Exogenous and endogenous market crashes as phase transitions in complex financial systems

The Lehman Brothers effect and bankruptcy cascades

(2011) P. Sieczka et al.   EUROPEAN PHYSICAL JOURNAL B

Leverage bubble

(2011) Wanfeng Yan et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Generation-by-generation dissection of the response function in long memory epidemic processes

(2010) A. I. Saichev et al.   EUROPEAN PHYSICAL JOURNAL B

A case study of speculative financial bubbles in the South African stock market 2003–2006

(2008) Wei-Xing Zhou et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Robust dynamic classes revealed by measuring the response function of a social system

(2008) R. Crane et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Detecting log-periodicity in a regime-switching model of stock returns

(2008) George Chang et al.   QUANTITATIVE FINANCE

Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices

(2007) Wei-Xing Zhou et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS