{"id":"https://openalex.org/W3100045348","doi":null,"title":"Imprints of log-periodic selfsimilarity in the stock market","display_name":"Imprints of log-periodic selfsimilarity in the stock market","publication_year":1999,"publication_date":"1999-01-01","ids":{"openalex":"https://openalex.org/W3100045348","mag":"3100045348"},"language":"en","primary_location":{"id":"pmh:oai:CiteSeerX.psu:10.1.1.241.9236","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.241.9236","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/cond-mat/9901025v2.pdf","raw_type":"text"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049766054","display_name":"F. Ruf","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I171892758","display_name":"Forschungszentrum J\u00fclich","ror":"https://ror.org/02nv7yv05","country_code":"DE","type":"facility","lineage":["https://openalex.org/I1305996414","https://openalex.org/I171892758"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"F. Ruf","raw_affiliation_strings":["Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, 52425, J\u00fclich, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, 52425, J\u00fclich, Germany","institution_ids":["https://openalex.org/I171892758"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079023237","display_name":"Josef Speth","orcid":"https://orcid.org/0000-0002-4880-3326","observed_orcids":["https://orcid.org/0000-0002-4880-3326"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"J. Speth","raw_affiliation_strings":["WestLB International S.A.,32-34 boulevard Grande-Duchesse Charlotte, 2014, Luxembourg"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"WestLB International S.A.,32-34 boulevard Grande-Duchesse Charlotte, 2014, Luxembourg","institution_ids":[]}]},{"author_position":"last","author":{"id":null,"display_name":"M. W\u00f3jcik","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I171892758","display_name":"Forschungszentrum J\u00fclich","ror":"https://ror.org/02nv7yv05","country_code":"DE","type":"facility","lineage":["https://openalex.org/I1305996414","https://openalex.org/I171892758"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"M. W\u00f3jcik","raw_affiliation_strings":["Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, 52425, J\u00fclich, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut f\u00fcr Kernphysik, Forschungszentrum J\u00fclich, 52425, J\u00fclich, Germany","institution_ids":["https://openalex.org/I171892758"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":61,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10591","display_name":"Theoretical and Computational Physics","score":0.0007999999797903001,"subfield":{"id":"https://openalex.org/subfields/3104","display_name":"Condensed Matter Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":0.0006000000284984708,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/financial-market-crashes","display_name":"financial crashes","score":0.7990000247955322},{"id":"https://openalex.org/keywords/stock-market-dynamics","display_name":"stock market dynamics","score":0.7269999980926514},{"id":"https://openalex.org/keywords/discrete-scale-invariance","display_name":"discrete scale invariance","score":0.8460000157356262},{"id":"https://openalex.org/keywords/dax","display_name":"DAX","score":0.75},{"id":"https://openalex.org/keywords/black-monday","display_name":"Black Monday","score":0.6679999828338623},{"id":"https://openalex.org/keywords/renormalization-group","display_name":"renormalization group","score":0.8700000047683716},{"id":"https://openalex.org/keywords/market-fluctuations","display_name":"market fluctuations","score":0.4860000014305115}],"concepts":[{"id":"https://openalex.org/C141441539","wikidata":"https://www.wikidata.org/wiki/Q1970908","display_name":"Boom","level":2,"score":0.6359341144561768},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5962322950363159},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.5848594307899475},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5780858397483826},{"id":"https://openalex.org/C2778113609","wikidata":"https://www.wikidata.org/wiki/Q10897","display_name":"Lambda","level":2,"score":0.5398262143135071},{"id":"https://openalex.org/C119453123","wikidata":"https://www.wikidata.org/wiki/Q262372","display_name":"Self-similarity","level":2,"score":0.4800075888633728},{"id":"https://openalex.org/C183469790","wikidata":"https://www.wikidata.org/wiki/Q333501","display_name":"Crash","level":2,"score":0.4751850664615631},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4707285463809967},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.46894997358322144},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.371821790933609},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.27308550477027893},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.2016865313053131},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.182834655046463},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.17503833770751953},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.15731847286224365},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C111368507","wikidata":"https://www.wikidata.org/wiki/Q43518","display_name":"Oceanography","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:CiteSeerX.psu:10.1.1.241.9236","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.241.9236","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/cond-mat/9901025v2.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.242.2413","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.242.2413","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/cond-mat/9901025v1.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":1,"referenced_works":["https://openalex.org/W2991668532"],"related_works":["https://openalex.org/W1986500685","https://openalex.org/W1448113692","https://openalex.org/W1482248669","https://openalex.org/W3100049127","https://openalex.org/W2054149290","https://openalex.org/W2948123533","https://openalex.org/W7111489818","https://openalex.org/W2950733125","https://openalex.org/W7098629667","https://openalex.org/W7098965058"],"abstract_inverted_index":{"Detailed":[0],"analysis":[1,153],"of":[2,8,49,60,67,89,104,110,118,126,134,148,154],"the":[3,9,20,27,45,65,68,78,87,97,102,111,116,155],"log-periodic":[4,74,106],"structures":[5],"as":[6,108],"precursors":[7,109],"financial":[10],"crashes":[11],"is":[12,16,138],"presented.":[13],"The":[14,52,128],"study":[15],"mainly":[17],"based":[18],"on":[19,94,123],"German":[21],"Stock":[22],"Index":[23],"(DAX)":[24],"variation":[25],"over":[26,86],"1998":[28],"period":[29,88],"which":[30],"includes":[31],"both,":[32],"a":[33,37,61,90,145],"spectacular":[34],"boom":[35],"and":[36,80],"large":[38],"decline,":[39],"in":[40,58],"magnitude":[41],"only":[42],"comparable":[43],"to":[44,77,100],"so-called":[46],"Black":[47],"Monday":[48],"October":[50],"1987.":[51],"present":[53],"example":[54],"provides":[55],"further":[56],"arguments":[57],"favour":[59],"discrete":[62],"scale-invariance":[63],"governing":[64],"dynamics":[66],"stock":[69],"market.":[70],"A":[71],"related":[72,129],"clear":[73],"structure":[75],"prior":[76],"crash":[79],"consistent":[81,140],"with":[82,141],"its":[83],"onset":[84],"extends":[85],"few":[91],"months.":[92],"Furthermore,":[93],"smaller":[95],"time-scales":[96],"data":[98],"seems":[99],"indicate":[101],"appearance":[103],"analogous":[105],"oscillations":[107,120],"smaller,":[112],"intermediate":[113],"decreases.":[114],"Even":[115],"frequencies":[117],"such":[119],"are":[121],"similar":[122],"various":[124],"levels":[125],"resolution.":[127],"value":[130],"\u03bb":[131],"\u2248":[132],"2":[133],"preferred":[135],"scaling":[136],"ratios":[137],"amazingly":[139],"those":[142],"found":[143],"for":[144],"wide":[146],"variety":[147],"other":[149],"complex":[150],"systems.":[151],"Similar":[152],"major":[156],"American":[157],"indices":[158],"between":[159],"September":[160]},"counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2020-11-23T00:00:00"}
