168 citations · 252 across the 7 of their papers we have counts for
3 papers · 1 filter
Fear and its implications for stock markets
Ingve Simonsen, Peter Toke Heden Ahlgren, Mogens H. Jensen +2
The value of stocks, indices and other assets, are examples of stochastic processes with unpredictable dynamics. In this paper, we discuss asymmetries in short term price movements…
Analytical Approach to Continuous and Intermittent Bottleneck Flows
Dirk Helbing, Anders Johansson, Joachim Mathiesen +2
We propose a many-particle-inspired theory for granular outflows from a hopper and for the escape dynamics through a bottleneck based on a continuity equation in polar coordinates.…
Synchronization Model for Stock Market Asymmetry
Raul Donangelo, Mogens H. Jensen, Ingve Simonsen +1
The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for t…