WhyItDropped

Nasdaq · August 29, 2007

Expecting the Fed to step in

+2.50%

single-day change vs previous close

Part of a longer stretch

Fifteen months that ran right up to the crisis

near the end of it · 2006-07-21 → 2007-10-31, +41.51% over the whole period

What happened that day?

  • The Nasdaq rose 2.5% on the day
  • With credit markets frozen through August, expectations grew that the Fed would cut rates
  • Mid-month it had already lowered the rate at which it lends to banks directly. The policy rate was assumed to be next
  • The market's reaction function flipped in this period. Weak data often lifted shares, on the grounds that it would make the Fed act
  • The Fed did cut the policy rate sharply three weeks later

Sources

Every figure on this page is recomputed from the original daily closing prices and checked against them at build time. The account of what happened is written from the sources listed above.