most citedOrigin of Crashes in 3 US stock markets: Shocks and Bubbles

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cond-mat.stat-mech2004★ 29 cited

Origin of Crashes in 3 US stock markets: Shocks and Bubbles

Anders Johansen

This paper presents an exclusive classification of the largest crashes in Dow Jones Industrial Average (DJIA), SP500 and NASDAQ in the past century. Crashes are objectively defined…