On The Utility Of Sornette’S Crash Prediction Model Within The Romanian Stock Market
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References listed on IDEAS
- 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.
- D. Sornette & W. -X. Zhou, 2003. "Predictability of large future changes in major financial indices," Papers cond-mat/0304601, arXiv.org, revised Aug 2004.
- Kent Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 1998. "Investor Psychology and Security Market Under- and Overreactions," Journal of Finance, American Finance Association, vol. 53(6), pages 1839-1885, December.
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Keywords
Sornette’s Model; stock market; speculative bubble; crash prediction;All these keywords.
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