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2020 Stock Market Crash (view source)
Revision as of 12:42, 14 October 2020
, 12:42, 14 October 2020no edit summary
===Results===
Readers interested in recreating the results in the blog post or paper will want the following data (note that most analysis uses the 'modern era' from 1985 to present, and so excludes the Wall Street Crash of 1929): {| class="wikitable sortable" style="text-align:center; vertical-align:bottom;" |- style="font-weight:bold; vertical"! Category! style="text-align:bottomleft;"| Event! UniversityYear! Dark BlueDuration! Light BlueMarketsLost! Dark GreyLargestDrop! Light GreyPcToDrop! GoldRateSpread|-! Orange| 1|style="text- align:left;" | Friday 13th Mini-crash| 1989| 148| 6| 0.089| style="vertical-align:bottommiddle;" | 0.524| style="text-align:left;"| 0.91| UCL-| 1| style="colortext-align:#FFFleft;" | Asian Contagion Mini-Crash| 1997| 130| 6| 0.133| #EA7600style="vertical-align:middle;" | 0.442| style="text-align:left;" | 0.565
|-
| style="vertical-align:bottom;" | UBC1| style="verticaltext-align:bottomleft;" | #002145Chinese Stock Bubble| style="color:#002145;" 2007| #00A7E139| style="vertical-align:bottom;" | 1| style="vertical-align:bottom;" | 0.058| style="vertical-align:bottommiddle;" | 0.211| style="verticaltext-align:bottomleft;" | 0.945
|-
| 1| style="verticaltext-align:bottomleft;" | BerkeleyFlash Crash| #0032622010| style="vertical-align:bottom;" | #3B7EA1152| style="vertical-align:bottom;" | #8888888| style="vertical-align:bottom;" | #EEEEEE0.136| style="vertical-align:bottommiddle;" | #FDB5150.311| style="verticaltext-align:bottomleft;" | #C4820E1.16
|-
| 2| style="text-align:left;" | Early 90s recession| 1990| 314| 21| 0.212| style="vertical-align:bottommiddle;" | 0.192| style="text-align:left;" | 1.097333333|-| 2| style="text-align:left;" | ImperialGreat Bond Massacre| 1994| 277| 12| 0.097| style="vertical-align:bottommiddle;" | 0.152| style="text-align:left;" | 0.641428571|-| 2| style="text-align:left;" | #002147The Bear Market| 1998| 159| 10| 0.193| style="vertical-align:bottommiddle;" | 0.190| style="text-align:left;" | 0.87625|-| 2| style="text-align:left;" | #003E74August Fall| #9D9D9D2011| #EBEEEE214| 13| 0.168| style="vertical-align:bottommiddle;" | 0.502| style="verticaltext-align:bottomleft;" | #EC73001.133636364|- | 2| style="text-align:left;" | Stock Market Sell Off| 2015| 288| 15| 0.145| style="vertical-align:bottommiddle;"| 0.641| Ricestyle="text-align:left;" | 1.214285714| #00205B-| #ADC7DC3| #7C7E7Fstyle="text-align:left;" | Black Monday| #E0E2E61987| #E9A139682| 100|0.361| style="vertical- align:middle;" | 0.054| style="verticaltext-align:bottomleft;"| 1.018181818| Georgetown-| #041E423| #003DA5style="text-align:left;" | Dot Com Crash| #63666A2000| #BBBCBC1699| 231| 0.378|style="vertical- align:middle;" | 0.410| style="fonttext-weightalign:boldleft; " | 0.934567901|-| 3| style="text-align:left;" | The Financial Crisis| 2008| 1338| 254| 0.530| style="vertical-align:bottommiddle;"| 0.253| Averagestyle="text-align:left;" | 1.40859375| #00234F-| #2E7BB14| #818283style="text-align:left;" | Wall Street Crash| #DDDEDF1929| #F3AB276301| 3484| 0.892| style="vertical-align:middle;" | 0.113| #DE7904style="text-align:left;" | 1.491754967
|}
If you want to run a [https://www.dummies.com/software/microsoft-office/excel/how-to-use-the-regression-data-analysis-tool-in-excel/ regression in excel], remember to install the Data Analysis Toolkit.
===Op Ed Submissions===
COMPUSTAT updates its fundamentals quarterly and monthly security files daily. I did a pull of the entire fundamentals quarterly database from 2015-01 to 2020-07. It has close prices, as well as highs and lows. I pulled close, as averaging highs and lows seems like it might be skewed given the context (especially over short time periods).
[[Category:Blog Post]]
