Market crash factors and developing an early warning system: Evidence from Asia

Market crash factors and developing an early warning system: Evidence from Asia

Market crashes pose significant risks to the stability and performance of financial markets, making the development of an early warning system crucial. This study utilizes exchange rate volatility and investor sentiment to predict market crashes. While several studies have examined factors affecting...

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Bibliographic Details
Main Authors: Lisa Kustina, Rachmat Sudarsono, Nury Effendi
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2023-08-01
Series:Investment Management & Financial Innovations
Subjects:
developing countries
financial market stability
investment risk management
logistic regression
market volatility
sentiment analysis
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/18633/IMFI_2023_03_Kustina.pdf

Internet

https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/18633/IMFI_2023_03_Kustina.pdf

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