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The 'COVID' Crash of the 2020 U.S. Stock Market
We employed the log-periodic power law singularity (LPPLS) methodology to systematically investigate the 2020 stock market crash in the U. S. equities sectors with different levels of total market capitalizations through four major U. S. stock market indexes, including the Wilshire 5000 Total Market index, the S&P 500 index, the S&P MidCap 400 index, and the Russell 2000 index, representing the stocks overall, the large capitalization stocks, the middle capitalization stocks and the small capitalization stocks, respectively.
The 2020 Global Stock Market Crash: Endogenous or Exogenous?
Starting on February 20, 2020, the global stock markets began to suffer the worst decline since the Great Recession in 2008, and the COVID-19 has been widely blamed on the stock market crashes.
