Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000

DOI10.1016/j.physa.2002.12.001zbMath1054.91567arXivcond-mat/0212010OpenAlexW2091103026MaRDI QIDQ1414492

Didier Sornette, Wei-Xing Zhou

Publication date: 23 November 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0212010

zbMATH Keywords

positive price-to-price feedbacksself-reinforcing price trajectoryself-similar expanding log-periodic oscillations

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Related Items (7)

Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition ⋮ Comparing nested data sets and objectively determining financial bubbles' inceptions ⋮ New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles ⋮ 2000-2003 real estate bubble in the UK but not in the USA ⋮ FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE ⋮ Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction ⋮ On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators

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