Power laws and market crashes - Empirical laws on bursting bubbles

Progress of Theoretical Physics Supplement

Volumn 162, Issue , 2006, Pages 165-172

  Kaizoji, Taisei ^a  

^a INTERNATIONAL CHRISTIAN UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33747090985     PISSN: 03759687     EISSN: 13474081     Source Type: Journal    
DOI: 10.1143/PTPS.162.165     Document Type: Conference Paper

References (17)

1. R. J. Barro et al., Black Monday and the Future of Financial Markets (Mid America Institute for Public Research, Inc., Chicago, 1989).
2. U. Ushita, Illusions of A big Power, Japan (Kodansha, 2002) (in Japanese).
3. C. P. Kindlberger, Manias, Panics and Crashes: A History of Financial Crises, 2nd ed. (London: Macmillan, 1989).
4. R. J. Shiller, Irrational Exuberance (Princeton University Press, 2000).
5. Y. Noguchi, Economics of Bubbles (Nihon Keizai Shimbun, Inc., 1992) (in Japanese).
6. A. B. Perkins and M. C. Perkins, The Internet Bubble (Harperbusiness, 1999).
7. Roger Lowenstein, Origins of The Crash: The Great Bubble and Its Undoing (Penguin USA, 2004).
8. D. Sornette, Why Stock Markets Crash (Princeton Univ. Press, 2003).
9. D. Sornette, A. Johansen and J.-P. Bouchaud, J. de Phys. I 6 (1996), 167.
10. J. Feigenbaum and P. G. O. Freund, Int. J. Mod. Phys. B 10 (1996), 3737.
11. F. Lillo and R. N. Mantegna, Phys. Rev. E 68 (2003), 016119.
12. F. Lillo and R. N. Mantegna, Physica A 338 (2004), 125.
13. T. Kaizoji, Physica A 287 (2000), 493.
14. T. Kaizoji and M. Kaizoji, Physica A 344 (2004), 138.
15. T. Yamano, Euro. Phys. J. B 38 (2004), 665.
16. C. Andersson, A. Hellervik, K. Lindgren, A. Hagsson and J. Tornberg, Phys. Rev. E 68 (2003), 036124.
17. F. A. Cowell, Measuring Inequality, 2nd ed. (Prentice Hall/ Harvester Wheatsheaf, 1995).