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Volumn 6, Issue 8, 2003, Pages 829-837

Bubbles and crashes: Optimism, trend extrapolation and panic

Author keywords

Bubbles and crashes; Drawdowns and drawups; Optimism and panic; Technical and fundamental analysis

Indexed keywords


EID: 0347622541     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024903002237     Document Type: Article
Times cited : (3)

References (15)
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  • 2
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  • 3
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    • 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 (2001) 853-920.
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    • Johansen, A.1    Sornette, D.2
  • 6
    • 0009793025 scopus 로고    scopus 로고
    • Large stock market price drawdowns axe outliers
    • A. Johansen and D. Sornette, Large stock market price drawdowns axe outliers, Journal of Risk 4 (2002) 69-110.
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    • Johansen, A.1    Sornette, D.2
  • 8
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    • Volatility clustering in financial markets: A micro-simulation of interacting agents
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    • Lux, T.1    Marchesi, M.2
  • 10
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    • Princeton University Press, Princeton
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    • A behavioral model of rational choice
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  • 14
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  • 15
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.