The 2020 global stock market crash: Endogenous or exogenous?

@article{Song2022The2G,
  title={The 2020 global stock market crash: Endogenous or exogenous?},
  author={Ruiqiang Song and Min Shu and Wei Zhu},
  journal={Physica A: Statistical Mechanics and its Applications},
  year={2022}
}
Starting on February 20, 2020, the global stock markets began to suffer the worst decline since the Great Recession in 2008, and the COVID-19 has been widely blamed on the stock market crashes. In this study, we applied the log-periodic power law singularity (LPPLS) methodology based on multilevel time series to unravel the underlying mechanisms of the 2020 global stock market crash by analyzing the trajectories of 10 major world stock market indexes from both developed and emergent stock… Expand

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