Stock market crashes as social phase transitions
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Cites work
- scientific article; zbMATH DE number 3699894 (Why is no real title available?)
- scientific article; zbMATH DE number 5050923 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A microscopic model of the stock market: cycles, booms, and crashes
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- Information, trade and common knowledge
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Cited in
(10)- An investigation of crash avoidance in a complex system
- Stock market crashes and dynamics of aftershocks
- Financial crises and interacting heterogeneous agents
- The exact solution of spatial logit response games
- Econonatology: the physics of the economy in labour
- Rational panics and stock market crashes.
- Is volatility the best predictor of market crashes?
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
- Large Bets and Stock Market Crashes
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility
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