Relevant bibliographies by topics / Stock Market Crash, 1929

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
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Academic literature on the topic 'Stock Market Crash, 1929'

Author: Grafiati
Published: 4 June 2021
Last updated: 28 July 2024

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Journal articles on the topic "Stock Market Crash, 1929"

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Dimand, Robert W. "Irving Fisher and Financial Economics: The Equity Premium Puzzle, the Predictability of Stock Prices, and Intertemporal Allocation Under Risk." Journal of the History of Economic Thought 29, no. 2 (June 2007): 153–66. http://dx.doi.org/10.1080/10427710701335885.

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Irving Fisher is renowned as the pundit who declared in October 1929 that stock prices appeared to have reached a permanently high plateau and who, having amassed a net worth of ten million dollars in the boom of the 1920s, proceeded to lose eleven million dollars of that fortune in the crash, which, as John Kenneth Galbraith (1977, p. 192) remarked, “was a substantial sum, even for an economics professor.” Along with the Dow-Jones index, Fisher's reputation for understanding financial markets declined relative to that of Roger Babson, the stock forecaster, amateur economist, and founder of Babson College, who presciently predicted the stock market crash of autumn 1929 (and, with less prescience, the stock market crashes of 1926, 1927, and 1928, and the stock market recovery of 1930). An editorial in The Commercial and Financial Chronicle (November 9, 1929) declared of Fisher: “The learned professor is wrong as he usually is when he talks about the stock market” (quoted by Galbraith 1972, p. 151).
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Meric, Ilhan, Lan Ma Nygren, Jerome T. Bentley, and Charles W. McCall. "Co-Movements Of U.S. And European Stock Markets Before And After The 2008 Gloal Stock Market Crash." Studies in Business and Economics 10, no. 2 (August 1, 2015): 83–98. http://dx.doi.org/10.1515/sbe-2015-0022.

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Abstract Empirical studies show that correlation between national stock markets increased and the benefits of global portfolio diversification decreased significantly after the global stock market crash of 1987. The 1987 and 2008 crashes are the two most important global stock market crashes since the 1929 Great depression. Although the effects of the 1987 crash on the comovements of national stock markets have been investigated extensively, the effects of the 2008 crash have not been studied sufficiently. In this paper we study this issue with a research sample that includes the U.S stock market and twenty European stock markets. We find that correlation between the twenty-one stock markets increased and the benefits of portfolio diversification decreased significantly after the 2008 stock market crash.
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James, Harold. "1929: The New York Stock Market Crash." Representations 110, no. 1 (2010): 129–44. http://dx.doi.org/10.1525/rep.2010.110.1.129.

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Stock market panics involve major psychological elements, and fear appears in the form of a reference to past events that seem to have analogies. Not only was 1929 an example of this process, in that the participants thought in terms of previous crises, but 1929 has also become the standard against which subsequent events are judged.
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Klein, Maury. "The Stock Market Crash of 1929: A Review Article." Business History Review 75, no. 2 (2001): 325–51. http://dx.doi.org/10.2307/3116648.

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The stock market crash of 1929, a major trauma that still haunts the national memory, has received surprisingly little attention from scholars in seventy years and has produced even less agreement as to its causes and consequences. This review of the literature suggests that the disagreements and debates over the crash reveal as much about what can and cannot be known for certain about the event as they do about potential answers to the mysteries of the crash.
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White, Eugene N. "The Stock Market Boom and Crash of 1929 Revisited." Journal of Economic Perspectives 4, no. 2 (May 1, 1990): 67–83. http://dx.doi.org/10.1257/jep.4.2.67.

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This paper will sort through many of the hypotheses offered to explain the 1929 boom and bust. Most of the factors cited by historians played trivial or insignificant roles. The central issue is whether fundamentals or a bubble drove the bull market upwards. An econometric resolution of this question is unlikely, for reasons that Flood and Hodrick explain in their contribution to this symposium. However, the qualitative evidence assembled in this paper favors the view that a bubble was present in the 1929 market.
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Rappoport, Peter, and Eugene N. White. "Was There a Bubble in the 1929 Stock Market?" Journal of Economic History 53, no. 3 (September 1993): 549–74. http://dx.doi.org/10.1017/s0022050700013486.

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In contrast to historical accounts of the boom and crash of the 1929 stock market, recent econometric studies have concluded that there were no bubbles in the American stock market over the past one hundred years. Examining the pricing of loans to stock brokers, we find information on the lenders' perceptions of the future course of stock prices in 1929. From this market, we extract an estimate of the bubble in stock prices. This bubble component contributes significantly to explain stock price behavior, even though standard cointegration tests suggest that there was no bubble in the market.
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Nyasha, Sheilla, and Nicholas M. Odhiambo. "The dynamics of stock market development in the United States of America." Risk Governance and Control: Financial Markets and Institutions 3, no. 1 (2013): 93–102. http://dx.doi.org/10.22495/rgcv3i1c1art3.

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This paper highlights the origin and development of the stock market in the United States of America. The country consists of several stock exchanges, with the three largest being the NYSE Euronext (NYX), National Association of Securities Dealers Automated Quotation (NASDAQ), and the Chicago Stock Exchange. Stock market reforms have been implemented since the stock market crash of 1929; and the exchanges responded positively to some of these reforms, but not so positively to some of the reforms. As a result of the reforms, the U.S. stock market has developed in terms of market capitalisation, the total value of stocks traded, and the turnover ratio. Although the U.S. stock market has developed over the years, its market still faces wide-ranging challenges.
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Eckes, Alfred E. "Smoot-hawley and the stock market crash, 1929-1930." International Trade Journal 12, no. 1 (March 1998): 65–82. http://dx.doi.org/10.1080/08853909808523898.

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De Long, J. Bradford, and Andrei Shleifer. "The stock market bubble of 1929: evidence from clsoed-end mutual funds." Journal of Economic History 51, no. 3 (September 1991): 675–700. http://dx.doi.org/10.1017/s0022050700039619.

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Economists directly observe warranted “fundamental” values in only a few cases. One is that of closed-end mutual funds: their fundamental value is simply the current market value of the securities that make up their portfolios. We use the difference between prices and net asset values of closed-end mutual funds at the end of the 1920s to estimate the degree to which the stock market was overvalued on the eve of the 1929 crash. We conclude that the stocks making up the S & P composite were priced at least 30 percent above fundamentals in late summer, 1929.
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Davis W. Houck. "Rhetoric as Currency: Herbert Hoover and the 1929 Stock Market Crash." Rhetoric & Public Affairs 3, no. 2 (2000): 155–81. http://dx.doi.org/10.1353/rap.2010.0156.

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Dissertations / Theses on the topic "Stock Market Crash, 1929"

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Reynolds, Paul Edward III. "A Sectoral Analysis of the 1929 Stock Market Crash." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1487.

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The stock market crash of 1929 stands today as the largest decline in market value in the history of the United States. Consequently, the event destroyed the wealth of thousands of American families and institutions. On October 28th and 29th, the United States stock market fell 11.3 percent and 12.4 percent respectively, marking the beginning of a down market that lasted over three years, the time period known today as the Great Depression. This paper empirically analyzes the effects felt by each individual industry sector in the crash of 1929, identifying gross and abnormal returns over three major days in the crash. I then compare my findings to previous literature and economic theories, analyzing which sector returns were expected and which were abnormal.
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Cresap, Will. "The Real Estate and Stock Market During the Great Depression: Construction Permit Growth as a Leading Economic Indicator for Stock Returns." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1604.

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The 1929 stock market crash on Black Thursday, followed by the subsequent four-year period of extreme economic downturn, signifies an extremely profound piece of U.S. history. During this time, global economic productivity – measured by GDP – decreased while the U.S. unemployment rate increased staggeringly. Leveraging construction permits as a forward-looking measure of economic activity, I empirically evaluate the effect of construction permits – specifically, the lagged growth rate of monthly construction permits – and lagged monthly stock returns on monthly Standard & Poor's 500 (S&P 500) stock returns. Lagged construction permit returns and lagged stock returns provide early indications (i.e., stock returns) of the following Great Depression.
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Garrett, Ian. "The pricing relationship between the FTSE 100 stock index and FTSE 100 stock index futures contract." Thesis, Brunel University, 1992. http://bura.brunel.ac.uk/handle/2438/5283.

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This thesis investigates the pricing relationship between the FTSE 100 Stock Index and the FTSE 100 Stock Index futures market. We develop and apply a framework in which it is possible to evaluate whether or not markets can be said to function effectively and efficiently. The framework is applied to both the daily and intra-daily pricing relationship between the aforementioned markets. In order to analyse the pricing relationship within days, we develop a new method to remove the effects of nonsynchronous trading from the FTSE 100 Index. We find that on a daily basis the markets generally function effectively, although this does not carryover to the intra-daily pricing relationship. This is especially true during the October 1987 stock market crash, where it is argued that a possible cause of the breakdown lies with the stock market. If this is the case, then any regulation should be aimed at the stock market, not the stock index futures market.
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Borda, Jorge Victor Quiñones. "Log periodic analysis of critical crashes in the portuguese stock market." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/11082.

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Mestrado em Ciências Empresariais
O estudo de fenómenos críticos que se originaram nas ciências naturais e encontraram muitos campos de aplicação foi estendido nos últimos anos aos campos da economia de finanças, fornecendo aos investigadores novas abordagens para problemas conhecidos, nomeadamente aos que estão relacionados com a gestão de risco, a previsão, o estudo de bolhas financeiras e crashes, e muitos outros tipos de problemas que envolvem sistemas com criticalidade auto-organizada. A teoria de singularidades de tempo oscilatório auto-similares é apresentada, uma metodologia prática é exposta, juntamente com alguns resultados de análises semelhantes de diferentes mercados em todo o mundo, como uma maneira de obter de alguns exemplos da forma como a função "linear" log-periódica de potências funciona. Apresento alguns contextos onde o tempo de crise é apresentado aos mercados internacionais - como uma maneira de demonstração de antecedentes -, assim como apresento também três aplicações práticas do mercado de acções português (1997, 2008 e 2015). A sensibilidade dos resultados e do significado das oscilações log-periódicas são avaliadas. Concluo com algumas recomendações e futuras propostas de investigação.
The study of critical phenomena that originated in the natural sciences and found many fields of applications has been extended in the last years to the financial economics? field, giving researchers new approaches to known problems, namely those related to risk management, forecasting, the study of bubbles and crashes, and many kind of problems involving complex systems with self-organized criticality. The theory of self-similar oscillatory time singularities is presented. A practical methodology is exposed along with some results from similar analysis from different markets around the world, as a way to get some examples of the way the ´Linear´ Log-Periodic Power Law formula works. Some context presenting the international markets at the time of crisis is given as a way of having some background, and three practical applications for the Portuguese stock market are made (1997, 2008 and 2015). The sensitivity of the results and the significance from the log-periodic oscillations is assessed. It concludes with some recommendations and future proposed research.
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Wolynski, Misha. "RND estimation stability with respect to methodology : A study on the EURO STOXX 50 index around the September 2008 stock market crash." Thesis, KTH, Matematisk statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129173.

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The aim of this study is to investigate whether implied RND functions are stable with respect to the choice of estimation methodology and whether the stability is affected by the stock market crash of September 15 2008. In order to do so, I estimate RND functions for the EURO STOXX 50 equity index using two different methods, namely the fully parametric two-lognormal method and a curve-fitting method based on the approach proposed by Shimko (1993). For the estimated RND functions, the mean, standard deviation, skewness and kurtosis are calculated. I find that though the qualitative shape and the direction of the evolution over time of the RND functions obtained with the two different methods are relatively similar for most of the estimated trading days, the calculated descriptive statistics show noticeable and systematic differences. These conclusions are largely unaffected by the stock market crash, though the discrepancy in the estimated skewness increases in magnitude and becomes more volatile after it. Based on this, I find that the question of whether the RND estimation is stable with respect to methodology depends on the intended application. If the aim is to qualitatively assess changes in market sentiment over time, both methods lead to largely the same conclusions, and thus, the RND can be considered stable. If, on the other hand, the RND is to be used to price a contingent claim and high numerical accuracy is necessary, the RND estimation cannot be said to be stable with respect to methodology.
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Wright, Richard, and Erik Munther. "Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54686.

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Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis.
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Gomes, Carla Sofia Marques da Silva. "Crise bolsista de 1987: o impacto da crise no mercado de acções, tendo em conta diversas tipologias da economia." Master's thesis, Instituto Superior de Economia e Gestão, 2010. http://hdl.handle.net/10400.5/2933.

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Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais
O crash de 19 de Outubro de 1987, em que a queda registada na Bolsa de Nova Iorque atingiu máximos históricos, é considerado o primeiro da era informática e da inovação financeira relacionada com os programas de negociação por computador. Esta dissertação tem como principal objectivo estudar o impacto deste crash bolsista na rendibilidade e no risco do mercado accionista em função de determinadas características das economias. A população analisada engloba um conjunto de índices contemplando trinta e cinco países, representativos dos diferentes continentes. Neste estudo foram utilizadas cotações das acções mensais para o período compreendido entre 1 de Janeiro de 1985 e 1 de Dezembro de 1989. A metodologia aplicada foi desenvolvida em duas fases. Em primeiro lugar, constituíram-se oito amostras independentes a partir do agrupamento dos trinta e cinco países da população em subconjuntos de economias, de acordo com dimensão, grau de desenvolvimento, grau de abertura e nível de desenvolvimento humano. Na fase seguinte, testou-se o impacto da rendibilidade e do risco no mercado accionista do ano de 1987. A análise das médias obtidas para cada tipo de economia permitiu concluir que a rendibilidade do mercado de acções do ano de 1987 afecta positivamente, e de um modo geral, a rendibilidade do mercado accionista nos diferentes tipos de economia em estudo. Contrariamente, o risco do mercado de acções do ano de 1987 origina um efeito negativo sobre o risco do mercado accionista. Quando se procede à observação da significância estatística do impacto da rendibilidade e do risco do mercado de acções do ano de 1987, conclui-se, através da utilização de testes estatísticos, que em termos de rendibilidade, globalmente, este impacto não é relevante, ao contrário do que se apura em termos de risco. Neste caso, e considerando o período compreendido entre 1985 e 1989, demonstra-se que existem diferenças estatisticamente significativas no que se refere ao risco do mercado de acções em oito de dezasseis casos estudados.
The stock market crash of October 19, 1987, when the equity decline in the New York Stock Market was the greatest in history, was the first of the computational era and financial innovation program trading. The mainly purpose of this research is to study the impact of 1987 stock market crash on the return and risk of the equity stock market according to certain economic features. The sample includes a set of index quotations of thirty-five countries from different continents. For this research monthly price has been used for the period between January 1, 1985 and December 1, 1989. The methodology was developed in two steps. First of all, the thirty-five countries of the population were join into subsets of economies, according to its size, its degree of development, its degree of openness and its level of human development. Thus, eight independent samples were shaped. In the next phase, we sought to test the impact of return and risk in the stock market of 1987. Through mean analysis it was conclude that the return of the stock market of 1987, affects positively, overall, the return of the stock market in different kind of economy. In contrast, the risk of the equity stock market of 1987 shows a negative effect on the risk of equity stock market. The study of the statistical significance of the return and risk impact of the stock market of 1987, through sound statistical tests, allows the conclusion that in terms of return the impact is not relevant. In contrast, and considering the time span 1985 to 1989, there are statistical huge differences regarding the risk of the stock market in eight of the sixteen cases studied.
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Preunkert, Jenny, and Georg Vobruba. "Die Eurokrise." Universitätsbibliothek Leipzig, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-208371.

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Ziel des Artikels ist, die Entwicklung der Eurokrise im Spannungsfeld von Institutionen und Handeln zu erklären. Dazu rekonstruieren wir im ersten Schritt die Krise in zwei Perspektiven, zum einen als Verkettung ökonomischer und politischer Funktionszusammenhänge, zum anderen als Arena von Verteilungskonflikten. Darauf aufbauend analysieren wir den Verlauf der Eurokrise, den wir in fünf Phasen unterteilen. Im Zentrum stehen dabei folgende Fragen: 1. Welche Akteure werden jeweils in die Problemkonstellation „Eurokrise“ hineingezogen? 2. Welche Relevanz haben die unterschiedlichen Akteure für das Funktionieren der gemeinsamen Währung und wie setzen sie diese Relevanz in den Verteilungskonflikten, die sich aus der Eurokrise ergeben, ein? Es geht also um die Entwicklung der Akteurskonstellation im Zuge der Eurokrise und um die Funktionsrelevanz dieser Akteure als Handlungsressource in den Konflikten um die Verteilung der Kosten der Krise. Im dritten Schritt der Untersuchung fassen wir unsere empirische Rekonstruktion der Eurokrise zusammen. Unser Fazit ist, dass die Eurokrise die defizitäre Institutionalisierung der gemeinsamen Währung manifest macht. Weiter gehende Regulierung, also zusätzliche Institutionenbildung steht aber vor dem schwierig auflösbaren Widerspruch zwischen funktionalen Erfordernissen und Interessen, bzw. zwischen Erwartungsstabilisierung und Interessenverfolgung.
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Galijasevic, Amar, and Josef Tegbaru. "Decision-making In Mutual Funds During the COVID-19 Pandemic." Thesis, KTH, Industriell ekonomi och organisation (Inst.), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-296637.

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During the beginning of 2020, the world was struck by the vicious virus COVID­19, forcing societies into lockdown. Demand froze across the board and this was quickly reflected on stockmarkets worldwide. The Swedish stock market index, OMXS30, plummeted around 30% in a matter of weeks. As an investor, it can be difficult to navigate the financial market and make investment decisions during such turbulent periods. The goal of this study is to analyze the decision-making made by Swedish mutual fund managers during the turbulent market period of 2020, to identify common behavior. This is done through interviewing fund managers of major Swedish mutual funds. The results of the study imply that a specific template for decision-­making amongst fund managers is difficult to create. Yet, a common and early decision during market corrections is to reduce positions in assets performing well in order to maintain fund liquidity and capture new investment opportunities created by the correction. Making decisions during market volatility is a difficult process that is dependant on factors such as investment mandates, internal resources, investment ­horizon and preferred valuation methods.
Under början av 2020 spreds viruset COVID­19 över stora delar av världen, vilket tvingade samhällen att stänga ner och införa restriktioner för att minska smittospridningen. Efterfrågan föll på bred front och detta återspeglades snabbt på aktiemarknaderna världen över. Det svenska aktieindexet OMXS30 rasade runt 30% på ett par veckor. Under sådanna turbulentaperioder på börsen kan det vara svårt som investerare att navigera och göra rätt beslut kring investeringar. Målet med denna studie är att analysera beslutsprocessen vid investeringar hos svenska fondförvaltare under den volatila marknadsperioden 2020, för att försöka identifiera likheter. En rad intervjuer har utförts för att samla in information om förvaltarnas beslutsprocesser. Resultaten från studien visar att det är svårt att hitta en gemensam metod som fondförvaltare använder vid beslutsfattande i turbulenta marknadsperioder. Trots det, är det vanligaste och tidigaste beslutet att minska positioner i tillgångar som klarat sig väl tidigt i nedgången för att upprätthålla fondens likviditet och kunna investera i nya möjligheter skapade av börsnedgången. Att fatta beslut i fonder under marknadsvolatilitet är en svår process som är beroende av faktorer som investeringsmandat, interna resurser, placeringshorisont och värderingsmetod.
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Bing-ShunLi and 李秉勳. "The Impact of 2015 China Stock Market Crash on the Stock Market in Taiwan." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/vbdkhg.

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碩士
國立成功大學
企業管理學系
104
After the signing of the Economic Cooperation Framework Agreement (hereafter the ECFA), the relationship between China and Taiwan became closely linked. In recent years, China has been the largest importer and exporter to Taiwan, and international funds flow into China’s capital market through Taiwan and Hong Kong. Therefore, impacts of the China stock market crash on Taiwan were unavoidable. In addition to China’s stock market crash, we also add other macroeconomic variables to examine their effects on Taiwan. The weighted price index of the Taiwan Stock Exchange is set as the dependent variable in this study. The independent variables are the Shanghai Composite Index ＆ the Shenzhen Component Index, values of exports to China in Taiwan, the unemployment rate, the CPI, the Dow Jones industrial average Index, the Taiwan rediscount rate, gold price, oil price, and the money supply in Taiwan. The empirical results show that the Chinese stock market crash in 2015 had a negative impact on the Taiwan Stock Market. The Shanghai Composite Index had a significantly positive effect on the Taiwan Stock Market. The Shenzhen Component Index and the CPI had a significantly negative relationship with the Taiwan Stock Market. Oil price and the Dow Jones Industrial Average Index had a significantly positive relationship with the Taiwan Stock Market.
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Books on the topic "Stock Market Crash, 1929"

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Rife, Douglas M. 1929 stock market crash. Torrance, Calif: Good Apple, 2000.

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Gitlin, Marty. The 1929 Stock Market Crash. Edina, Minn: ABDO Pub., 2008.

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Gitlin, Marty. The 1929 Stock Market Crash. Edina, Minn: ABDO Pub., 2008.

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Millichap, Nancy. The stock market crash of 1929. New York: New Discovery Books, 1994.

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Migneco, Ronald. Crash of 1929. San Diego, Calif: Lucent Books, 1989.

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Feinberg, Barbara Silberdick. Black Tuesday: The stock market crash of 1929. Brookfield, Conn: Millbrook Press, 1995.

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The Crash of 1929. San Diego, CA: Lucent Books, 2001.

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Migneco, Ronald. The Crash of 1929. San Diego, Calif: Lucent Books, 1989.

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McGrattan, Ellen R. The 1929 stock market: Irving Fisher was right. [Minneapolis, Minn.]: Federal Reserve Bank of Minneapolis, 2003.

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Galbraith, John Kenneth. The Great Crash, 1929. Norwalk, Conn: Easton Press, 1988.

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Book chapters on the topic "Stock Market Crash, 1929"

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Markham, Jerry W. "The Stock Market Crash of 1929." In From J.P. Morgan to the Institutional Investor, 148–59. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003247104-12.

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Markham, Jerry W. "The Stock Market Crash of 1987." In From the Age of Derivatives into the New Millennium, 153–65. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003247111-3_1.

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Pepper, Gordon. "The 1980s: The 1987 Stock-Market Crash." In Money, Credit and Asset Prices, 192–216. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1057/9780230375932_14.

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Akata, Doğancan. "Stock Market Crash of 1987: Black Monday." In Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application, 69–80. Singapore: Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-2318-2_5.

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Christie, William Gary, and Paul Harvey Schultz. "Dealer Markets Under Stress: The Performance of NASDAQ Market Makers During the November 15, 1991, Market Break." In Stock Market Policy Since the 1987 Crash, 23–47. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5707-4_3.

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Edwards, Franklin R., and Xin Zhang. "Mutual Funds and Stock and Bond Market Stability." In Stock Market Policy Since the 1987 Crash, 75–100. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5707-4_5.

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Stoll, Hans R. "Special Issue: Ten Years Since the Crash of 1987." In Stock Market Policy Since the 1987 Crash, 1–4. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5707-4_1.

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Booth, G. Geoffrey, and John Paul Broussard. "Setting NYSE Circuit Breaker Triggers." In Stock Market Policy Since the 1987 Crash, 5–22. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5707-4_2.

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Kupiec, Paul H. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?" In Stock Market Policy Since the 1987 Crash, 49–73. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5707-4_4.

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Lindsey, Richard R., and Anthony P. Pecora. "Ten Years After: Regulatory Developments in the Securities Markets Since the 1987 Market Break." In Stock Market Policy Since the 1987 Crash, 101–32. Boston, MA: Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5707-4_6.

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Conference papers on the topic "Stock Market Crash, 1929"

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Yang, Xin, Jukai Hou, and Xiajun Yi. "Investor Overconfidence and Stock Price Crash Risk-Evidence from Chinese Stock Market." In 2018 5th International Conference on Behavioral, Economic, and Socio-Cultural Computing (BESC). IEEE, 2018. http://dx.doi.org/10.1109/besc.2018.8697834.

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Xu Shaojun and Jin Xuejun. "Notice of Retraction: Multifractal analysis of the 2007 stock market crash." In 2010 IEEE International Conference on Advanced Management Science (ICAMS). IEEE, 2010. http://dx.doi.org/10.1109/icams.2010.5553310.

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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Cristina Vasco. "FINANCIAL MARKET INTEGRATION OF ASEAN-5 WITH CHINA: AN ECONOPHYSICS APPROACH." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.2020.17.

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The main objective of this research is to estimate whether portfolio diversification is feasible in the financial markets of Indonesia, Malaysia, Philippines, Singapore and Thailand (ASEAN-5), and the market of China, in the context of the stock market crash in China in 2015. The purpose is to answer two questions, namely whether: (i) has the stock market crash in China increased financial integration in the ASEAN-5 financial markets and China? (ii) If the presence of long memories may put in question the diversification of portfolios? The results suggest that these markets are segmented, except for Malaysia/Singapore, bi-directional, and China/Filipinas, pre-crash. However, when analysing the stock market crash period, the results indicate 16 integrated market pairs with structure breakdown (in 30 possible). When compared with the previous sub-period it was found that during the stock market crash the level of financial integration increased significantly (533%). In the post-crash period, there were right integrated market pairs with broken structure. When compared to the crash period, the level of integration decreased in 50%. In addition, we observed that during the stock market crash these Asian markets did not have long memories, except for the Malaysian market, which reveals some predictability, that is, the increase in integration does not lead to persistence in these Asian markets. In conclusion, the ASEAN-5 markets and China mostly exhibit strong signs of efficiency in their weak form. The authors consider that the implementation of portfolio diversification strategies is beneficial for investors. These conclusions also open space for market regulators to take action to ensure better information between these regional markets and international markets.
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Wang, Kexuan. "The Impact of Personal and Institutional Investor Sentiment on Stock Returns under the Chinese Stock Market Crash." In 2017 International Conference on Economics, Finance and Statistics (ICEFS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/icefs-17.2017.13.

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Ghasemieh, Alireza, and Rasha Kashef. "A Robust Deep Learning Model for Predicting the Trend of Stock Market Prices During Market Crash Periods." In 2022 IEEE International Systems Conference (SysCon). IEEE, 2022. http://dx.doi.org/10.1109/syscon53536.2022.9773808.

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de Beer, Elsabie, and Johan van Rooyen. "Coronavirus Market-Crash – How Far Did FIRE Retiree’s Capital Drawdown?" In 12th Women's Leadership and Empowerment Conference. Tomorrow People Organization, 2021. http://dx.doi.org/10.52987/wlec.2021.002.

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ABSTRACT This paper investigates the destruction of capital held by FIRE-retirees in the US stock- market as represented by the S&P500 index during the coronavirus market-crash. The performance of a lumpsum of $1,000,000 invested by retirees at the end of each year from 2009 to 2019 were calculated using 4% inflation adjusted withdrawal rates. Findings suggest that at the low point of March 23, 2020 the retirees of the first 4 years (2009 till 2012) using 4% inflation adjusted withdrawals all had their initial $1,000,000 capital plus growth. (Highest positive balance: 2009, $1,485,574, increase of 48.6%. Lowest positive balance: 2012, $1,282,147, increase 28.2%). All retirees from the end of 2013 had their initial $1,000,000 investment decreased to below initial capital (Lowest negative balance: 2019, $692,500, decrease 30.75%). Despite 4% inflation adjusted withdrawals, the longer the retirement period the more likely to experience net capital growth. The investigation also revealed the effect of 0% or negative returns during the beginning years of an investment. Some $1,000,000 investments made in earlier years (2010, 2014 and 2017) ending in lower balances than investments made in the next year (2011, 2015 and 2018). KEYWORDS: FIRE movement, Retirement, S&P500 index, CPI adjusted, Coronavirus market-crash
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Zhu, Wenyu, and Lulu Pan. "Information Spillover Effect Changes of Major Financial Markets: Evidence from the 2015 Chinese Stock Market Crash." In 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220307.423.

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"MARGINING COMPONENT OF THE STOCK MARKET CRASH OF OCTOBER 2008 - A Lesson of the Struggle with Combinatorial Complexity." In 1st International Conference on Operations Research and Enterprise Systems. SciTePress - Science and and Technology Publications, 2012. http://dx.doi.org/10.5220/0003841504840489.

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Chen, Xiaohui, and Jianhua Ye. "Research on the Influence of Corporate Risk Taking on Stock Price Crash Risk and the Regulating Effect of Product Market Competition Based on Linear Regression Model." In 2020 16th Dahe Fortune China Forum and Chinese High-educational Management Annual Academic Conference (DFHMC). IEEE, 2020. http://dx.doi.org/10.1109/dfhmc52214.2020.00060.

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Dias, Rui, Paulo Alexandre, Paula Heliodoro, Hortense Santos, Ana Rita Farinha, and Márcia C. Santos. "The 2020 Oil Price War Has Increased Integration Between G7 Stock Markets and Crude Oil WTI." In 7th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eraz.s.p.2021.13.

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This paper aims to examine whether the oil price war between Saudi Arabia and Russia has increased integration between the Crude Oil WTI Spot oil index and the G7 stock markets, namely France (CAC 40), Germany (DAX 30), USA (DOW JONES), UK (FTSE 100), Italy (FTSE MID), Japan (Nikkei 225), Canada (S&P TSX), from January 2018 to January 2021. The results show that in the period before the oil price war, the G7 stock markets and the WTI index had 29 integrations (out of 56 possible). The WTI index is integrated with the UK stock markets (FTSE 100), and Japan (NIKKEI 225), and is integrated into the Japanese market. In the period of the oil price war, the G7’s stock markets and the Crude Oil WTI Spot index had 43 integrations (out of 56 possible), namely the WTI, Dow Jones, and Nikkei 225 indexes, with all their peers (7 out of 7 possible). When comparing the period before and during the 2020 oil crash, we found that integrations increased significantly from 29 to 43 (out of 56 possible); we also found that the Crude Oil WTI Spot index is no longer a safe haven for portfolio diversification in G7 stock markets. These findings validate our research issue, i.e., the oil price war between Saudi Arabia and Russia had increased integrations, and this evidence could question portfolio diversification.
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Reports on the topic "Stock Market Crash, 1929"

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McGrattan, Ellen, and Edward Prescott. The Stock Market Crash of 1929: Irving Fisher Was Right! Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8622.

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Bates, David. U.S. Stock Market Crash Risk, 1926-2006. Cambridge, MA: National Bureau of Economic Research, April 2009. http://dx.doi.org/10.3386/w14913.

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White, Eugene. Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange. Cambridge, MA: National Bureau of Economic Research, November 2006. http://dx.doi.org/10.3386/w12661.

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Schwert, G. William. Stock Market Volatility: Ten Years After the Crash. Cambridge, MA: National Bureau of Economic Research, January 1998. http://dx.doi.org/10.3386/w6381.

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Giglio, Stefano, Matteo Maggiori, Johannes Stroebel, and Stephen Utkus. Inside the Mind of a Stock Market Crash. Cambridge, MA: National Bureau of Economic Research, May 2020. http://dx.doi.org/10.3386/w27272.

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Rappoport, Peter, and Eugene White. Was there a bubble in the 1929 Stock Market? Cambridge, MA: National Bureau of Economic Research, February 1991. http://dx.doi.org/10.3386/w3612.

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Farmer, Roger. The Stock Market Crash Really Did Cause the Great Recession. Cambridge, MA: National Bureau of Economic Research, August 2013. http://dx.doi.org/10.3386/w19391.

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Shiller, Robert. Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence. Cambridge, MA: National Bureau of Economic Research, November 1987. http://dx.doi.org/10.3386/w2446.

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Farmer, Roger E. A. The Stock Market Crash of 2008 Caused the Great Recession: Theory and Evidence. Cambridge, MA: National Bureau of Economic Research, October 2011. http://dx.doi.org/10.3386/w17479.

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Shiller, Robert, Fumiko Konya, and Yoshiro Tsutsui. Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan. Cambridge, MA: National Bureau of Economic Research, August 1988. http://dx.doi.org/10.3386/w2684.

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