Moritz Weigand

PPI AG

Wilhelm-Leuschner-Stra├če 79

Frankfurt am Main, 60329

Germany

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Market Crashes

Number of pages: 47 Posted: 10 May 2010 Last Revised: 11 Apr 2011
Maria Kasch, Jose Gonzalo Rangel and Moritz Weigand
University of Mannheim - Department of Finance, Goldman Sachs Group, Inc. - Global Investment Research and PPI AG
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Citation 2

Abstract:

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stock market crashes, post-crash recoveries, order imbalance, flight to size, flight to quality, flight to liquidity