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Market force, ecology and evolution
1 references·16 citing·51 second hopsampled
Market force, ecology and evolution (2002)Market force, ecology and evolutionWhat Moves Stock Prices? (1988)What Moves Stock Prices?Social physics (2022)Social physicsStability analysis of financial contagion due to overlapping portfolios (2014)Stability analysis of financi…Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Physics and financial economi…Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Behavioral Rationality and He…Physical approach to complex systems (2012)Physical approach to complex …What happened to the quants in August 2007? Evidence from factors and transactions data (2010)What happened to the quants i…THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)THE EVOLUTION OF STOCK MARKET…How Markets Slowly Digest Changes in Supply and Demand (2009)How Markets Slowly Digest Cha…Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 23 Heterogeneous Agen…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…Statistical theory of the continuous double auction (2003)Statistical theory of the con…More statistical properties of order books and price impact (2003)More statistical properties o…Critical market crashes (2003)Critical market crashesThe price dynamics of common trading strategies (2002)The price dynamics of common …Financial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…Transmission of Information and Herd Behavior: An Application to Financial Markets (2000)Transmission of Information a…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Chapter 24 Agent-based Computational Finance (2006)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Negative bubbles and shocks in cryptocurrency markets (2016)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)Multifractal analysis of financial markets: a review (2019)Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications (2023)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A complex systems approach to constructing better models for managing financial markets and the economy (2012)Tipping Points in Macroeconomic Agent-Based Models (2013)More Is Different … and Complex!: The Case for Agent-Based Macroeconomics (2019)The Behavior of Stock-Market Prices (1965)The Matthew Effect in Science (1968)The Pricing of Options and Corporate Liabilities (1973)Detrended cross-correlation analysis consistently extended to multifractality (2014)Multiscale characteristics of the emerging global cryptocurrency market (2020)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Systemic risk in banking ecosystems (2011)Overlapping portfolios, contagion, and financial stability (2014)Pathways towards instability in financial networks (2017)Climate Risk and Financial Stability in the Network of Banks and Investment Funds (2019)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)Fractional Brownian Motions, Fractional Noises and Applications (1968)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Power Laws in Economics and Finance (2008)No-dynamic-arbitrage and market impact (2010)Power Laws in Economics: An Introduction (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Prospect Theory: An Analysis of Decision under Risk (1979)The Evolution of Cooperation (1981)Unveiling the impact and dual innovation of funded research (2023)Corpus linguistics and the social sciences (2024)Social networking agency and prosociality are inextricably linked in economic games (2025)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988What Moves Stock Prices?1,255 cited

Cited by

  • 2022Social physics649 cited
  • 2006Chapter 23 Heterogeneous Agent Models in Economics and Finance542 cited
  • 2012Physical approach to complex systems517 cited
  • 2002The price dynamics of common trading strategies475 cited
  • 2009How Markets Slowly Digest Changes in Supply and Demand442 cited
  • 2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE408 cited
  • 2013Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems393 cited
  • 2014Stability analysis of financial contagion due to overlapping portfolios384 cited
  • 2004Technical Analysis in Financial Markets372 cited
  • 2003Statistical theory of the continuous double auction349 cited
  • 2003Critical market crashes337 cited
  • 2010What happened to the quants in August 2007? Evidence from factors and transactions data332 cited
  • 2001Financial markets as nonlinear adaptive evolutionary systems324 cited
  • 2003More statistical properties of order books and price impact289 cited

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2000
Transmission of Information and Herd Behavior: An Application to Financial Markets
283 cited
  • 2014Physics and financial economics (1776–2014): puzzles, Ising and agent-based models282 cited