create a website

TRACKING FINANCIAL BUBBLES ON ROMANIA STOCK MARKET. (2017). Mitrache, Mihai ; Boitout, Nicolas.
In: Studii Financiare (Financial Studies).
RePEc:vls:finstu:v:21:y:2017:i:1:p:41-62.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 8

References cited by this document

Cocites: 62

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Fantazzini, D. (2010), Modelling Bubbles And Anti-Bubbles In Bear Markets: A Medium-Term Trading Analysis, McGrawHill.
    Paper not yet in RePEc: Add citation now
  2. Fantazzini, D. and Geraskin (2011), “Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask”, European Journal of Finance

  3. Jacobsson, E. (2009), How to predict crashes in financial markets with the Log-Periodic Power Law, Stockholm University, 2009.
    Paper not yet in RePEc: Add citation now
  4. Johansen, A., Ledoit, O., Sornette, D. (2000), Crashes as critical points, International Journal of Teoretical and Applied Finance.

  5. Pele, D.T. (2012), “LPPL Algorithm for estimating the critical time of a stock market bubble”, Journal of Social and Economic Statistics, No. 2, Vol. 1, Winter.

  6. Sornette, D. (2000), Stock market speculation: Spontaneous symmetry breaking of economic valuation, Physica A.

  7. Sornette, D. (2003), Why Stock Markets Crash: Critical Events in Complex Financial Systems, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  8. Sornette, D. (2004), Critical phenomena in natural sciences: chaos, fractals, self organization, and disorder: concepts and tools, Springer.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility). (2022). GUPTA, RANGAN ; Gabauer, David ; Karmakar, Sayar ; Nielsen, Joshua.
    In: Working Papers.
    RePEc:pre:wpaper:202228.

    Full description at Econpapers || Download paper

  2. Market Instability, Investor Sentiment, And Probability Judgment Error in Index Option Prices. (2021). Charles-Cadogan, G.
    In: CRETA Online Discussion Paper Series.
    RePEc:wrk:wcreta:71.

    Full description at Econpapers || Download paper

  3. Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback. (2021). Yu, Xiaohua ; Bao, Te ; Lu, Zhou.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10020-6.

    Full description at Econpapers || Download paper

  4. The acceleration effect and Gamma factor in asset pricing. (2021). Forro, Zalan ; Ardila-Alvarez, Diego ; Sornette, Didier.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437120307196.

    Full description at Econpapers || Download paper

  5. Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796.

    Full description at Econpapers || Download paper

  6. Information interaction, behavioral synchronization and asset market volatility. (2021). Gao, Yudong ; Li, Honggang ; Wang, Chengjin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302084.

    Full description at Econpapers || Download paper

  7. The COVID Crash of the 2020 U.S. Stock Market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min.
    In: Papers.
    RePEc:arx:papers:2101.03625.

    Full description at Econpapers || Download paper

  8. The 2020 Global Stock Market Crash: Endogenous or Exogenous?. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min.
    In: Papers.
    RePEc:arx:papers:2101.00327.

    Full description at Econpapers || Download paper

  9. Opinion dynamics in finance and business: a literature review and research opportunities. (2020). Zha, Quanbo ; Zhang, Hengjie ; Liang, Haiming ; Kou, Gang ; Dong, Yucheng ; Chen, Xia.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00211-3.

    Full description at Econpapers || Download paper

  10. Detection of Chinese stock market bubbles with LPPLS confidence indicator. (2020). Zhu, Wei ; Shu, Min.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304611.

    Full description at Econpapers || Download paper

  11. Can government stabilize the housing market? The evidence from South Korea. (2020). Song, Yena ; Ahn, Kwangwon ; Jang, Hanwool.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:550:y:2020:i:c:s037843711932271x.

    Full description at Econpapers || Download paper

  12. Real-time prediction of Bitcoin bubble crashes. (2020). Zhu, Wei ; Shu, Min.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437120302077.

    Full description at Econpapers || Download paper

  13. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
    In: Papers.
    RePEc:arx:papers:2003.09723.

    Full description at Econpapers || Download paper

  14. An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Chiri, Nora ; Nica, Ionu.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

    Full description at Econpapers || Download paper

  15. Metcalfes law and herding behaviour in the cryptocurrencies market. (2019). Pele, Daniel Traian ; Mazurencu-Marinescu, Miruna.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201916.

    Full description at Econpapers || Download paper

  16. CHANGE-POINT ANALYSIS OF ASSET PRICE BUBBLES WITH POWER-LAW HAZARD FUNCTION. (2019). Lynch, Christopher ; Mestel, Benjamin.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:22:y:2019:i:07:n:s021902491950033x.

    Full description at Econpapers || Download paper

  17. Predicting Financial Extremes Based on Weighted Visual Graph of Major Stock Indices. (2019). Zhang, Zi-Ke ; Chen, Dong-Rui ; Liu, Chuang.
    In: Complexity.
    RePEc:hin:complx:5320686.

    Full description at Econpapers || Download paper

  18. Comparing nested data sets and objectively determining financial bubbles’ inceptions. (2019). Demos, G ; Sornette, D.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:524:y:2019:i:c:p:661-675.

    Full description at Econpapers || Download paper

  19. Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons.
    In: CREATES Research Papers.
    RePEc:aah:create:2019-16.

    Full description at Econpapers || Download paper

  20. Cryptocurrencies, Metcalfes law and LPPL models. (2018). Mazurencu-Marinescu, Miruna ; Pele, Daniel Traian.
    In: IRTG 1792 Discussion Papers.
    RePEc:zbw:irtgdp:2018056.

    Full description at Econpapers || Download paper

  21. Date-stamping US housing market explosivity. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Katzke, Nico.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201818.

    Full description at Econpapers || Download paper

  22. “Speculative Influence Network” during financial bubbles: application to Chinese stock markets. (2018). Lin, LI ; Sornette, Didier.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0187-7.

    Full description at Econpapers || Download paper

  23. Early warning on stock market bubbles via methods of optimization, clustering and inverse problems. (2018). Weber, Gerhard-Wilhelm ; Kurum, Efsun ; Iyigun, Cem.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2496-1.

    Full description at Econpapers || Download paper

  24. Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing. (2018). Cifarelli, Giulio ; Paesani, Paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:90470.

    Full description at Econpapers || Download paper

  25. Macroprudential Modeling Based on Spin Dynamics in a Supply Chain Network. (2018). Hiroshi, Yoshikawa ; Yuichi, Ikeda.
    In: Discussion papers.
    RePEc:eti:dpaper:18045.

    Full description at Econpapers || Download paper

  26. The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Huang, Yang ; Zhou, Wei ; Chen, Jin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957.

    Full description at Econpapers || Download paper

  27. Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders. (2018). Xu, Wen-Juan ; Qiu, Tian ; Chen, Rong-Da ; Zhong, Li-Xin ; Ren, Fei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:493:y:2018:i:c:p:301-310.

    Full description at Econpapers || Download paper

  28. The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Fan, Tijun ; Li, Shanling ; Cheng, Fangzheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

    Full description at Econpapers || Download paper

  29. Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. (2018). Fry, John.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:225-229.

    Full description at Econpapers || Download paper

  30. Information flow around stock market collapse. (2018). Bossomaier, Terry ; D'Alessandro, Steve ; Duncan, Rod ; Harre, Mike ; Barnett, Lionel ; Steen, Adam.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:58:y:2018:i:s1:p:45-58.

    Full description at Econpapers || Download paper

  31. Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan.
    In: Papers.
    RePEc:arx:papers:1807.09423.

    Full description at Econpapers || Download paper

  32. Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfes Law and the LPPLS Model. (2018). Huber, Tobias ; Wheatley, Spencer ; Gantner, Robert N ; Reppen, Max ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1803.05663.

    Full description at Econpapers || Download paper

  33. LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES. (2017). Lynch, Christopher ; Mestel, Benjamin.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500388.

    Full description at Econpapers || Download paper

  34. TRACKING FINANCIAL BUBBLES ON ROMANIA STOCK MARKET. (2017). Mitrache, Mihai ; Boitout, Nicolas.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:21:y:2017:i:1:p:41-62.

    Full description at Econpapers || Download paper

  35. On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier.
    In: Working Papers.
    RePEc:pre:wpaper:201752.

    Full description at Econpapers || Download paper

  36. Econophysics and Financial Economics: An Emerging Dialogue. (2017). Jovanovic, Franck ; Schinckus, Christophe.
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780190205034.

    Full description at Econpapers || Download paper

  37. Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew.
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098.

    Full description at Econpapers || Download paper

  38. Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1733.

    Full description at Econpapers || Download paper

  39. Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics. (2017). Schatz, Michael ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1721.

    Full description at Econpapers || Download paper

  40. Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble. (2017). Herrmann, Sebastian ; Herdegen, Martin.
    In: Papers.
    RePEc:arx:papers:1711.06679.

    Full description at Econpapers || Download paper

  41. Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles inceptions. (2017). Demos, Guilherme ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1707.07162.

    Full description at Econpapers || Download paper

  42. Market Crashes as Critical Phenomena? Explanation, Idealization, and Universality in Econophysics. (2017). Palacios, Patricia ; Jhun, Jennifer ; Weatherall, James Owen .
    In: Papers.
    RePEc:arx:papers:1704.02392.

    Full description at Econpapers || Download paper

  43. Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities. (2016). Zhang, Qunzhi ; Sornette, Didier.
    In: PLOS ONE.
    RePEc:plo:pone00:0165819.

    Full description at Econpapers || Download paper

  44. Brexit or Bremain ? Evidence from bubble analysis. (2016). Bianchetti, Marco ; Scaringi, Marco ; Galli, Davide ; Ricci, Camilla ; Salvatori, Angelo .
    In: Papers.
    RePEc:arx:papers:1606.06829.

    Full description at Econpapers || Download paper

  45. Stochastic modelling for financial bubbles and policy. (2015). Fry, John ; David, Mcmillan.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:3:y:2015:i:1:p:1002152.

    Full description at Econpapers || Download paper

  46. Forecasting Financial Extremes: A Network Degree Measure of Super-Exponential Growth. (2015). Yan, Wanfeng ; van Tuyll, Edgar.
    In: PLOS ONE.
    RePEc:plo:pone00:0128908.

    Full description at Econpapers || Download paper

  47. Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:74:y:2015:i:c:p:27-45.

    Full description at Econpapers || Download paper

  48. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1425.

    Full description at Econpapers || Download paper

  49. UK housing bubble case study analysis: The ‘‘behaviour’’ of UK housing bubbles and the ‘‘affordability’’ parameter.. (2014). Pitros, Charalambos.
    In: ERES.
    RePEc:arz:wpaper:eres2014_4.

    Full description at Econpapers || Download paper

  50. Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange. (2013). Pele, Daniel Traian ; Nijkamp, Peter ; Mazurencu-Marinescu, Miruna.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130109.

    Full description at Econpapers || Download paper

  51. Econophysics: Comments on a Few Applications, Successes, Methods and Models. (2013). ausloos, marcel.
    In: IIM Kozhikode Society & Management Review.
    RePEc:sae:iimkoz:v:2:y:2013:i:2:p:101-115.

    Full description at Econpapers || Download paper

  52. Bubbles, shocks and elementary technical trading strategies. (2013). Fry, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:47052.

    Full description at Econpapers || Download paper

  53. A stable and robust calibration scheme of the log-periodic power law model. (2013). Filimonov, V. ; Sornette, D..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:17:p:3698-3707.

    Full description at Econpapers || Download paper

  54. Ecosystems perspective on financial networks: diagnostic tools. (2013). Miura, Wataru ; Ohnishi, Takaaki ; Takayasu, Misako ; Tamura, Koutarou ; Jensen, Henrik Jeldtoft ; Viegas, Eduardo.
    In: Papers.
    RePEc:arx:papers:1301.5821.

    Full description at Econpapers || Download paper

  55. Exogenous and endogenous crashes as phase transitions in complex financial systems. (2012). Fry, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:36202.

    Full description at Econpapers || Download paper

  56. Fractal Measures in Market Microstructure Research. (2012). Yalamova, Rossitsa.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:16:y:2012:i:1-2:p:137-154.

    Full description at Econpapers || Download paper

  57. AN LPPL ALGORITHM FOR ESTIMATING THE CRITICAL TIME OF A STOCK MARKET BUBBLE. (2012). Pele, Daniel Traian.
    In: Journal of Social and Economic Statistics.
    RePEc:aes:jsesro:v:1:y:2012:i:2:p:14-22.

    Full description at Econpapers || Download paper

  58. Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis. (2011). Fantazzini, Dean.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00391.

    Full description at Econpapers || Download paper

  59. Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion. (2009). Fry, John.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2009_10.

    Full description at Econpapers || Download paper

  60. A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model. (). Filimonov, Vladimir ; Sornette, Didier.
    In: Working Papers.
    RePEc:stz:wpaper:eth-rc-11-002.

    Full description at Econpapers || Download paper

  61. Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles. (). Zhou, Wei-Xing ; Woodard, Ryan ; Cauwels, Peter ; BASTIAENSEN, Ken ; Sornette, D. ; Jiang, Zhi-Qiang.
    In: Working Papers.
    RePEc:stz:wpaper:ccss-09-008.

    Full description at Econpapers || Download paper

  62. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-03 21:14:56 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.