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Stock market crashes are outliers

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References

2000CRASHES AS CRITICAL POINTS525 cited
1998Fractals and Scaling in Finance: Discontinuity, Concentration, Risk418 cited
1997A prototype model of stock exchange176 cited
1998Fractals and scaling in finance: Discontinuity, concentration, risk176 cited
1997Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''147 cited

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2010Shocks, Crashes and Bubbles in Financial Markets137 cited
2009Dragon-Kings, Black Swans and the Prediction of Crises113 cited
2001BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY99 cited
2011How to grow a bubble: A model of myopic adapting agents95 cited
2008A case study of speculative financial bubbles in the South African stock market 2003–200688 cited
2019Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 201884 cited
2000Predicting Financial Crashes Using Discrete Scale Invariance84 cited
2006Endogenous versus Exogenous Origins of Crises79 cited
2003Evidence of a worldwide stock market log-periodic anti-bubble since mid-200074 cited
2002Stochastic resonance as a model for financial market crashes and bubbles

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69 cited

2002Characterization of large price variations in financial markets64 cited

2016LPPLS bubble indicators over two centuries of the S&P 500 index59 cited

2009Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis45 cited

2019Kurtosis-based projection pursuit for outlier detection in financial time series42 cited

2004Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions31 cited

2007Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests27 cited