233 citations · 240 across the 5 of their papers we have counts for
6 papers
Detection of Crashes and Rebounds in Major Equity Markets
Wanfeng Yan, Reda Rebib, Ryan Woodard +1
Financial markets are well known for their dramatic dynamics and consequences that affect much of the world's population. Consequently, much research has aimed at understanding, id…
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
Wanfeng Yan, Ryan Woodard, Didier Sornette
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in standard econometric and financial economic approaches. A large part of the prob…
Leverage Bubble
Wanfeng Yan, Ryan Woodard, Didier Sornette
Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a fin…
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III
Ryan Woodard, Didier Sornette, Maxim Fedorovsky
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different…
The Chinese Equity Bubble: Ready to Burst
K. Bastiaensen, P. Cauwels, D. Sornette +2
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures…
The 2006-2008 Oil Bubble and Beyond
D. Sornette, R. Woodard, W. -X. Zhou
We present an analysis of oil prices in US$ and in other major currencies that diagnoses unsustainable faster-than-exponential behavior. This supports the hypothesis that the recen…