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Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity
15 references·9 citing·36 second hop
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity (2000)Speculative bubbles and crashes in stock …Manias, panics and crashes: a history of financial crises (2012)Manias, panics and crashes: a…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Large financial crashes (1997)Large financial crashesStock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (1996)DISCRETE SCALE INVARIANCE IN …Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…A short history of financial euphoria (1993)A short history of financial …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIManias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …The General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Extraordinary popular delusions and the madness of crowds. (1932)Extraordinary popular delusio…Co-Citation Analysis and Burst Detection on Financial Bubbles with Scientometrics Approach (2019)Co-Citation Analysis and Burs…Econophysics and sociophysics: Their milestones & challenges (2018)Econophysics and sociophysics…Counterparty Contagion in Context: Contributions to Systemic Risk (2013)Counterparty Contagion in Con…Bubbles and Crashes (2010)Bubbles and CrashesEmergence of long memory in stock volatility from a modified Mike-Farmer model (2009)Emergence of long memory in s…Market bubbles and crashes (2008)Market bubbles and crashesInformation flow between stock indices (2008)Information flow between stoc…Information flow between composite stock index and individual stocks (2008)Information flow between comp…Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents (2002)Dynamics of price and trading…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Mean Reversion in Stock Prices: Evidence and Implications (1987)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Heterogeneous Agent Models in Economics and Finance (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)An Anatomy of Trading Strategies (1998)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)Does the Stock Market Overreact? (1985)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Macroeconomics and finance: The role of the stock market (1984)Descriptive Social Norms as Underappreciated Sources of Social Control (2007)Ghosts of War in Vietnam (2008)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Introduction: epistemic communities and international policy coordination (1992)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1937The General Theory of Employment5,168 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 1932Extraordinary popular delusions and the madness of crowds.763 cited
  • 2012Manias, panics and crashes: a history of financial crises440 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 1993A short history of financial euphoria381 cited
  • 1997Large financial crashes277 cited
  • 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES198 cited

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  • 2008Information flow between stock indices

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163 cited
  • 2018Econophysics and sociophysics: Their milestones & challenges140 cited
  • 2002Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents133 cited
  • 2008Information flow between composite stock index and individual stocks93 cited
  • 2009Emergence of long memory in stock volatility from a modified Mike-Farmer model90 cited
  • 2008Market bubbles and crashes41 cited
  • 2019Co-Citation Analysis and Burst Detection on Financial Bubbles with Scientometrics Approach39 cited
  • 2013Counterparty Contagion in Context: Contributions to Systemic Risk35 cited
  • 2010Bubbles and Crashes34 cited