STOCK MARKET CRASHES IN PRE-AND POST MARKET CRASH

  • Unique Paper ID: 197088
  • Volume: 12
  • Issue: 11
  • PageNo: 5666-5675
  • Abstract:
  • The paper attempts to investigate whether the Indian stock market follows log- periodicity. Relatively not many studies have stock market pre-crash – post crash the effects the capital market. The Objective of this study is to explore the interplay between the month-of-the year effect and market crash effects on monthly returns in Indian stock market. The variables do not follow the random distribution during the crash periods namely 2009, 2015,2020,2022,2024. In the stock market crashes and gain more value in post –crash market reversals as predicted by the theory, high beta companies drop more value.

Copyright & License

Copyright © 2026 Authors retain the copyright of this article. This article is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

BibTeX

@article{197088,
        author = {M.SUGANYA and V. BASTIN JEROME},
        title = {STOCK MARKET CRASHES IN PRE-AND POST MARKET CRASH},
        journal = {International Journal of Innovative Research in Technology},
        year = {2026},
        volume = {12},
        number = {11},
        pages = {5666-5675},
        issn = {2349-6002},
        url = {https://ijirt.org/article?manuscript=197088},
        abstract = {The paper attempts to investigate whether the Indian stock market follows log- periodicity. Relatively not many studies have stock market pre-crash – post crash the effects the capital market. The Objective of this study is to explore the interplay between the month-of-the year effect and market crash effects on monthly returns in Indian stock market. The variables do not follow the random distribution during the crash periods namely 2009, 2015,2020,2022,2024. In the stock market crashes and gain more value in post –crash market reversals as predicted by the theory, high beta companies drop more value.},
        keywords = {},
        month = {April},
        }

Cite This Article

M.SUGANYA, , & JEROME, V. B. (2026). STOCK MARKET CRASHES IN PRE-AND POST MARKET CRASH. International Journal of Innovative Research in Technology (IJIRT), 12(11), 5666–5675.

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