords: crash, computer terminology, online communication

Predicting Pedestrian Crashes in Texas’ Intersections and Midblock Segments,
Natalia Zuniga-Garcia, Kenneth A. Perrine and Kara M. Kockelman, in Sustainability (2022)
Keywords: pedestrian crashes; intersection safety; midblock crashes; roadway inventory; negative binomial crash count models

Urban Road Crashes and Weather Conditions: Untangling the Effects,
António Lobo, Sara Ferreira, Isabel Iglesias and António Couto, in Sustainability (2019)
Keywords: vehicle crashes; property-damage-only crashes; injury crashes; urban environment; weather; lagged effects

The Impact of Traffic Crashes on Urban Network Traffic Flow,
Junwei Zeng, Yongsheng Qian, Bingbing Wang, Tingjuan Wang and Xuting Wei, in Sustainability (2019)
Keywords: urban road network; traffic crashes; the spatial distribution of traffic crashes; the time distribution of traffic crashes

Multifractal analysis of stock exchange crashes,
Fotios M. Siokis, in Physica A: Statistical Mechanics and its Applications (2013)
Keywords: Stock market crashes; Stock returns; Multifractality;

Is the introduction of futures responsible for the crash of Bitcoin?,
Ruozhou Liu, Shanfeng Wan, Zili Zhang and Xuejun Zhao, in Finance Research Letters (2020)
Keywords: Bitcoin; Cryptocurrencies; Bitcoin futures; Market crash;

Economic freedom and crashes in financial markets,
Benjamin Blau, in Journal of International Financial Markets, Institutions and Money (2017)
Keywords: Crashes; Skewness; Economic freedom; American depositary receipts;

Market fragility and international market crashes,
Dave Berger and Kuntara Pukthuanthong, in Journal of Financial Economics (2012)
Keywords: Financial crises; Systemic risk; Crash; Fragility;

The Crash of 1882 and the Bailout of the Paris Bourse,
Eugene White, in Cliometrica, Journal of Historical Economics and Econometric History (2007)
Keywords: Stock market crash, Microstructure, Mutualization of risk, Bailout

REIT Crash Risk and Institutional Investors,
Heng An, Qun Wu and Zhonghua Wu, in The Journal of Real Estate Finance and Economics (2016)
Keywords: REITs, Stock crash risk, Institutional investor

Volatility, Information and Stock Market Crashes,
Nikolaos Antonakakis and Johann Scharler, from Department of Economics, Johannes Kepler University Linz, Austria (2009)
Keywords: Stock Market Crash, Volatility, Markov Switching

Wealth redistribution in bubbles and crashes,
Li An, Dong Lou and Donghui Shi, in Journal of Monetary Economics (2022)
Keywords: Bubbles and crashes; Investment skills; Wealth inequality; Market participation;

Loss aversion and market crashes,
Samuel Ouzan, in Economic Modelling (2020)
Keywords: Contagion; Information asymmetry; Loss aversion; Market crashes; Short-sale constraints;

Stock-market crashes and depressions,
Robert Barro and José F. Ursúa, in Research in Economics (2017)
Keywords: Rare disasters; Stock-market crashes; Flexible covariance analysis;

Wealth Redistribution in Bubbles and Crashes,
Dong Lou, from C.E.P.R. Discussion Papers (2020)
Keywords: Bubbles and crashes; Social impact; Wealth inequality; Market participation

Wealth redistribution in bubbles and crashes,
Li An, Dong Lou and Donghui Shi, from London School of Economics and Political Science, LSE Library (2022)
Keywords: bubbles and crashes; investment skills; market participation; wealth inequality

Euro crash risk,
Roman Kräussl, Thorsten Lehnert and Sigita Senulytė, in Journal of Empirical Finance (2016)
Keywords: Sovereign debt crisis; News announcements; Euro value; Euro crash risk;

Euro crash risk,
Roman Kräussl, Thorsten Lehnert and Sigita Senulyte, from Center for Financial Studies (CFS) (2015)
Keywords: Sovereign debt crisis, News announcements, Euro value, Euro crash risk

Momentum and crash sensitivity,
Stefan Ruenzi and Florian Weigert, in Economics Letters (2018)
Keywords: Asset pricing; Copulas; Crash sensitivity; Momentum; Tail risk;

Illiquidity Contagion and Liquidity Crashes,
Giovanni Cespa and Thierry Foucault, from HAL (2014)
Keywords: Liquidity spillovers,Contagion,Liquidity Crashes,Multiple equilibria,Rational expectations

Market Integration and Global Crashes,
Semyon Malamud and Aytek Malkhozov, from Swiss Finance Institute (2016)
Keywords: Market Integration, Foreign Direct Investment, Frictions, Fragility, Crashes, Crises

Momentum Without Crashes,
Soros Chitsiripanich, Marc S. Paolella, Pawel Polak and Patrick S. Walker, from Swiss Finance Institute (2022)
Keywords: Fractional Differencing, Momentum Factor, Momentum Crashes, Reversal Strategy

Amplification and asymmetry in crashes and frenzies,
Han Ozsoylev, in Annals of Finance (2008)
Keywords: Amplification, Asymmetry, Crash, Frenzy, Hedging, Portfolio insurance, G11, G12,

Exploiting Spillovers to forecast Crashes,
Francine Gresnigt, Erik Kole and Philip Hans Franses, from Tinbergen Institute (2015)
Keywords: Hawkes processes, extremal dependence, Value-at-Risk, financial crashes, spillover

Momentum and Crash Sensitivity,
Stefan Ruenzi and Florian Weigert, from University of St. Gallen, School of Finance (2017)
Keywords: Asset pricing, asymmetric dependence, copulas, crash sensitivity, momentum, tail risk

INVESTOR REACTION IN STOCK MARKET CRASHES AND POST-CRASH MARKET REVERSALS,
Daniel Folkinshteyn, Gulser Meric and Ilhan Meric, in The International Journal of Business and Finance Research (2015)
Keywords: Stock Market Crash, Post-Crash Market Reversal, Determinants of Stock Returns, Investor Overreaction

Exploring European Heavy Goods Vehicle Crashes Using a Three-Level Analysis of Crash Data,
Ron Schindler, Michael Jänsch, András Bálint and Heiko Johannsen, in IJERPH (2022)
Keywords: long-haul truck; crash scenarios; GIDAS; CARE; crash causation; European national crash data

Comparing and Contrasting the Impacts of Macro-Level Factors on Crash Duration and Frequency,
Sai Chand, Zhuolin Li, Abdulmajeed Alsultan and Vinayak V. Dixit, in IJERPH (2022)
Keywords: crash duration; crash frequency; hazard-based; Negative Binomial; latent class

Safety Assessment and Crash Compatibility of Heavy Quadricycle under Frontal Impact Collisions,
Suphanut Kongwat, Thonn Homsnit, Chaimongkol Padungtree, Naphon Tonitiwong, Pornkasem Jongpradist and Pattaramon Jongpradist, in Sustainability (2022)
Keywords: frontal crash; heavy quadricycle; structural crashworthiness; crash compatibility; occupant safety

Impact of Driver, Vehicle, and Environment on Rural Road Crash Rate,
Suzana Tajnik and Blaž Luin, in Sustainability (2022)
Keywords: extra-urban roads; road crashes; driver; vehicle; environment; crash frequency

An Exploration of Characteristics and Time Series Forecast of Fatal Road Crashes in Manipal, India,
Kumar Sumit, Veerle Ross, Robert A. C. Ruiter, Evelien Polders, Geert Wets and Kris Brijs, in Sustainability (2022)
Keywords: crash data; road traffic crashes; time series analysis; Manipal

Stock mergers and acquirers’ subsequent stock price crash risk,
Surendranath Jory, Thanh Ngo and Jurica Susnjara, in Review of Quantitative Finance and Accounting (2020)
Keywords: Mergers and acquisitions, Crash risk, Stock price crash risk

Flight to Liquidity on the Tokyo Stock Exchange during the 2008 Share Market Crashes,
Brooke Alexandra Maeda, in International Journal of Economics and Financial Issues (2015)
Keywords: Crash, Flight-to-Liquidity, Share Returns

Post-crash airline pricing: A case study of Alaska Airlines Flight 261,
Irina Zotova, in Economics of Transportation (2017)
Keywords: Airline; Crash; Fares; Passenger traffic;

Debt and stock price crash risk in weak information environment,
Meng Wang, Miao Han and Wei Huang, in Finance Research Letters (2020)
Keywords: Stock crash risk; Debt; China;

Accounting conservatism quality of accounting information and crash risk of stock prices,
Dimitrios Kousenidis, Anestis C. Ladas and Christos I. Negakis, in The Journal of Economic Asymmetries (2014)
Keywords: Conservatism; Stock price crash risk;

The Effect of Ethyl Alcohol upon Pedestrian Trauma Sustained in Traffic Crashes,
Witold Pawłowski, Dorota Lasota, Mariusz Goniewicz, Patryk Rzońca, Krzysztof Goniewicz and Paweł Krajewski, in IJERPH (2019)
Keywords: ethyl alcohol; traffic crash; pedestrians

Relationships between Body Mass Index and Self-Reported Motorcycle Crashes in Vietnam,
Long T. Truong, Richard Tay and Hang T.T. Nguyen, in Sustainability (2020)
Keywords: motorcycle; taxi; BMI; crash; overweight

Analysis of the Head of a Simulation Crash Test Dummy with Speed Motion,
Marek Jaśkiewicz, Damian Frej, Jan Matej and Rafał Chaba, in Energies (2021)
Keywords: computer simulation; dummy; crash test

Algorithmic trading and mini flash crashes: Evidence from Austria,
Roland Mestel, Viktoria Steffen and Erik Theissen, in Economics Letters (2024)
Keywords: Mini flash crashes; Algorithmic trading;

Apples and Oranges: the difference between the Reaction of the Emerging and Mature Markets to Crashes,
Adel Sharkasi, Martin Crane and Heather J. Ruskin, from Springer (2006)
Keywords: Covariance Matrix, Eigenvalues and Stock Crashes

Crashes and High Frequency Trading,
Didier Sornette and Susanne von der Becke, from Swiss Finance Institute (2011)
Keywords: High-frequency trading, financial crashes, flash crash, liquidity, efficient market hypothesis, market makers, market breakers, herding, financial bubbles, computer trading, algorithmic trading.

Crashes and High Frequency Trading,
Didier Sornette and Susanne von der Becke, from Swiss Finance Institute (2011)
Keywords: High-frequency trading, financial crashes, flash crash, liquidity, efficient market hypothesis, market makers, market breakers, herding, financial bubbles, computer trading, algorithmic trading.

Psychological determinants of occurrence and magnitude of market crashes,
Patrick Leoni, in Economic Modelling (2011)
Keywords: Market crashes Investors' psychology Market anticipation

Option pricing during post-crash relaxation times,
Ghassan Dibeh and Haidar M. Harmanani, in Physica A: Statistical Mechanics and its Applications (2007)
Keywords: Asset dynamics; Market crashes; Option pricing;

Multifractal view on China’s stock market crashes,
Yong Li, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Multifractal dimension; Stock market crash; Government intervention;

Crash probability anomaly in the Chinese stock market,
Yi Fang, Hui Niu and Xiangda Tong, in Finance Research Letters (2022)
Keywords: Price crashes; Overpricing; Anomalies; Investor sentiment;

Ethereum synchronicity, upside volatility and Bitcoin crash risk,
Yu Ma and Zhiqian Luan, in Finance Research Letters (2022)
Keywords: Bitcoin; Cryptocurrency; Crash risk; Synchronicity; Upside volatility;

The flash crash: An examination of shareholder wealth and market quality,
Thomas J. Boulton, Marcus V. Braga-Alves and Manoj Kulchania, in Journal of Financial Intermediation (2014)
Keywords: Flash crash; Event study; Market quality;

A Bayesian analysis of log-periodic precursors to financial crashes,
George Chang and James Feigenbaum, in Quantitative Finance (2006)
Keywords: Financial crashes, Bayesian inference, Log-periodicity,

Multinational Corporations and Stock Price Crash Risk,
Rodney D. Boehme and Anthony D. May, in International Journal of Finance & Banking Studies (2016)
Keywords: Multinational, Crash Risk, Tail Risk, Corporate Governance

Employee welfare and stock price crash risk,
Hamdi Ben-Nasr and Hatem Ghouma, in Journal of Corporate Finance (2018)
Keywords: Crash risk; Employee welfare; Whistleblowers; Earnings management;

Attention! Distracted institutional investors and stock price crash,
Xiaoran Ni, Qiyuan Peng, Sirui Yin and Ting Zhang, in Journal of Corporate Finance (2020)
Keywords: Shareholder distraction; Crash risk; Corporate governance; Monitoring;

Intangible intensity and stock price crash risk,
Kai Wu and Seiwai Lai, in Journal of Corporate Finance (2020)
Keywords: Intangible intensity; Information asymmetry; Crash risk;