105 citations · 477 across the 60 of their papers we have counts for
9 papers · 1 filter
A bridge between liquids and socio-economic systems: the key role of interaction strengths
Bertrand M. Roehner
One distinctive and pervasive aspect of social systems is the fact that they comprise several kinds of agents. Thus, in order to draw parallels with physical systems one is lead to…
Response Functions to Critical Shocks in Social Sciences: An Empirical and Numerical Study
M. Roehner, D. Sornette, J. V. Andersen
We show that, provided one focuses on properly selected episodes, one can apply to the social sciences the same observational strategy that has proved successful in natural science…
To sell or not to sell? Behavior of shareholders during price collapses
Bertrand M. Roehner
It is a common belief that the behavior of shareholders depends upon the direction of price fluctuations: if prices increase they buy, if prices decrease they sell. That belief, ho…
Comparing the correlation length of grain markets in China and France
Bertrand M. Roehner, Carol H. Shiue
In economics comparative analysis plays the same role as experimental research in physics. In this paper we closely examine several methodological problems related to comparative a…
"Thermometers" of Speculative Frenzy
B. M. Roehner, D. Sornette
Establishing unambiguously the existence of speculative bubbles is an on-going controversy complicated by the need of defining a model of fundamental prices. Here, we present a nov…
Speculative trading: the price multiplier effect
B. M. Roehner
During a speculative episode the price of an item jumps from an initial level p_1 to a peak level p_2 before more or less returning to level p_1. The ratio p_2/p_1 is referred to a…