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Quantitative Finance Volume 17, 2017 - Issue 5
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Birth or burst of financial bubbles: which one is easier to diagnose?

G. DemosDepartment of Management, Technology and Economics, ETH Zürich, Zürich, Switzerland.Correspondence[email protected]
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D. SornetteSwiss Finance Institute, 40, Boulevard du Pont-d’ Arve, 1211Geneva 4, Switzerland.View further author information
Pages 657-675 | Received 07 Dec 2015, Accepted 25 Aug 2016, Published online: 23 Nov 2016

Citations (20)

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Read on this site (2)

Riza Demirer, Guilherme Demos, Rangan Gupta & Didier Sornette. (2019) On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators. Quantitative Finance 19:5, pages 843-858.
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Jerome Kreuser & Didier Sornette. (2019) Super-Exponential RE bubble model with efficient crashes. The European Journal of Finance 25:4, pages 338-368.
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Articles from other publishers (18)

Hongyun Ji & Han Zhang. (2024) Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market. The North American Journal of Economics and Finance 70, pages 102060.
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Simon Gluzman. (2023) Market Crashes and Time-Translation Invariance. FinTech 2:2, pages 221-247.
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Min Shu & Wei Zhu. (2022) Dissecting the 2015 Chinese stock market crash. Stat 11:1.
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CHRISTOPHER LYNCH & BENJAMIN MESTEL. (2022) A PRACTICAL ALGORITHM TO DETECT SUPEREXPONENTIAL BEHAVIOR IN FINANCIAL ASSET PRICE RETURNS. International Journal of Theoretical and Applied Finance 25:06.
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Konstantinos Papastamatiou & Theodoros Karakasidis. (2022) Bubble detection in Greek Stock Market: A DS-LPPLS model approach. Physica A: Statistical Mechanics and its Applications 587, pages 126533.
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Ruiqiang Song, Min Shu & Wei Zhu. (2022) The 2020 global stock market crash: Endogenous or exogenous?. Physica A: Statistical Mechanics and its Applications 585, pages 126425.
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Elad Harison & Nikolett Mihály. (2021) On Financial Bubbles and Earthworms: Lessons from Hungary’s Rural Pyramid during its Economic Transition. Eastern European Countryside 27:1, pages 65-88.
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Min Shu, Ruiqiang Song & Wei Zhu. (2021) The ‘COVID’ crash of the 2020 U.S. Stock market. The North American Journal of Economics and Finance 58, pages 101497.
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Min Shu & Wei Zhu. (2020) Detection of Chinese stock market bubbles with LPPLS confidence indicator. Physica A: Statistical Mechanics and its Applications 557, pages 124892.
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J. C. Gerlach, G. Demos & D. Sornette. (2019) Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018. Royal Society Open Science 6:7, pages 180643.
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G. Demos & D. Sornette. (2019) Comparing nested data sets and objectively determining financial bubbles’ inceptions. Physica A: Statistical Mechanics and its Applications 524, pages 661-675.
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Wei Zhou, Yang Huang & Jin Chen. (2018) The bubble and anti-bubble risk resistance analysis on the metal futures in China. Physica A: Statistical Mechanics and its Applications 503, pages 947-957.
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Yannick Malevergne, Didier Sornette & Ran Wei. (2021) A model of financial bubbles and drawdowns with non-local behavioral self-referencing. SSRN Electronic Journal.
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Dongshuai Zhao & Didier Sornette. (2021) Bubbles for Fama from Sornette. SSRN Electronic Journal.
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Jan-Christian Gerlach, Guilherme Demos & Didier Sornette. (2018) Dissection of Bitcoin's Multiscale Bubble History. SSRN Electronic Journal.
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Riza Demirer, Guilherme Demos, Rangan Gupta & Didier Sornette. (2017) On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-Scale Indicators. SSRN Electronic Journal.
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Guilherme Demos & Didier Sornette. (2017) Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions. SSRN Electronic Journal.
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Sandro Claudio Lera, Matthias Leiss & Didier Sornette. (2017) Currency Target Zones as Mirrored Options. SSRN Electronic Journal.
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