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ArticleA microscopic model of the stock market

Moshe Yair Levy1994

Article1994

A microscopic model of the stock market

Moshe Yair Levy · Haim Levy · Sorin Solomon B

245 citations·0/0 files stored·Economics Letters

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Economic theories and models

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References

1991Chaos and order in the capital markets 1990Market Liquidity, Hedging, and Crashes 1989Market Liquidity, Hedging and Crashes

Cited by

2001A builder's guide to agent-based financial markets 2012Agent-based economic models and econometrics 2009Heterogeneity, Market Mechanisms, and Asset Price Dynamics 2001EXPECTATION BUBBLES IN A SPIN MODEL OF MARKETS: INTERMITTENCY FROM FRUSTRATION ACROSS SCALES 2007Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 2002Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling 2000Econophysics: financial time series from a statistical physics point of view 2016Financial power laws: Empirical evidence, models, and mechanisms

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Year1994

Typearticle

Published1994-05-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations245

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/0165-1765(94)90065-5

openalex_workW1578222802

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