29 citations · 43 across the 4 of their papers we have counts for
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physics.data-an2006★ 11 cited
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…
physics.soc-ph2006★ 29 cited
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…