Subject: Q | R | Research Article | Science | Medicine | Quantitative Finance - General Finance
Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices. During such market regimes, stoc... View more
1 Johansen A, Sornette D. Critical Crashes. Risk. 1999;12(1):91–94.
2 Johansen A, Sornette D, Ledoit O. Predicting Financial Crashes u sing discrete scale invariance. Journal of Risk. 1999;1(4):5–32.
3 Johansen A, Ledoit O, Sornette D. Crashes as critical points. International Journal of Theoretical and Applied Finance. 2000;3:219–255. doi: 10.1142/S0219024900000115
4 Sornette D. Why Stock Markets Crash (Critical Events in Complex Financial Systems). Princeton University Press; 2003.
5 Yan W, Woodard R, Sornette D. Diagnosis and Prediction of Market Rebounds in Financial Markets. Physica A. 2012;391:1361–1380. doi: 10.1016/j.physa.2011.09.019
6 Sornette D, Woodard R, Zhou WX. The 2006–2008 Oil Bubble: Evidence of speculation and prediction. Physica A. 2009;388:1571–1576. doi: 10.1016/j.physa.2009.01.011
7 Jiang ZQ, Zhou WX, Sornette D, Woodard R, Bastiaensen K, Cauwels P. Bubble Diagnosis and Prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles. Journal of Economic Behavior and Organization. 2010;74:149–162. doi: 10.1016/j.jebo.2010.02.007
8 Zhou WX, Sornette D. Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CS W indexes. Physica A. 2008;387:243–260. doi: 10.1016/j.physa.2007.08.059
9 Zhou WX, Sornette D. 2000–2003 real estate bubble in the UK but not in the USA. Physica A. 2003;329:249–263. doi: 10.1016/S0378-4371(03)00600-9
10 Zhou WX, Sornette D. Is there a real estate bubble in the US?Physica A. 2006;361:297–308. doi: 10.1016/j.physa.2005.06.098