772 citations · 5.5k across the 80 of their papers we have counts for
8 papers · 1 filter
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…
The US 2000-2003 Market Descent: Clarifications
D. Sornette, W. -X. Zhou
In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of o…
Predictability of large future changes in major financial indices
D. Sornette, W. -X. Zhou
We present a systematic algorithm testing for the existence of collective self-organization in the behavior of agents in social systems, with a concrete empirical implementation on…
2000-2003 Real Estate Bubble in the UK but not in the USA
W. -X. Zhou, D. Sornette
In the aftermath of the burst of the ``new economy'' bubble in 2000, the Federal Reserve aggressively reduced short-term rates yields in less than two years from 6.5% to 1.25% in a…
Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction
W. -X. Zhou, D. Sornette
We propose a straightforward extension of our previously proposed log-periodic power law model of the ``anti-bubble'' regime of the USA market since the summer of 2000, in terms of…