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Bubbles And Anti-Bubbles In Latin-American, Asian And Western Stock Markets: An Empirical Study

Citations

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Cited by:

  1. Ide, Kayo & Sornette, Didier, 2002. "Oscillatory finite-time singularities in finance, population and rupture," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 307(1), pages 63-106.
  2. Zhou, Wei-Xing & Sornette, Didier, 2009. "A case study of speculative financial bubbles in the South African stock market 2003–2006," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 869-880.
  3. Sornette, Didier & Zhou, Wei-Xing, 2006. "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, vol. 22(1), pages 153-168.
  4. Bikramaditya Ghosh & Spyros Papathanasiou & Vandita Dar & Dimitrios Kenourgios, 2022. "Deconstruction of the Green Bubble during COVID-19 International Evidence," Sustainability, MDPI, vol. 14(6), pages 1-18, March.
  5. Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.
  6. Makowiec, D., 2003. "Stock market scale by artificial insymmetrized patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 318(3), pages 475-495.
  7. Fry, John & Cheah, Eng-Tuck, 2016. "Negative bubbles and shocks in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 343-352.
  8. Caetano, Marco Antonio Leonel & Yoneyama, Takashi, 2009. "A new indicator of imminent occurrence of drawdown in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3563-3571.
  9. Qun Zhang & Qunzhi Zhang & Didier Sornette, 2016. "Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-43, November.
  10. Sornette, Didier & Zhou, Wei-Xing, 2004. "Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 412-440.
  11. Bian, Yue-tang & Xu, Lu & Li, Jin-sheng, 2016. "Evolving dynamics of trading behavior based on coordination game in complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 281-290.
  12. Shihai Dong & Yandong Wang & Yanyan Gu & Shiwei Shao & Hui Liu & Shanmei Wu & Mengmeng Li, 2020. "Predicting the turning points of housing prices by combining the financial model with genetic algorithm," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-20, April.
  13. Wei-Xing Zhou & Didier Sornette, 2003. "Nonparametric Analyses Of Log-Periodic Precursors To Financial Crashes," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(08), pages 1107-1125.
  14. Makowiec, Danuta & Posiewnik, Andrzej, 2001. "Beauty of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 301(1), pages 429-440.
  15. Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Shocks in financial markets, price expectation, and damped harmonic oscillators," Papers 1103.1992, arXiv.org, revised Sep 2011.
  16. Piotr Gnacinski & Danuta Makowiec, 2003. "Another type of log-periodic oscillations on Polish stock market?," Papers cond-mat/0307323, arXiv.org, revised Aug 2003.
  17. Yue Dong & Jiepeng Wang & Tingqiang Chen, 2019. "Price Linkage Rumors in the Stock Market and Investor Risk Contagion on Bilayer-Coupled Networks," Complexity, Hindawi, vol. 2019, pages 1-21, April.
  18. A. Johansen & D. Sornette, 2002. "Endogenous versus Exogenous Crashes in Financial Markets," Papers cond-mat/0210509, arXiv.org.
  19. Al-Hajieh, Heitham & Redhead, Keith & Rodgers, Timothy, 2011. "Investor sentiment and calendar anomaly effects: A case study of the impact of Ramadan on Islamic Middle Eastern markets," Research in International Business and Finance, Elsevier, vol. 25(3), pages 345-356, September.
  20. Li Lin & Didier Sornette, 2018. "“Speculative Influence Network” during financial bubbles: application to Chinese stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 385-431, July.
  21. Brée, David S. & Joseph, Nathan Lael, 2013. "Testing for financial crashes using the Log Periodic Power Law model," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 287-297.
  22. Caetano, Marco Antonio Leonel & Yoneyama, Takashi, 2015. "Boolean network representation of contagion dynamics during a financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 1-6.
  23. Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
  24. Li Lin & Didier Sornette, 2015. ""Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets," Papers 1510.08162, arXiv.org.
  25. Hanwool Jang & Yena Song & Sungbin Sohn & Kwangwon Ahn, 2018. "Real Estate Soars and Financial Crises: Recent Stories," Sustainability, MDPI, vol. 10(12), pages 1-12, December.
  26. Lin, L. & Ren, R.E. & Sornette, D., 2014. "The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 210-225.
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