Sébastien Lleo, William T. Ziemba, “Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?”, Financial Market, 26:2 (2017), 61
Anastasiia Sokko, “Testing the Stochastic Disorder Model on Stock Markets”, SSRN Journal, 2017
M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52
George Milunovich, Shu-Ping Shi, “Bubble Detection and Sector Trading in Real Time”, SSRN Journal, 2016
Sebastien Lleo, William T. Ziemba, “The bond-stock earnings yield model for stock market crash prediction: the basic idea and early applications”, Quantitative Finance Letters, 4:1 (2016), 19
Mark Davis, Sébastien Lleo, “A simple procedure to incorporate predictive models in a continuous time asset allocation”, Quantitative Finance Letters, 4:1 (2016), 40
Sébastien Lleo, William T. Ziemba, “Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world”, International Journal of Forecasting, 31:2 (2015), 399
Sebastien Lleo, William T. Ziemba, “Can Warren Buffett Also Predict Equity Market Downturns?”, SSRN Journal, 2015
Sebastien Lleo, William T. Ziemba, “Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models?”, SSRN Journal, 2013
Sebastien Lleo, William T. Ziemba, “Stock Market Crashes in 2007-2009: Were We Able to Predict Them?”, SSRN Journal, 2011