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cond-mat.stat-mech2003★ 66 cited
Fluctuations and response in financial markets: the subtle nature of `random' price changes
Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters +1
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencie…
cond-mat2003★ 5 cited
Comment on: "Two-phase behaviour of financial markets"
M. Potters, J-P Bouchaud
In a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the dist…