The Chinese Equity Bubble: Ready to Burst
Statistical Finance
2009-07-13 v1 Portfolio Management
Abstract
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build up and we go on to predict its most likely crash date: July 17-27, 2009 (20%/80% quantile confidence interval).
Cite
@article{arxiv.0907.1827,
title = {The Chinese Equity Bubble: Ready to Burst},
author = {K. Bastiaensen and P. Cauwels and D. Sornette and R. Woodard and W. -X. Zhou},
journal= {arXiv preprint arXiv:0907.1827},
year = {2009}
}
Comments
3 pages, 1 figure