Reference health

Detection of Crashes and Rebounds in Major Equity Markets

https://doi.org/10.2139/ssrn.2190771
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32/32 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 32 checked references that resolve
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Bubbles and Crashes
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Predicting financial crashes using discrete scale invariance
resolves10.1016/j.physa.2007.04.093
A mathematical definition of the financial bubbles and crashes
resolves10.1111/1468-0262.00393
Bubbles and Crashes
resolves10.2139/ssrn.1586742
Diagnosis and Prediction of Market Rebounds in Financial Markets
resolves10.1016/j.phpro.2010.07.004
Diagnosis and prediction of tipping points in financial markets: Crashes and rebounds
resolves10.1016/j.physa.2009.01.011
The 2006–2008 oil bubble: Evidence of speculation, and prediction
resolves10.2139/ssrn.981928
Analysis of the Real Estate Market in Las Vegas: Bubble, Seasonal Patterns, and Prediction of the CSW Indexes
resolves10.2139/ssrn.386161
2000-2003 Real Estate Bubble in the UK But Not in the USA
resolves10.1016/j.physa.2005.06.098
Is there a real-estate bubble in the US?
resolves10.1142/s0129183199000437
FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES
resolves10.1088/1469-7688/2/6/306
The US 2000-2002 market descent: how much longer and deeper?
resolves10.1007/s100510050775
Visualizing the log-periodic pattern before crashes
resolves10.1016/j.physa.2004.02.059
Evidence of log-periodicity in corporate bond spreads
resolves10.1016/j.physa.2004.06.143
Another type of log-periodic oscillations on Polish stock market
resolves10.1142/s0129183105007972
SELF-SIMILAR LOG-PERIODIC STRUCTURES IN WESTERN STOCK MARKETS FROM 2000
resolves10.1016/j.physa.2005.08.051
Log-periodic crashes revisited
resolves10.12693/APhysPolA.114.539
Current Log-Periodic View on Future World Market Development
resolves10.1016/j.physa.2008.11.041
A case study of speculative financial bubbles in the South African stock market 2003–2006
resolves10.1016/j.physa.2011.07.013
Leverage bubble
resolves10.1016/j.ijforecast.2005.02.004
Predictability of large future changes in major financial indices
resolves10.1038/268125a0
Pattern recognition applied to uranium prospecting
resolves10.1016/j.patcog.2004.08.005
Patterns of macroeconomic indicators preceding the unemployment rise in Western Europe and the USA
resolves10.3386/w0945
Bubbles, Rational Expectations and Financial Markets
resolves10.1016/s0370-1573(97)00076-8
Discrete-scale invariance and complex dimensions
resolves10.1016/S0378-4371(02)01535-2
Predicting critical crashes? A new restriction for the free variables
resolves10.1016/0031-9201(76)90067-4
Pattern recognition applied to earthquake epicenters in California
resolves10.1007/bf00945169
Earthquake prediction as a decision-making problem
resolves10.1029/91jb03095
Earthquake prediction and its optimization
resolves10.1093/rfs/3.1.77
Stock Volatility and the Crash of ’87
resolves10.1016/j.physa.2004.01.054
Fearless versus fearful speculative financial bubbles
The 19 references without a DOI — listed, not checked
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no DOI — not checkedBubble diagnosis and prediction of the
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no DOI — not checkedThe Sharpe ratio of the corresponding benchmarks, which consist of constant position in the market with exposure equal to the strategy over the whole period, are 0.03 (long-short), 0.03 (long) and ?0.03 (short). And the Sharpe ratio of the index in this period is 0.03
no DOI — not checkedref49
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What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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