Insights into the macroscopic behavior of equity markets: theory and application

DOI10.1016/J.PHYSA.2018.03.074OpenAlexW2796258470WikidataQ130044406 ScholiaQ130044406MaRDI QIDQ2149667FDOQ2149667

Romesh Saigal, Abdullah AlShelahi

Publication date: 29 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.03.074

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zbMATH Keywords

stochastic partial differential equationsfinancial marketsmacroscopic modelflash crash

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• A Test for Normality of Observations and Regression Residuals
• Finite Volume Methods for Hyperbolic Problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a kinetic model for a simple market economy
• Title not available (Why is that?)
• From Brownian motion to operational risk: statistical physics and financial markets
• Mesoscopic modelling of financial markets
• A mesoscopic stock market model with hysteretic agents
• Econophysics and physical economics

Cited In (2)

• A COMMENT ON TWO-PHASE BEHAVIOR OF FINANCIAL MARKETS
• Exploring the dynamics of financial markets: from stock prices to strategy returns

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