Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11889/1960
Title: Roots of stock market volatility and crisis: a synthesis and suggested solutions
Authors: Sabri, Nidal
Issue Date: May-2005
Publisher: ResearchGate
Abstract: This paper aims to explore causes and interpretations of stock market crises and high price volatility existing in practices, as well as in state of arts, in order to articulate and classify such interpretations, in comprehensive various models. The study found that the causes and interpretations of stock market crises reside in various models including: overreaction model, adverse impact of related laws, increasing linkages model, transmission of volatility model, adverse impact of derivatives’ model, adverse impact of related markets’ model, impact of volume volatility model, and econophysics’ model of stock market crises. Accordingly, the paper suggests possible remedies to curb the possible causes of stock market instability, based on the presented interpretations of stock market crises.
URI: http://hdl.handle.net/20.500.11889/1960
Appears in Collections:Fulltext Publications

Files in This Item:
File Description SizeFormat
ROOTS_OF_STOCK_MARKET_VOLATILITY_AND_CRISES_A_SYNT.pdf576.42 kBAdobe PDFView/Open
Show full item record

Page view(s)

3
Last Week
0
Last month
2
checked on Dec 7, 2019

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.