Pages that link to "Item:Q4519546"
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The following pages link to HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (Q4519546):
Displaying 50 items.
- Strategic interaction in trend-driven dynamics (Q372930) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Why does the power law for stock price hold? (Q508273) (← links)
- Limited resources and evolutionary learning may help to understand the mistimed reproduction in birds caused by climate change (Q615490) (← links)
- Herd behavior and financial crashes: an interacting particle system approach (Q670597) (← links)
- Evidence for mixed rationalities in preference formation (Q680821) (← links)
- Monte Carlo simulations of a trader-based market model (Q699140) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Financial liquidity: an emergent phenomena (Q828015) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
- Switching phenomena in a system with no switches (Q963294) (← links)
- The role of communication and imitation in limit order markets (Q977765) (← links)
- The role of a matchmaker in buyer-vendor interactions (Q977781) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- Social distance, heterogeneity and social interactions (Q990295) (← links)
- Large portfolio losses: A dynamic contagion model (Q1009490) (← links)
- Fat tails and volatility clustering in experimental asset markets (Q1017068) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Generalized persistence probability in a dynamic economic index (Q1394706) (← links)
- Evolution and anti-evolution in a minimal stock market model (Q1397358) (← links)
- The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models (Q1412914) (← links)
- Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues (Q1583466) (← links)
- Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation (Q1588864) (← links)
- Oscillatory finite-time singularities in finance, population and rupture (Q1596578) (← links)
- A herding model with preferential attachment and fragmentation (Q1598561) (← links)
- A model for the size distribution of customer groups and businesses (Q1600263) (← links)
- An Ising spin state explanation for financial asset allocation (Q1619094) (← links)
- Are transaction taxes a cause of financial instability? (Q1619292) (← links)
- Information cascade on networks (Q1619353) (← links)
- Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
- Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
- The roles of mean residence time on herd behavior in a financial market (Q1619886) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- An agent-based model of stock markets incorporating momentum investors (Q1672973) (← links)
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
- Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents (Q1847462) (← links)
- Technical trading can induce long-run memory in financial markets (Q1847468) (← links)
- Stochastic resonance as a model for financial market crashes and bubbles (Q1852545) (← links)
- Self-segregation and enhanced cooperation in an evolving population through local information transmission (Q1865444) (← links)
- Critical market crashes (Q1867905) (← links)
- How effective is advertising in duopoly markets? (Q1874005) (← links)
- Stock market crashes and dynamics of aftershocks (Q1928656) (← links)
- Microfoundations for diffusion price processes (Q1932534) (← links)
- Crises and collective socio-economic phenomena: simple models and challenges (Q1953112) (← links)
- Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
