4 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2005★ 3 cited
Properties of a renewal process approximation for a spin market model
Muffasir Badshah, Robert Boyer, Ted Theodosopoulos
In this short note we investigate the natur of the phase transitions in a spin market model as a function of the interaction strength between local and global effects. We find that…
math.PR2005★ 4 cited
Statistical properties of the phase transitions in a spin model for market microstructure
Muffasir Badshah, Robert Boyer, Ted Theodosopoulos
Increased day-trading activity and the subsequent jump in intraday volatility and trading volume fluctuations has raised considerable interest in models for financial market micros…