Origin of crashes in three US stock markets: shocks and bubbles
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference20 articles.
1. Stock market crashes are outliers
2. The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash
3. Large stock market price drawdowns are outliers
4. Significance of log-periodic precursors to financial crashes
5. Characterization of large price variations in financial markets
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