Replication and expansion of results from the paper: Kaizoji, Taisei, and Michiko Miyano. “Stock Market Crash of 2008: an Empirical Study of the Deviation of Share Prices from Company Fundamentals.” Applied Economics Letters, vol. 26, no. 5, 2018, pp. 362–369., doi:10.1080/13504851.2018.1486004.

Collaborators: Jenn Halbleib and Erina Fukuda

For Statistics 697 at University of Massachusetts, Amherst.