A reaction-diffusion model for market fluctuations -- a relation between price change and traded volumes

DOI10.1016/J.PHYSLETA.2017.12.024zbMath1386.91108OpenAlexW2778561041MaRDI QIDQ1709155

Steven Yuvan, Martin Bier

Publication date: 27 March 2018

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2017.12.024

zbMATH Keywords

bond marketreaction-diffusion modelmarket fluctuationseconophysicstraded volumeszero-intelligence model

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Institutional Investors and Stock Market Volatility
• Introduction to Econophysics

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