Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals

Taisei Kaizoji    Taisei Kaizoji, MIchiko Miyano,
06 May 2017
Categories: Macroeconomics, Industry/Sector Analysis, Fundamental Analysis, Economics, Financial Analysis, Behavioral Finance, Corporate Finance

Country or region: Japan

The aim of this study is to investigate quantitatively whether share prices deviated from company fundamentals in the stock market crash of 2008. For this purpose, we use a large database containing the balance sheets and share prices of 7,796 worldwide companies for the period 2004 through 2013. We develop ......

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