Abstract
The objective of this research is to find empirical evidence of self-organization and bubble build up in the stock market preceding crashes. Nonlinear methods will be used to detect interdependent trading behavior and propose regulatory mechanism that will break the synchronization of trading and bring the market back to efficiency. We will propose mechanisms and regulatory measure to increase resilience against market crashes.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.