From rational bubbles to crashes

DOI10.1016/S0378-4371(01)00281-3zbMath0974.91011arXivcond-mat/0102305OpenAlexW2061251255MaRDI QIDQ5947864

Yannick Malevergne, Didier Sornette

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0102305

zbMATH Keywords

symmetry breakingfundamental rational pricing equationGoldstone modes

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 ⋮ From rational bubbles to crashes ⋮ A DYNAMICAL APPROACH TO STOCK MARKET FLUCTUATIONS ⋮ ``Slimming of power-law tails by increasing market returns

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