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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…
cond-mat2003
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…