1.3k citations · 18.6k across the 289 of their papers we have counts for
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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…
Self-referential behaviour, overreaction and conventions in financial markets
Matthieu Wyart, Jean-Philippe Bouchaud
We study a generic model for self-referential behaviour in financial markets, where agents attempt to use some (possibly fictitious) causal correlations between a certain quantitat…
Statistical models for company growth
Matthieu Wyart, Jean-Philippe Bouchaud
We study Sutton's `microcanonical' model for the internal organisation of firms, that leads to non trivial scaling properties for the statistics of growth rates. We show that the g…
More statistical properties of order books and price impact
Marc Potters, Jean-Philippe Bouchaud
We investigate present some new statistical properties of order books. We analyse data from the Nasdaq and investigate (a) the statistics of incoming limit order prices, (b) the sh…
Bubbles, crashes and intermittency in agent based market models
Irene Giardina, Jean-Philippe Bouchaud
We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose,…
Reply to Johansen's comment
Laurent Laloux, Marc Potters, Jean-Pierre Aguilar +1
This is a reply to Johansen's comment on `Are Financial Crashes Predictable?', by L. Laloux, M. Potters, R. Cont, J.P. Aguilar, J.P. Bouchaud, Europhys. Lett. 45, p. 1 (1999).