Bubbles and crashes: theory - empirical analyse

A. Huesler, D. Sornette and C.H. Hommes, Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price, Journal Economic Behavior and Organization (submitted 2 May 2012)
(http://arxiv.org/abs/1205.0635)

Wanfeng Yan, Ryan Woodard, Didier Sornette, Diagnosis and Prediction of Market Rebounds in Financial Markets, Physica A 391(4), 1361-1380 (2012)
(http://arxiv.org/abs/1003.5926 and http://ssrn.com/abstract=1586742)

Peter Cauwels and Didier Sornette, Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics, Journal of Portfolio Management 38 (2), 56-66 (2012)
(http://arxiv.org/abs/1110.1319 and http://ssrn.com/abstract=1965431)
Facebook IPO - updated valuation and user forecasting based on S1-filing (6 Feb 2012) Facebook IPO - updated valuation and user forecasting (9 May 2012

Vladimir Filimonov and Didier Sornette, A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model, Submitted to International Journal of Forecasting (30 July 2011)
(http://arxiv.org/abs/1108.0099)

Wanfeng Yan, Reda Rebib, Ryan Woodard and Didier Sornette, Detection of Crashes and Rebounds in Major Equity Markets, International Journal of Portfolio Analysis & Management (IJPAM) 1(1), 59-79 (2012)
(http://arxiv.org/abs/1108.0077)

Didier Sornette, Ryan Woodard, Wanfeng Yan and Wei-Xing Zhou, Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble model, submitted to Physica A (July 2011)
(http://arxiv.org/abs/1107.3171)

Wanfeng Yan, Ryan Woodard and Didier Sornette, Role of diversification risk in financial bubbles, submitted to the Journal of Economic Interaction and Coordination (5 July 2011)
(http://arxiv.org/1107.0838)

A. Johansen and D. Sornette, Shocks, Crashes and Bubbles in Financial Markets, Brussels Economic review (Cahiers economiques de Bruxelles) 53 (2), 201-253 (summer 2010)
(http://ideas.repec.org/s/bxr/bxrceb.html) (published version)
(http://arXiv.org/abs/cond-mat/0210509)

Wanfeng Yan, Ryan Woodard, Didier Sornette, Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration, Quantitative Finance, DOI: 10.1080/14697688.2011.606824 (2012)
(http://arxiv.org/abs/1011.5343 and http://papers.ssrn.com/soI3/papers.cfm?abstract _id=1719124)

Ryan Woodard, Didier Sornette, Maxim Fedorovsky, The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III (beginning of experiment)
(http://arxiv.org/abs/1011.2882)

Wanfeng Yan, Ryan Woodard, Didier Sornette, Leverage Bubble, Physica A 391, 180-186 (2012)
(http://arxiv.org/abs/1011.0458)

Didier Sornette, Ryan Woodard, Maxim Fedorovsky, Stefan Reimann, Hilary Woodard, Wei-Xing Zhou (The Financial Crisis Observatory), The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II - Master Document
(http://arxiv.org/abs/1005.5675)

W. Yan, R. Woodard, D. Sornette, Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds, Physics Procedia 3 (5), 1641-1657 (2010)
(http://arxiv.org/abs/1001.0265)

Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette, Ryan Woodard, Ken Bastiaensen, Peter Cauwels, Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, Journal of Economic Behavior and Organization 74, 149-162 (2010)
(http://arxiv.org/abs/0909.1007 and http://ssrn.com/abstract=1479479; previous version with  ex-ante prediction at http://arxiv.org/abs/0907.1827)

K. Bastiaensen, P. Cauwels, D. Sornette, R. Woodard, W.-X. Zhou, The Chinese Equity Bubble: Ready to Burst (2009)
(http://arxiv.org/abs/0907.1827)

D. Sornette, R. Woodard and W.-X. Zhou, The 2006-2008 Oil Bubble: evidence of speculation and prediction, Physica A 388, 1571-1576 (2009)
(http://arxiv.org/abs/0806.1170)

W.-X. Zhou and D. Sornette, Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes, Physica A 387, 243-260 (2008)
(http://arxiv.org/abs/0704.0589)

W.-X. Zhou and D. Sornette, A case study of speculative financial bubbles in the South African stock market 2003-2006, Physica A 388, 869-880 (2009)
(http://arxiv.org/abs/physics/0701171)

W.-X. Zhou and D. Sornette, Is There a Real-Estate Bubble in the US? Physica A 361, 297-308 (2006)
(http://arxiv.org/abs/physics/0506027) and http://physicsweb.org/articles/news/9/6/4/1

D. Sornette and W.-X. Zhou, Predictability of Large Future Changes in Major Financial Indices, International Journal of Forecasting 22, 153-168 (2006)
(http://arXiv.org/abs/cond-mat/0304601)

W.-X. Zhou and Didier Sornette, Testing the Stability of the 2000-2003 US Stock Market ``Antibubble'', Physica A 348, 428-452 (2005).
(http://arXiv.org/abs/cond-mat/0310092)

W.-X. Zhou and D. Sornette, Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000, Physica A 337, 586-608 (2004)
(http://arXiv.org/abs/cond-mat/0312658)

W.-X. Zhou and D. Sornette, Antibubble and Prediction of China's stock market and Real-Estate, Physica A, 337 (1-2), 243-268 (2004)
(http://arXiv.org/abs/cond-mat/0312149)

D. Sornette and W.-X. Zhou, 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, Physica A 332, 412-440 (2004)
(http://arXiv.org/abs/cond-mat/0306496)

D. Sornette and Wei-Xing Zhou , The US 2000-2003 Market Descent: Clarifications, Quantitative Finance 3 (3), C39-C41 (2003)
(http://arXiv.org/abs/cond-mat/0305004)

Wei-Xing Zhou and Didier Sornette, 2000-2003 Real Estate Bubble in the UK but not in the USA, Physica A 329, 249-263 (2003)
(http://arXiv.org/abs/physics/0303028)

W.-X. Zhou and D. Sornette, Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since mid-2000, Physica A 330, 543-583 (2003)
(http://arXiv.org/abs/cond-mat/0212010)

D. Sornette and W.-X. Zhou, The US 2000-2002 Market Descent: How Much Longer and Deeper? Quantitative Finance 2 (6), 468-481 (2002)
(http://arXiv.org/abs/cond-mat/0209065) and (http://www.informaworld.com/smpp/content~content=a723716319~db=all~order=page)

Johansen, A. and D. Sornette, Large Stock Market Price Drawdowns Are Outliers, Journal of Risk 4(2), 69-110, Winter 2001/02)
(http://arXiv.org/abs/cond-mat/0010050)

A. Johansen and D. Sornette, Finite-time singularity in the dynamics of the world population and economic indices,
Physica A 294 (3-4), 465-502 (2001)
(http://arXiv.org/abs/cond-mat/0002075)

A. Johansen and D. Sornette, Bubbles and anti-bubbles in Latin-American, Asian and Western stock markets: An empirical study, International Journal of Theoretical and Applied Finance 4 (6), 853-920 (2001)
(http://xxx.lanl.gov/abs/cond-mat/9907270) and
(http://econpapers.repec.org/paper/wpawuwpfi/9907004.htm)

A. Johansen and D. Sornette, The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash, European Physical Journal B 17, 319-328 (2000)
(http://arXiv.org/abs/cond-mat/0004263) and
(http://papers.ssrn.com/sol3/papers.cfm?abstract_id=224145)

A. Johansen and D. Sornette, Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999, Int. J. Mod. Phys. C Vol. 11 (2), 359-364 (2000)
(http://arXiv.org/abs/cond-mat/0002059)

B.M. Roehner and D. Sornette, ``Thermometers'' of Speculative Frenzy, European Physical Journal B 16, 729-739 (2000)
(http://arXiv.org/abs/cond-mat/0001353)

B. Roehner and D. Sornette, Analysis of the phenomenon of speculative trading in one of its basic manifestations: stamp bubbles, Int. J. Mod. Phys. C 10, N6, 1099-1116 (1999)
(http://xxx.lanl.gov/abs/cond-mat/9906435)

A. Johansen and D. Sornette, Financial "anti-bubbles'': Log-periodicity in Gold and Nikkei collapses, Int. J. Mod. Phys. C 10(4), 563-575 (1999)
(http://xxx.lanl.gov/abs/cond-mat/9901268)

A. Johansen and D. Sornette, Critical Crashes, Risk, Vol 12, No. 1, p.91-94 (1999)
(http://xxx.lanl.gov/abs/cond-mat/9901035)

A. Johansen and D. Sornette, Modeling the stock market prior to large crashes, Eur. Phys. J. B 9:1, 167-174 (1999)
(http://xxx.lanl.gov/abs/cond-mat/9811066)

B.M. Roehner and D. Sornette, The sharp peak-flat trough pattern and critical speculation, European Physical Journal B 4, 387-399 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9802234)

A . Johansen and D. Sornette, Stock market crashes are outliers, European Physical Journal B 1, 141-143 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9712005)

D. Sornette, A. Johansen and J.-P. Bouchaud, Stock market crashes, Precursors and Replicas, J.Phys.I France 6, n1, 167-175 (1996)