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Predicting Financial Crashes Using Discrete Scale Invariance
12 references·3 citing·49 second hop
Predicting Financial Crashes Using Discrete Scale Invariance (2000)Predicting Financial Crashes Using Discre…Extreme Value Theory as a Risk Management Tool (1999)Extreme Value Theory as a Ris…Stock market crashes are outliers (1998)Stock market crashes are outl…How the financial crash of October 1997 could have been predicted (1998)How the financial crash of Oc…A hierarchical model of financial crashes (1998)A hierarchical model of finan…Large financial crashes (1997)Large financial crashesStock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (1996)DISCRETE SCALE INVARIANCE IN …Anatomy of the trading process empirical evidence on the behavior of institutional traders (1995)Anatomy of the trading proces…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Market Volatility and Investor Behavior (1990)Market Volatility and Investo…Speculative bubbles, crashes and rational expectations (1979)Speculative bubbles, crashes …Elliott Wave Principle: Key to Market Behavior (1978)Elliott Wave Principle: Key t…INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (2020)INEFFICIENT BUBBLES AND EFFIC…Fearless versus fearful speculative financial bubbles (2004)Fearless versus fearful specu…Characterization of large price variations in financial markets (2002)Characterization of large pri…Survey evidence on diffusion of interest and information among investors (1989)The baby boom, the baby bust, and the housing market (1989)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Predicting financial crashes using discrete scale invariance (1999)Determinants of Real House Price Dynamics (2002)An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets (2004)Mean Reversion in Stock Prices: Evidence and Implications (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Forecasting Prices and Excess Returns in the Housing Market (1990)Speculative Dynamics (1991)Coordination of Expectations in Asset Pricing Experiments (2004)Extrapolation and bubbles (2018)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)The Theory of Rational Bubbles in Stock Prices (1988)On Testing for Speculative Bubbles (1990)Efficient Capital Markets: II (1991)Scaling behaviour in the dynamics of an economic index (1995)Finite-time singularity in the dynamics of the world population, economic and financial indices (2001)Is there a real-estate bubble in the US? (2005)The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)The Economy as an Evolving Complex System II (2018)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Herd Behavior and Investment (1988)Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange (1998)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Algorithmic Trading and the Market for Liquidity (2013)A prototype model of stock exchange (1997)Fractals and Scaling in Finance: Discontinuity, Concentration, Risk (1998)CRASHES AS CRITICAL POINTS (2000)BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (2001)Dragon-Kings, Black Swans and the Prediction of Crises (2009)Shocks, Crashes and Bubbles in Financial Markets (2010)Theory of Value: An Axiomatic Analysis of Economic Equilibrium (1960)Increasing Returns and Path Dependence in the Economy (1994)Econophysics: can physicists contribute to the science of economics? (1999)The extreme risk of personal data breaches and the erosion of privacy (2016)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Evaluation and Combination of Conditional Quantile Forecasts (2005)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Critical market crashes (2003)Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity (2000)Statistical physics in foreign exchange currency and stock markets (2000)Significance of Log-Periodic Precursors to Financial Crashes (2001)
this work references cited by second hop

References

  • 1979Speculative bubbles, crashes and rational expectations529 cited
  • 1999Extreme Value Theory as a Risk Management Tool465 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
  • 1995Anatomy of the trading process empirical evidence on the behavior of institutional traders435 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 1997Large financial crashes277 cited
  • 1990Market Volatility and Investor Behavior226 cited
  • 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES198 cited
  • 1998Stock market crashes are outliers141 cited
  • 1998A hierarchical model of financial crashes128 cited
  • 1998How the financial crash of October 1997 could have been predicted126 cited
  • 1978Elliott Wave Principle: Key to Market Behavior102 cited

Cited by

  • 2002Characterization of large price variations in financial markets64 cited
  • 2004Fearless versus fearful speculative financial bubbles60 cited
  • 2020INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS21 cited

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