Stock market crashes and dynamics of aftershocks
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Publication:1928656
DOI10.1016/J.ECONLET.2005.05.032zbMATH Open1254.91669OpenAlexW2050779031MaRDI QIDQ1928656FDOQ1928656
Authors: Panayotis Kapopoulos, Fotios Siokis 
Publication date: 3 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.05.032
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Cites Work
- Title not available (Why is that?)
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- A microscopic model of the stock market: cycles, booms, and crashes
- Rational panics and stock market crashes.
- CRASHES AS CRITICAL POINTS
- Market Crashes and Informational Avalanches
- Price crashes, information aggregation, and market-making
Cited In (7)
- Title not available (Why is that?)
- Endogenous versus exogenous shocks in systems with memory
- The seismography of crashes in financial markets
- An index of market shocks based on multiscale analysis
- Abnormal statistical properties of stock indexes during a financial crash
- MEASURING SHOCK IN FINANCIAL MARKETS
- The geometry of crashes. A measure of the dynamics of stock market crises
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