Ryan Woodard

ETH Zurich

Department of Management, Technology and Economics

Kreuzplatz 5

8032 Zurich, CH-1015

Switzerland

http://www.er.ethz.ch/

SCHOLARLY PAPERS

9

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CITATIONS
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76

Scholarly Papers (9)

Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis

Swiss Finance Institute Research Paper No. 09-15
Number of pages: 54 Posted: 12 Jun 2009
Didier Sornette and Ryan Woodard
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich
Downloads 1,929 (7,385)
Citation 12

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Financial crisis, bubbles, real estate, derivatives, out-of-equilibrium, super-exponential, growth, crashes, complex systems

Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis

Proceedings of APFA7 (Applications of Physics in Financial Analysis), Conference , CCSS Working Paper No. CCSS-09-003
Number of pages: 53 Posted: 27 Apr 2010
Didier Sornette and Ryan Woodard
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich
Downloads 296 (100,426)
Citation 18

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Financial crisis, bubbles, real estate bubble, derivatives, super-exponential

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

Number of pages: 28 Posted: 28 Sep 2009
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zurich
Downloads 734 (32,500)
Citation 33

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stock market crash, financial bubble, Chinese markets, rational expectation bubble, herding, log-periodic power law, Lomb spectral analysis, unit-root test

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

CCSS working Paper No. CCSS-09-008
Number of pages: 30 Posted: 27 Apr 2010
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zurich
Downloads 219 (137,170)
Citation 8

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Stock market crash, financial bubble, Chinese markets, rational expectation bubble, log-periodic power law

3.

Diagnosis and Prediction of Market Rebounds in Financial Markets

Swiss Finance Institute Research Paper No. 10-15
Number of pages: 42 Posted: 14 Apr 2010
Wanfeng Yan, Ryan Woodard and Didier Sornette
ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 456 (61,311)
Citation 9

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negative bubble, rebound, positive feedback, pattern recognition, trading strategy, error diagram, prediction

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model

Swiss Finance Institute Research Paper No. 11-29
Number of pages: 25 Posted: 12 Aug 2011
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, ETH Zurich and East China University of Science and Technology - School of Business
Downloads 190 (157,076)
Citation 2

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JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model

ETH Risk Center – Working Paper No. 11-004
Number of pages: 24 Posted: 21 Dec 2012
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, ETH Zurich and East China University of Science and Technology - School of Business
Downloads 125 (224,047)
Citation 3

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JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast

5.

Role of Diversification Risk in Financial Bubbles

Swiss Finance Institute Research Paper No. 11-26
Number of pages: 25 Posted: 08 Jul 2011
Wanfeng Yan, Ryan Woodard and Didier Sornette
ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 212 (141,882)
Citation 1

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financial bubbles, rational expectations, positive feedback, factor model, diversification, Chinese market

6.

Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration

Swiss Finance Institute Research Paper No. 10-50
Number of pages: 27 Posted: 04 Dec 2010
Wanfeng Yan, Ryan Woodard and Didier Sornette
ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 185 (160,937)
Citation 8

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Financial Bubbles, Crash, Prediction, Fundamental Value, Nonlinearity, Wilks Statistics, Bootstrap

7.

Detection of Crashes and Rebounds in Major Equity Markets

RC working paper No. 11-001
Number of pages: 39 Posted: 19 Dec 2012
ETH Zurich, ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 159 (183,833)
Citation 11

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JLS model, financial bubbles, crashes, rebounds, log-periodic power law, pattern recognition method, alarm index, prediction, error diagram, trading strategy

8.

Exuberant Innovation: The Human Genome Project

Swiss Finance Institute Research Paper No. 10-12
Number of pages: 25 Posted: 18 Mar 2010
Monika Gisler, Didier Sornette and Ryan Woodard
ETH Zurich, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich
Downloads 145 (198,458)
Citation 1

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Human Genome Project; social bubbles; innovation; positive feedbacks; financial bubbles;

9.

The Role of Diversification Risk in Financial Bubbles

ETH Risk Center – Working Paper No. ETH-RC-11-003
Number of pages: 24 Posted: 21 Dec 2012
Wanfeng Yan, Ryan Woodard and Didier Sornette
ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 123 (225,884)
Citation 1

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financial bubbles, rational expectations, positive feedback, factor model, diversification, Chinese market