ssrn-id1479479

Ssrn-id1479479 - Electronic copy available at http/ssrn.com/abstract=1479479 Swiss Finance Institute Research Paper Series N°09 – 39 Bubble

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Unformatted text preview: Electronic copy available at: http://ssrn.com/abstract=1479479 Swiss Finance Institute Research Paper Series N°09 – 39 Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles Zhi-Qiang JIANG East China University of Science and Technology (School of Business, School of Science Research Center for Econophysics) Wei-Xing ZHOU East China University of Science and Technology (School of Business, School of Science Research Center for Econophysics) and Research Center on Fictitious Economics & Data Science, Chinese Academy of Sciences Didier SORNETTE ETH Zurich and Swiss Finance Institute Ryan WOODARD ETH Zurich Ken BASTIAENSEN BNP Paribas Fortis Peter CAUWELS BNP Paribas Fortis Electronic copy available at: http://ssrn.com/abstract=1479479 Established at the initiative of the Swiss Bankers' Association, the Swiss Finance Institute is a private foundation funded by the Swiss banks and SWX. It merges 3 existing foundations: the International Center FAME, the Swiss Banking School and the Stiftung "Banking and Finance" in Zurich. With its university partners, the Swiss Finance Institute pursues the objective of forming a competence center in banking and finance commensurate to the importance of the Swiss financial center. It will be active in research, doctoral training and executive education while also proposing activities fostering interactions between academia and the industry. The Swiss Finance Institute supports and promotes promising research projects in selected subject areas. It develops its activity in complete symbiosis with the NCCR FinRisk. The National Centre of Competence in Research “Financial Valuation and Risk Management” (FinRisk) was launched in 2001 by the Swiss National Science Foundation (SNSF). FinRisk constitutes an academic forum that fosters cutting-edge finance research, education of highly qualified finance spets at the doctoral level and knowledge transfer between finance academics and practitioners. It is managed from the University of Zurich and includes various academic institutions from Geneva, Lausanne, Lugano, St.Gallen and Zurich. For more information see www.nccr-finrisk.ch . This paper can be downloaded without charge from the Swiss Finance Institute Research Paper Series hosted on the Social Science Research Network electronic library at: http://ssrn.com/abstract=1479479 Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles Zhi-Qiang Jiang a,c,d , Wei-Xing Zhou a,c,d,f , Didier Sornette ∗∗ ,b,e , Ryan Woodard b , Ken Bastiaensen ∗ ,g , Peter Cauwels ∗ ,g a School of Business, East China University of Science and Technology, Shanghai 200237, China b The Financial Crisis Observatory Department of Management, Technology and Economics, ETH Zurich, Kreuzplatz 5, CH-8032 Zurich, Switzerland c School of Science, East China University of Science and Technology, Shanghai 200237, China d Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China...
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Ssrn-id1479479 - Electronic copy available at http/ssrn.com/abstract=1479479 Swiss Finance Institute Research Paper Series N°09 – 39 Bubble

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