Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
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Publication:1847462
DOI10.1016/S0378-4371(02)01216-5zbMath1001.91037arXivcond-mat/0207253OpenAlexW3101912107MaRDI QIDQ1847462
Yoshi Fujiwara, Taisei Kaizoji, Stefan Bornholdt
Publication date: 26 November 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0207253
Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Auctions, bargaining, bidding and selling, and other market models (91B26)
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