This is not going to be an article or Op-Ed about Michael Jordan. Since 2009 we've been in the longest bull-market in history, that's 11 years and counting. However a few metrics like the stock market P/E, the call to put ratio and of course the Shiller P/E suggest a great crash is coming in-between the levels of 1929 and the dot.com bubble. Mean reversion historically is inevitable and the Fed's printing money experiment could end in disaster for the stock market in late 2021 or 2022. You can read Jeremy Grantham's Last Dance article here. You are likely well aware of Michael Burry's predicament as well. It's easier for you just to skim through two related videos on this topic of a stock market crash. Michael Burry's Warning see this YouTube. Jeremy Grantham's Warning See this YouTube. Typically when there is a major event in the world, there is a crash and then a bear market and a recovery that takes many many months. In March, 2020 that's not what we saw since the Fed did some astonishing things that means a liquidity sloth and the risk of a major inflation event. The pandemic represented the quickest decline of at least 30% in the history of the benchmark S&P 500, but the recovery was not correlated to anything but Fed intervention. Since the pandemic clearly isn't disappearing and many sectors such as travel, business travel, tourism and supply chain disruptions appear significantly disrupted - the so-called economic recovery isn't so great. And there's this little problem at the heart of global capitalism today, the stock market just keeps going up. Crashes and corrections typically occur frequently in a normal market. But the Fed liquidity and irresponsible printing of money is creating a scenario where normal behavior isn't occurring on the markets. According to data provided by market analytics firm Yardeni Research, the benchmark index has undergone 38 declines of at least 10% since the beginning of 1950. Since March, 2020 we've barely seen a down month. September, 2020 was flat-ish. The S&P 500 has more than doubled since those lows. Look at the angle of the curve: The S&P 500 was 735 at the low in 2009, so in this bull market alone it has gone up 6x in valuation. That's not a normal cycle and it could mean we are due for an epic correction. I have to agree with the analysts who claim that the long, long bull market since 2009 has finally matured into a fully-fledged epic bubble. There is a complacency, buy-the dip frenzy and general meme environment to what BigTech can do in such an environment. The weight of Apple, Amazon, Alphabet, Microsoft, Facebook, Nvidia and Tesla together in the S&P and Nasdaq is approach a ridiculous weighting. When these stocks are seen both as growth, value and companies with unbeatable moats the entire dynamics of the stock market begin to break down. Check out FANG during the pandemic. BigTech is Seen as Bullet-Proof me valuations and a hysterical speculative behavior leads to even higher highs, even as 2020 offered many younger people an on-ramp into investing for the first time. Some analysts at JP Morgan are even saying that until retail investors stop charging into stocks, markets probably don’t have too much to worry about. Hedge funds with payment for order flows can predict exactly how these retail investors are behaving and monetize them. PFOF might even have to be banned by the SEC. The risk-on market theoretically just keeps going up until the Fed raises interest rates, which could be in 2023! For some context, we're more than 1.4 years removed from the bear-market bottom of the coronavirus crash and haven't had even a 5% correction in nine months. This is the most over-priced the market has likely ever been. At the night of the dot-com bubble the S&P 500 was only 1,400. Today it is 4,500, not so many years after. Clearly something is not quite right if you look at history and the P/E ratios. A market pumped with liquidity produces higher earnings with historically low interest rates, it's an environment where dangerous things can occur. In late 1997, as the S&P 500 passed its previous 1929 peak of 21x earnings, that seemed like a lot, but nothing compared to today. For some context, the S&P 500 Shiller P/E closed last week at 38.58, which is nearly a two-decade high. It's also well over double the average Shiller P/E of 16.84, dating back 151 years. So the stock market is likely around 2x over-valued. Try to think rationally about what this means for valuations today and your favorite stock prices, what should they be in historical terms? The S&P 500 is up 31% in the past year. It will likely hit 5,000 before a correction given the amount of added liquidity to the system and the QE the Fed is using that's like a huge abuse of MMT, or Modern Monetary Theory. This has also lent to bubbles in the housing market, crypto and even commodities like Gold with long-term global GDP meeting many headwinds in the years ahead due to a...

Up to 40 percent of the people from Chile who participated in a survey conducted by IPSOS said it was likely that major stock markets around the world would crash in 2022. This is the highest share among all the Latin American countries surveyed in October and November of 2021. Respondents in Brazil came in second, with 38 percent. Peruvians were the least pessimistic, with 45 percent of respondents answering this possibility was unlikely. Nevertheless, in the same study, most Latin American respondents said 2022 would be a better year than 2021.

View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

The Dow Jones Industrial Average (DJIA) index dropped around ***** points in the four weeks from February 12 to March 11, 2020, but has since recovered and peaked at ********* points as of November 24, 2024. In February 2020 - just prior to the global coronavirus (COVID-19) pandemic, the DJIA index stood at a little over ****** points. U.S. markets suffer as virus spreads The COVID-19 pandemic triggered a turbulent period for stock markets – the S&P 500 and Nasdaq Composite also recorded dramatic drops. At the start of February, some analysts remained optimistic that the outbreak would ease. However, the increased spread of the virus started to hit investor confidence, prompting a record plunge in the stock markets. The Dow dropped by more than ***** points in the week from February 21 to February 28, which was a fall of **** percent – its worst percentage loss in a week since October 2008. Stock markets offer valuable economic insights The Dow Jones Industrial Average is a stock market index that monitors the share prices of the 30 largest companies in the United States. By studying the performance of the listed companies, analysts can gauge the strength of the domestic economy. If investors are confident in a company’s future, they will buy its stocks. The uncertainty of the coronavirus sparked fears of an economic crisis, and many traders decided that investment during the pandemic was too risky.

Russia's main stock market index, the MOEX, fell to 2681 points on December 2, 2025, losing 0.20% from the previous session. Over the past month, the index has climbed 4.30% and is up 5.58% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Russia. Russia Stock Market Index MOEX CFD - values, historical data, forecasts and news - updated on December of 2025.

This study examines the market return spillovers from the US market to 10 Asia-Pacific stock markets, accounting for approximately 91 per cent of the region’s GDP from 1991 to 2022. Our findings indicate an increased return spillover from the US stock market to the Asia-Pacific stock market over time, particularly after major global events such as the 1997 Asian and the 2008 global financial crises, the 2015 China stock market crash, and the COVID-19 pandemic. The 2008 global financial crisis had the most substantial impact on these events. In addition, the findings also indicate that US economic policy uncertainty and US geopolitical risk significantly affect spillovers from the US to the Asia-Pacific markets. In contrast, the geopolitical risk of Asia-Pacific countries reduces these spillovers. The study also highlights the significant impact of information and communication technologies (ICT) on these spillovers. Given the increasing integration of global financial markets, the findings of this research are expected to provide valuable policy implications for investors and policymakers.

Japan's main stock market index, the JP225, rose to 49553 points on December 2, 2025, gaining 0.51% from the previous session. Over the past month, the index has declined 3.78%, though it remains 26.25% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Japan. Japan Stock Market Index (JP225) - values, historical data, forecasts and news - updated on December of 2025.

China's main stock market index, the SHANGHAI, fell to 3898 points on December 2, 2025, losing 0.42% from the previous session. Over the past month, the index has declined 1.98%, though it remains 15.36% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from China. China Shanghai Composite Stock Market Index - values, historical data, forecasts and news - updated on December of 2025.

As of January 29, 2025, the FTSE index stood at ******** points - well above its average value of around ***** points in the past few years.On the 12th of March 2020, amid the escalating crisis surrounding the coronavirus and fears of a global recession, the FTSE 100 suffered the second largest one day crash in its history and the biggest since the 1987 market crash. On the 23rd of March, the FTSE index saw its lowest value this year to date at ******** but has since began a tentative recovery. With the continuation of the pandemic, the FTSE 100 index was making a tentative recovery between late March 2020 and early June 2020. Since then the FSTE 100 index had plateaued towards the end of July, before starting a tentative upward trend in November. FTSE 100 The Financial Times Stock Exchange 100 Index, otherwise known as the FTSE 100 Index is a share index of the 100 largest companies trading on the London Stock Exchange in terms of market capitalization. At the end of March 2024, the largest company trading on the LSE was Shell. The largest ever initial public offering (IPO) on the LSE was Glencore International plc. European stock exchanges While nearly every country in Europe has a stock exchange, only five are considered major, and have a market capital of over one trillion U.S dollars. European stock exchanges make up two of the top ten major stock markets in the world. Europe’s biggest stock exchange is the Euronext which combines seven markets based in Belgium, France, England, Ireland, the Netherlands, Norway, and Portugal.

Global Automotive Crash Transducer Market Size is projected to grow at CAGR of approximately 7.1% which is dominated by North American region.
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Pakistan's main stock market index, the KSE 100, fell to 167838 points on December 2, 2025, losing 0.13% from the previous session. Over the past month, the index has climbed 3.09% and is up 60.52% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Pakistan. Pakistan Stock Market (KSE100) - values, historical data, forecasts and news - updated on December of 2025.

Informed trading, driven by information asymmetry and market imperfections, varies in presence across markets. This form of trading not only distorts market transaction prices and hinders resource allocation but also initiates adverse selection transactions, increasing liquidity risks and potentially precipitating market crashes, thereby impeding the market’s healthy development. Utilizing information asymmetry theory and principal-agent theory, this paper analyzes data from A-share listed companies from 2011 to 2022. Employing a fixed-effect model, it empirically examines the influence of enterprise digital transformation on the likelihood of informed trading. The findings demonstrate that enterprise digital transformation markedly reduces the likelihood of informed trading. Further analysis of heterogeneity indicates that, compared to state-owned, non-high-tech enterprises and enterprises in the western region, the inhibitory effect on informed trading is more pronounced in non-state-owned, high-tech enterprises and enterprises in the eastern and central regions. Additionally, the chain mediation effect underscores that digital transformation weakens information asymmetry and strengthens internal controls, thereby reducing informed trading. Finally, employing a dynamic panel threshold model we find that digital transformation can only significantly inhibit the informed transactions when enterprises have reached a certain level of technological and asset accumulation.

Informed trading, driven by information asymmetry and market imperfections, varies in presence across markets. This form of trading not only distorts market transaction prices and hinders resource allocation but also initiates adverse selection transactions, increasing liquidity risks and potentially precipitating market crashes, thereby impeding the market’s healthy development. Utilizing information asymmetry theory and principal-agent theory, this paper analyzes data from A-share listed companies from 2011 to 2022. Employing a fixed-effect model, it empirically examines the influence of enterprise digital transformation on the likelihood of informed trading. The findings demonstrate that enterprise digital transformation markedly reduces the likelihood of informed trading. Further analysis of heterogeneity indicates that, compared to state-owned, non-high-tech enterprises and enterprises in the western region, the inhibitory effect on informed trading is more pronounced in non-state-owned, high-tech enterprises and enterprises in the eastern and central regions. Additionally, the chain mediation effect underscores that digital transformation weakens information asymmetry and strengthens internal controls, thereby reducing informed trading. Finally, employing a dynamic panel threshold model we find that digital transformation can only significantly inhibit the informed transactions when enterprises have reached a certain level of technological and asset accumulation.

On October 29, 1929, the U.S. experienced the most devastating stock market crash in it's history. The Wall Street Crash of 1929 set in motion the Great Depression, which lasted for twelve years and affected virtually all industrialized countries. In the United States, GDP fell to it's lowest recorded level of just 57 billion U.S dollars in 1933, before rising again shortly before the Second World War. After the war, GDP fluctuated, but it increased gradually until the Great Recession in 2008. Real GDP Real GDP allows us to compare GDP over time, by adjusting all figures for inflation. In this case, all numbers have been adjusted to the value of the US dollar in FY2012. While GDP rose every year between 1946 and 2008, when this is adjusted for inflation it can see that the real GDP dropped at least once in every decade except the 1960s and 2010s. The Great Recession Apart from the Great Depression, and immediately after WWII, there have been two times where both GDP and real GDP dropped together. The first was during the Great Recession, which lasted from December 2007 until June 2009 in the US, although its impact was felt for years after this. After the collapse of the financial sector in the US, the government famously bailed out some of the country's largest banking and lending institutions. Since recovery began in late 2009, US GDP has grown year-on-year, and reached 21.4 trillion dollars in 2019. The coronavirus pandemic and the associated lockdowns then saw GDP fall again, for the first time in a decade. As economic recovery from the pandemic has been compounded by supply chain issues, inflation, and rising global geopolitical instability, it remains to be seen what the future holds for the U.S. economy.

Informed trading, driven by information asymmetry and market imperfections, varies in presence across markets. This form of trading not only distorts market transaction prices and hinders resource allocation but also initiates adverse selection transactions, increasing liquidity risks and potentially precipitating market crashes, thereby impeding the market’s healthy development. Utilizing information asymmetry theory and principal-agent theory, this paper analyzes data from A-share listed companies from 2011 to 2022. Employing a fixed-effect model, it empirically examines the influence of enterprise digital transformation on the likelihood of informed trading. The findings demonstrate that enterprise digital transformation markedly reduces the likelihood of informed trading. Further analysis of heterogeneity indicates that, compared to state-owned, non-high-tech enterprises and enterprises in the western region, the inhibitory effect on informed trading is more pronounced in non-state-owned, high-tech enterprises and enterprises in the eastern and central regions. Additionally, the chain mediation effect underscores that digital transformation weakens information asymmetry and strengthens internal controls, thereby reducing informed trading. Finally, employing a dynamic panel threshold model we find that digital transformation can only significantly inhibit the informed transactions when enterprises have reached a certain level of technological and asset accumulation.

Informed trading, driven by information asymmetry and market imperfections, varies in presence across markets. This form of trading not only distorts market transaction prices and hinders resource allocation but also initiates adverse selection transactions, increasing liquidity risks and potentially precipitating market crashes, thereby impeding the market’s healthy development. Utilizing information asymmetry theory and principal-agent theory, this paper analyzes data from A-share listed companies from 2011 to 2022. Employing a fixed-effect model, it empirically examines the influence of enterprise digital transformation on the likelihood of informed trading. The findings demonstrate that enterprise digital transformation markedly reduces the likelihood of informed trading. Further analysis of heterogeneity indicates that, compared to state-owned, non-high-tech enterprises and enterprises in the western region, the inhibitory effect on informed trading is more pronounced in non-state-owned, high-tech enterprises and enterprises in the eastern and central regions. Additionally, the chain mediation effect underscores that digital transformation weakens information asymmetry and strengthens internal controls, thereby reducing informed trading. Finally, employing a dynamic panel threshold model we find that digital transformation can only significantly inhibit the informed transactions when enterprises have reached a certain level of technological and asset accumulation.

Sri Lanka's main stock market index, the ASPI, closed flat at 22022 points on December 2, 2025. Over the past month, the index has declined 3.95%, though it remains 66.30% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Sri Lanka. Sri Lanka Stock Market (CSE All Share) - values, historical data, forecasts and news - updated on December of 2025.

The main stock market index of Philippines, the PSEi, fell to 5906 points on December 3, 2025, losing 1.48% from the previous session. Over the past month, the index has climbed 0.66%, though it remains 12.25% lower than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Philippines. Philippines Stock Market (PSEi) - values, historical data, forecasts and news - updated on December of 2025.