Global Market Reactions to the 2024 Nikkei 225 Stock Market Crash

Dharen Kumar Pandey

Journal of Asset Management（2026）

Indian Institute of Management Sambalpur

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摘要

I use an event study approach to examine the impact of the 2024 Nikkei 225 crash (05 August 2024) on 72 global stock market indices. Further, I also examine whether the macroeconomic characteristics of the sample nations control the cumulative impact of the exogenous shock. I apply the market model estimation with a 252-day estimation window and an 11-day event window. I find that the Nikkei 225 crash 2024 led to a significant − 1.93

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关键词

Event study,Japanese crisis,Stock market crash,Nikkei sell-off,Contagion

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