MARKET DEPTH AND PRICE DYNAMICS: A NOTE

DOI10.1142/S0129183104006455zbMath1089.91011arXivcond-mat/0403723MaRDI QIDQ4832378

Frank H. Westerhoff

Publication date: 4 January 2005

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0403723

zbMATH Keywords

nonlinearitiesprice dynamicstechnical and fundamental analysisEconophysicsmarket depth

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Tobin tax and market depth

Cites Work

• MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
• PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES

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