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cond-mat.stat-mechOct 17, 2001
22
citations (OpenAlex)
authors
  • E. Samanidou
  • E. Zschischang
  • D. Stauffer
  • T. Lux
institutions
  • Christian-Albrechts-Universität zu Kiel
arXiv abstractPDF
paper

Microscopic Models of Financial Markets

arXiv:cond-mat/0110354

Abstract

Submitted to F. Schweitzer (ed.), Microscopic Models for Economic Dynamics, Lecture notes in physics, Springer, Berlin-Heidelberg 2002.kiel.tex

Abstract only of a long 2 Megabyte review

References in corpus (12)

  • Quantifying Stock Price Response to Demand Fluctuations
  • Power Laws of Wealth, Market Order Volumes and Market Returns
  • Simulation of percolation on massively-parallel computers
  • Cont-Bouchaud percolation model including Tobin tax
  • Finite market size as a source of extreme wealth inequality and market instability
  • Social Percolation and the Influence of Mass Media
  • Stochastic Multiplicative Processes for Financial Markets
  • Long-Time Fluctuations in a Dynamical Model of Stock Market Indices
  • Time-reversal asymmetry in Cont-Bouchaud stock market model
  • Market application of the percolation model: Relative price distribution
  • The domino effect for markets
  • The Dynamics of the Linear Random Farmer Model

Cited by in corpus (4)

  • Hollywood blockbusters and long-tailed distributions: An empirical study of the popularity of movies
  • Amplified imitation in percolation model of stock market
  • Evolution and anti-evolution in a minimal stock market model
  • Analysis of short term price trends in daily stock-market index data
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