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Log-periodic self-similarity: an emerging financial law?

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References

1996Stock Market Crashes, Precursors and Replicas403 cited
2001Finite-time singularity in the dynamics of the world population, economic and financial indices227 cited
1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES198 cited
1999FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES142 cited
1998How the financial crash of October 1997 could have been predicted126 cited
2000The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash124 cited
1998The crash of October 1987 seen as a phase transition: amplitude and universality115 cited
2001A statistical analysis of log-periodic precursors to financial crashes*78 cited
1999Imprints of log-periodic self-similarity in the stock market68 cited
1999Are financial crashes predictable?63 cited

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2005SELF-SIMILAR LOG-PERIODIC STRUCTURES IN WESTERN STOCK MARKETS FROM 200052 cited

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