Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
Learn More
Please use this identifier to cite or link to this item:
https://repository.iimb.ac.in/handle/2074/21717| Title: | Analyzing extreme market movements in the US equity markets technical and fundamental study | Authors: | Mehra, Arjun Pandey, Raja Ram |
Keywords: | Stock market;Equity market;Market movement | Issue Date: | 2021 | Publisher: | Indian Institute of Management Bangalore | Series/Report no.: | PGP_CCS_P21_210 | Abstract: | In this report we aim to perform a detailed study of these crash sources. Firstly, we aim to study the underlying technical and fundamental factors which lead to the fundamental and perception driven crash. We aim to develop a logit model for probability prediction of a stock market crash using the historic adjusted monthly price index for NASDAQ. | URI: | https://repository.iimb.ac.in/handle/2074/21717 |
| Appears in Collections: | 2021 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| PGP_CCS_P21_210.pdf | 3.03 MB | Adobe PDF | View/Open Request a copy |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.