A brief analysis of May 2004 crash in the Indian market

被引：1
|
作者：
Giordano, Matteo
Mannella, Riccardo
机构：
[1] Univ Pisa, Dipartimento Fis, I-56127 Pisa, Italy
[2] Univ Pisa, INFM, UdR Pisa, I-56127 Pisa, Italy
来源：
FLUCTUATION AND NOISE LETTERS | 2006年 / 6卷 / 03期
关键词：
econophysics; speculative bubble; financial crashes;
D O I：
10.1142/S0219477506003380
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Following the victory of the Congress Party, the Indian SENSEX index crashed in May 2004. We present a brief analysis of the crash, showing that very likely the crash was due to the outcome of the Indian elections, but in a situation of very high instability, with the market already past a transition point, well described by the Sornette-Johansen model.
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页码：L243 / L249
页数：7
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