Scaling and criticality in a stochastic multi-agent model of a financial marketThomas Lux, Michele Marchesi1999-02-01articleNature1,527 citationsclosedNo readable copy stored yet — this record is metadata only.Complex Systems and Time Series AnalysisFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,527 citations exist upstream.References1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work1997The variation of certain speculative prices1995Scaling behaviour in the dynamics of an economic index1997A Rational Route to RandomnessCited by2008A Simple Approximate Long-Memory Model of Realized Volatility2000Herd Behavior in Financial Markets1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series2013Quantifying Trading Behavior in Financial Markets Using Google Trends1999Scaling of the distribution of fluctuations of financial market indices2005Heterogeneous Agent Models in Economics and Finance1999Statistical properties of the volatility of price fluctuations2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS