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A microscopic model of the stock market
3 references·16 citing·43 second hop
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this work references cited by second hop

References

  • 1991Chaos and order in the capital markets566 cited
  • 1990Market Liquidity, Hedging, and Crashes550 cited
  • 1989Market Liquidity, Hedging and Crashes159 cited

Cited by

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  • 2007Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach181 cited
  • 2002Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling173 cited
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  • 2016Financial power laws: Empirical evidence, models, and mechanisms164 cited
  • 1999Econophysics: Can physicists contribute to the science of economics?151 cited
  • 2000Scaling and correlation in financial time series143 cited
  • 2018Econophysics and sociophysics: Their milestones & challenges140 cited
  • 1998A hierarchical model of financial crashes

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128 cited
  • 2006Asset price and wealth dynamics in a financial market with heterogeneous agents122 cited
  • 1997Scaling behavior in economics: The problem of quantifying company growth119 cited
  • 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins114 cited
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