Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles

Journal of Economic Behavior and Organization

Volumn 74, Issue 3, 2010, Pages 149-162

  Jiang, Zhi Qiang ^a,c   Zhou, Wei Xing ^a,c,e   Sornette, Didier ^b,d   Woodard, Ryan ^b   Bastiaensen, Ken ^f   Cauwels, Peter ^f  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b ETH ZURICH   (Switzerland)

^c EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^d UNIVERSITY OF GENEVA   (Switzerland)

^e INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^f Fortis   (Belgium)

Author keywords

Chinese markets; Financial bubble; Herding; Log periodic power law; Lomb spectral analysis; Rational expectation bubble; Stock market crash; Unit root test

Indexed keywords

EID: 77952545842     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2010.02.007     Document Type: Article

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