Stock market crashes as social phase transitions

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Publication:844572


DOI10.1016/j.jedc.2007.01.023zbMath1181.91265MaRDI QIDQ844572

Moshe Levy

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.023


91B80: Applications of statistical and quantum mechanics to economics (econophysics)

82C26: Dynamic and nonequilibrium phase transitions (general) in statistical mechanics

91G99: Actuarial science and mathematical finance


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