221 citations · 1.8k across the 27 of their papers we have counts for
4 papers · 2 filters
Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000
W. -X. Zhou, D. Sornette
Using the descriptive method of log-periodic power laws (LPPL) based on a theory of behavioral herding, we use a battery of parametric and non-parametric tests to demonstrate the e…
Antibubble and Prediction of China's stock market and Real-Estate
W. -X. Zhou, D. Sornette
We document a well-developed log-periodic power-law antibubble in China's stock market, which started in August 2001. We argue that the current stock market antibubble is sustained…
Testing the Stability of the 2000-2003 US Stock Market "Antibubble"
W. -X. Zhou, D. Sornette
Since August 2000, the stock market in the USA as well as most other western markets have depreciated almost in synchrony according to complex patterns of drops and local rebounds.…
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
D. Sornette, W. -X. Zhou
Previous analyses of a large ensemble of stock markets have demonstrated that a log-periodic power law (LPPL) behavior of the prices constitutes a qualifying signature of speculati…