Title

Discrete Scale Invariance and the ‘Second Black Monday'

Document Type

Article

Journal/Book Title/Conference

Modern Physics Letters B

Volume

12

Publication Date

1998

First Page

57

Last Page

60

Abstract

Evidence is offered for log-periodic (in time) fluctuations in the S&P 500 stock index during the three years prior to the October 27, 1997 "correction". These fluctuations were expected on the basis of a discretely scale invariant rupture phenomenology of stock market crashes proposed earlier.

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