Open Access

Testing the Sustainability of Growth of the LJSEX in the January 2000 to May 2010 period

   | Apr 13, 2011

Cite

Blanchard, O. J. (1979). Speculative bubbles, crashes and rational expectations, Economic Letters, 3(4): 387-389, DOI:10.1016/0165-1765(79)90017-X.10.1016/0165-1765(79)90017-XOpen DOISearch in Google Scholar

Caprirolo, G., Lavrač, V. (2003). Monetary and exchange rate policy in Slovenia, Ezoneplus Working Paper No. 17G.Search in Google Scholar

Cvijovic, D., Klinowski, J. (1995). Taboo search: An approach to the multiple minima problem, Science, 267 (5198): 664-666, DOI: 10.1126/science.267.5198.66410.1126/science.267.5198.664Open DOISearch in Google Scholar

Diba, B. T., Grossman, H. L. (1988). Explosive rational bubbles in Stock Prices?, American Economic Review, 78(3): 520-530, DOI:10.2307/180914910.2307/1809149Open DOISearch in Google Scholar

Feigenbaum, J. A. (2001). A statistical analysis of log-periodic precursors to financial crashes, Quantitative Finance, 1(3): 346-360, DOI: 10.1088/1469-7688/1/3/306.10.1088/1469-7688/1/3/306Open DOISearch in Google Scholar

Feigenbaum, J. A. (2001). More on a statistical analysis of log-periodic precursors to financial crashes, Quantitative Finance, 1(5): 527-532, DOI: 10.1080/713665875.10.1080/713665875Open DOISearch in Google Scholar

Froot, K. A., Obstfeld, M. (1991). Intrinsic bubbles: The case of Stock Prices, American Economic Review, 81(5): 1189-1214, DOI:10.1257/aer.89.5.1372.10.1257/aer.89.5.1372Open DOISearch in Google Scholar

Johansen, A. and Sornette, D. (1998). Stock market crashes are outliers, European Physical Journal B, 1(2): 141-143. DOI : 10.1007/s100510050163.10.1007/s100510050163Open DOISearch in Google Scholar

Johansen, A. and Sornette D. (1999a). Financial anti-bubbles: Log-periodicity in Gold and Nikkei collapses, Int. J. Mod. Phys. C, 10(4): 563-575, DOI:10.1142/S0129183199000437.10.1142/S0129183199000437Open DOISearch in Google Scholar

Johansen, A. and Sornette D. (1999b). Critical Crashes, RISK, 12(1): 91-94.10.21314/JOR.1999.014Search in Google Scholar

Johansen, A., Sornette D. and Ledoit, O. (1999b). Predicting Financial Crashes using discrete scale invariance, Journal of Risk, 1(4): 5-32, DOI=10.1.1.50.3129.10.21314/JOR.1999.014Search in Google Scholar

Johansen, A. and Sornette D., (2000a). Bubbles and anti-bubbles in Latin-American, Asian and Western Stock markets: An empirical study, Int. J. Theor. Appl. Fin., 4(6): 853-920, DOI: 10.1142/S0219024901001218.10.1142/S0219024901001218Open DOISearch in Google Scholar

Johansen, A. and Sornette D. (2000b). Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999, Int. J. Mod. Phys. C, 11(2): 359-364, DOI: 10.1.1.35.3396.10.1142/S012918310000033XSearch in Google Scholar

Johansen, A. and Sornette D. (2000c). The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash, Eur. Phys J. B, 17(2): 319-328, DOI: 10.1.1.30.7938.10.1007/s100510070147Search in Google Scholar

Johansen, A. and Sornette D. (2002). Large Stock Market Price Drawdowns Are Outliers, Journal of Risk, 4(2): 69-110, DOI: 10.1.1.31.7872.Search in Google Scholar

Simoneti, M., Abramovič, K., Damijan, J., Masten, I., Mastnak, S., Mrak, M., Rojec, M., Berk Skok, A., Šušteršič, J., Vesnaver, L., (2010), Razvojne priložnosti trga kapitala v Sloveniji po finančni krizi, IER. [Developing capital markets after the financial crisis in Slovenia]Search in Google Scholar

Sornette, D., Johansen, A. (2001). Significance of log-periodic precursors to financial crashes, Quantitative Finance, 1(4): 452-471, DOI: 10.1.1.67.8436.Search in Google Scholar

Sornette, D. (2003). Why Stock Markets Crash (Critical Events in Complex Financial Systems), Princeton University Press.Search in Google Scholar

West, K. D. (1987). A specification test for speculative bubbles, Quarterly Journal of Economics, 102(3): 553-580, DOI: 10.2307/1884217.10.2307/1884217Open DOISearch in Google Scholar

Zhou, W. X., Sornette, D. (2007). A case study of speculative financial bubbles in the South African stock market 2003-2006, Physica. A, 388 (6): 869-880, DOI: 10.1016/j.physa.2008.11.041.10.1016/j.physa.2008.11.041Open DOISearch in Google Scholar

Zhou, W. X., Sornette, D. (2006). Is there a real estate bubble in USA?, Physica A: Statistical Mechanics and its Applications, 361(1): 297-308, DOI: 10.1016/j.physa.2005.06.098.10.1016/j.physa.2005.06.098Open DOISearch in Google Scholar

Zhou, W. X., Sornette, D. (2003). Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000, Physica A: Statistical Mechanics and its Applications, 330(3-4): 543-583, DOI: 10.1016/j.physa.2002.12.001.10.1016/j.physa.2002.12.001Open DOISearch in Google Scholar

eISSN:
1581-1832
ISSN:
1318-5454
Language:
English
Publication timeframe:
4 times per year
Journal Subjects:
Business and Economics, Business Management, Management, Organization, Corporate Governance