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arXiv · 0907.1827

The Chinese Equity Bubble: Ready to Burst

K. Bastiaensen·P. Cauwels·D. Sornette·R. Woodard·W. -X. Zhou
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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).

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K. Bastiaensen, P. Cauwels, D. Sornette, R. Woodard, W. -X. Zhou. 2009-07-10. The Chinese Equity Bubble: Ready to Burst. https://arxiv.org/abs/0907.1827

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