Bubbles and Crashes: theory

Fulvio Corsi and Didier Sornette, Follow the money: The monetary roots of bubbles and crashes, submitted to the Journal of Money, Credit and Banking (25 November 2011) ETH Zurich working paper (2011)
(http://ssrn.com/abstract=1966038)

Taisei Kaizoji, A. Saichev and D. Sornette, Equilibrium model of rational and noise traders: bifurcations to endogenous bubbles, Journal of Economic Dynamics and Control (submitted 22 September 2011)
(http://arxiv.org/abs/1109.4726)

D. Sornette and S. Von der Becke, Complexity clouds finance-risk models (A response to Andrew G. Haldane & Robert M. May, Neil Johnson and Thomas Lux), Nature 471, 166 (10 March 2011)
"long version: Systemic Risk in Banking: It is complex but not that complicated" Haldan & May's Paper; Johnson and Lux

D. Sornette, Risk Management and Governance Lessons and Prospects from the 2007-2XX Crisis, REVUE für Postheorisches Management 7, 44-53 (2010)

J. Satinover and D. Sornette, Taming Manias: On the Origins, Inevitability, Prediction
and Regulation of Bubbles and Crashes, chapter of the book "Governance and Control of Financial Systems: A Resilience Engineering Perspective'', Gunilla Sundström and Erik Hollnagel, eds., published by Ashgate Publishing Group in their Resilience Engineering Perspectives series.
(http://ssrn.com/abstract=1646428)

Pawel Sieczka, Didier Sornette and Janusz A. Holyst, The Lehman Brothers Effect and Bankruptcy Cascades, European Physical Journal B 82 (3-4), 257-269 (2011)
DOI: 10.1140/epjb/e2011-10757-2 (http://ssrn.com/abstract=1547172)

Li Lin and Didier Sornette, Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting  Termination Times (2009)
(http://arxiv.org/abs/0911.1921)

D. Sornette, Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2 (1), 1-18 (2009)
(http://arXiv.org/abs/0907.4290)

Didier Sornette and Ryan Woodard, Financial Bubbles, Real Estate Bubbles, and the Financial and Economic Crisis (2009)
(http://arxiv.org/abs/0905.0220)
in Proceedings of APFA7 (Applications of Physics in Financial Analysis), "New Approaches to the Analysis of Large-Scale Business and Economic Data" Misako Takayasu, Tsutomu Watanabe and Hideki Takayasu, eds., Springer (2010) 

L. Lin, Ren. R.E. and D. Sornette, A Consistent Model of "Explosive" Financial Bubbles With Mean-Reversing Residuals, Quantitative Finance (2009)
(http://arxiv.org/abs/0905.0128)

T. Kaizoji and D. Sornette, Market Bubbles and Crashes, the Encyclopedia of Quantitative Finance (Wiley, 2009) http://www.wiley.com//legacy/wileychi/eqf/
(long version at http://arxiv.org/abs/0812.2449)

D. Sornette, Trust! Why it Has Been Lost and How to Regain It, Occasional Paper Series Nb 02 of the Swiss Finance Institute (2008)
(http://www.swissfinanceinstitute.ch/faculty_research/publications/ops.htm)
(http://arxiv.org/abs/0810.4608)

V.I. Yukalov, D. Sornette and E.P. Yukalova, Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles, J. Economic Behavior and Organization 70, 206-230 (2009)
(http://arxiv.org/abs/nlin.AO/0701014)

G. Broekstra, D. Sornette and W.-X. Zhou, Bubble, Critical Zone and the Crash of Royal Ahold, Physica A 346, 529-560 (2005)
(http://arXiv.org/abs/cond-mat/0403563) and (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=520603)

D. Sornette, Why stock markets crash? New Thesis 01 (1) 5-18 (2004)
(http://www.newthesis.org/200401/01-200401.pdf)

B.M. Roehner, D. Sornette and J.V. Andersen, Response Functions to Critical Shocks in Social Sciences: An Empirical and Numerical Study, Int. J. Mod. Phys. C 15 (6), 809-834 (2004)
(http://arXiv.org/abs/cond-mat/0402408)

J. V. Andersen and D. Sornette, Fearless versus Fearful Speculative Financial Bubbles, Physica A 337 (3-4), 565-585 (2004)
(http://arXiv.org/abs/cond-mat/0311089)

D. Sornette, Critical market crashes, Physics Reports 378 (1), 1-98 (2003)
(http://arXiv.org/abs/cond-mat/0301543)

W.-X. Zhou and D. Sornette, 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, Physica A 330, 584-604 (2003)
(http://arXiv.org/abs/physics/0301023)

D. Sornette, H. Takayasu and W.-X. Zhou, Finite-Time Singularity Signature of Hyperinflation, Physica A 325, 492-506 (2003)
(http://arXiv.org/abs/physics/0301007)

D. Sornette, Vers une prediction des evenements catastrophiques? Risques 50, 111-112 (2002)

D. Sornette, Pushing the limits: extremes and crashes in finance and economics, Computer Physics Communications, 147, 19-21 (2002)

D. Sornette, Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes and human birth, Proceedings of the National Academy of Sciences USA, V99 SUPP1:2522-2529 (2002)
(http://arXiv.org/abs/cond-mat/0107173)

D. Sornette and J.V. Andersen, A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles, Int. J. Mod. Phys. C 13 (2), 171-188 (2002)
(http://arXiv.org/abs/cond-mat/0104341)

D. Sornette and K. Ide, Theory of self-similar oscillatory finite-time singularities in Finance, Population and Rupture, Int. J. Mod. Phys. C 14 (3), 267-275 (2002)
(http://arXiv.org/abs/cond-mat/0106054)

K. Ide and D. Sornette, Oscillatory Finite-Time Singularities in Finance, Population and Rupture, Physica A 307 (1-2), 63-106 (2002)
(http://arXiv.org/abs/cond-mat/0106047)

T. Lux and D. Sornette. On Rational Bubbles and Fat Tails, in press in the Journal of Money, Credit and Banking, Part 1, vol. 34, No. 3, 589-610(2002)
(http://xxx.lanl.gov/abs/cond-mat/9910141)

D. Sornette and A. Johansen, Significance of log-periodic precursors to financial crashes, Quantitative Finance 1 (4), 452-471 (2001)
(http://arXiv.org/abs/cond-mat/0106520)

Y. Malevergne and D. Sornette, Multi-dimensional Rational Bubbles and fat tails, Quantitative Finance 1, 533-541 (2001)
(http://arXiv.org/abs/cond-mat/0101371)

D. Sornette and Y. Malevergne, From Rational Bubbles to Crashes, Physica A 299, 40-59 (2001)
(http://arXiv.org/abs/cond-mat/0102305)

A. Johansen, O. Ledoit and D. Sornette, Crashes as critical points, International Journal of Theoretical and Applied Finance Vol. 3, No. 2 219-255 (2000)
(http://xxx.lanl.gov/abs/cond-mat/9810071)

A. Johansen, D. Sornette and O. Ledoit, Predicting Financial Crashes using discrete scale invariance, Journal of Risk, vol. 1, number 4, 5-32 (1999)
(http://xxx.lanl.gov/abs/cond-mat/9903321)

D. Sornette and A. Johansen, A Hierarchical Model of Financial Crashes, Physica A 261, 581-598 (1998)
(http://www.sciencedirect.com/science/sornette&johansen)

D. Sornette and A. Johansen, Large financial crashes, Physica A 245, N3-4, 411-422 (1997)
(http://xxx.lanl.gov/abs/cond-mat/9704127)