Discrete scale invariance in stock markets before crashes

International Journal of Modern Physics B

Volumn 10, Issue 27, 1996, Pages 3737-3745

  Feigenbaum, James A ^a   Freund, Peter G O ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001609232     PISSN: 02179792     EISSN: None     Source Type: Journal    
DOI: 10.1142/S021797929600204X     Document Type: Article

References (15)

1. H. Saleur, C. G. Sammis and D. Sornette, preprint USC-95-02, J. Geophys. Res., in press.
2. See e.g. V. I. Keilis-Borok, ed., Phys. Earth and Planet. Int. 61, Nos. 1-2 (1990); further references are contained here, as Well as in Refs. 2 and 3 below.
3. C. J. Allègre, J. L. Le Mouel and A. Provost, Nature 297, 47 (1982).
4. R. F. Smalley, D. L. Turcotte and S. A. Solla, J. Geophys. Res. 90, 1894 (1985).
5. A. Sornette and D. Sornette, Tectonophysics 179, 327 (1990).
6. W. I. Newman, A. Gabrielov, T. Durand, S. L. Phoenix and D. L. Turcotte. Physica D77, 200 (1994).
7. D. Sornette and C. G. Sammis, J. Phys. I (France) 5, 607 (1995).
8. J.-C. Anifrani, C. Le Floc'h, D. Sornette and B. Souillard, J. Phys. I (France) 5, 631 (1995).
9. A. Johansen, D. Sornette, H. Wakita, U. Tsunogai, W. I. Newman and H. Saleur, preprint, May 1995. J. Phys. I (France) in press.
10. D. Sornette, A. Johansen, A. Arneodo, J.-F. Muzy and H. Saleur, Phys. Rev. Lett. 76, 251 (1996).
11. H. Saleur and D. Sornette, J. Phys. I (France) 6, 327 (1996).
12. R. N. Mantegna and H. E. Stanley, Nature 376, 46 (1995).
13. J. Bernasconi and W. R. Schneider, J. Phys. A15, L729 (1983).
14. J. A. Feigenbaum and P. G. O. Freund, preprint EFI 95-58, cond-mat/9509033.
15. D. Sornette, A. Johansen and J.-P. Bouchaud, J. Phys. I (France) 6, 167 (1996).