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Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2009This Time Is Different3,448 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 2009This Time Is Different2,361 cited
  • 2010This time is different: eight centuries of financial folly1,776 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1932Extraordinary popular delusions and the madness of crowds.763 cited
  • 2012Manias, panics and crashes: a history of financial crises440 cited
  • 2004Coordination of Expectations in Asset Pricing Experiments404 cited
  • 2005Direct Estimation of Equity Market Impact363 cited
  • 2017This Time Is Different: Eight Centuries of Financial Folly293 cited
  • 2013

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Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges
254 cited

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  • 2019Testing Stylized Facts of Bitcoin Limit Order Books25 cited