Synchronization model for stock market asymmetry

DOI10.1088/1742-5468/2006/11/L11001zbMath1459.91112arXivphysics/0604137WikidataQ115187127 ScholiaQ115187127MaRDI QIDQ4968896

Kim Sneppen, Mogens H. Jensen, Ingve Simonsen, Raul Donangelo

Publication date: 9 July 2019

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0604137

zbMATH Keywords

stochastic processesmodels of financial markets

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Related Items (2)

Development of an agent-based speculation game for higher reproducibility of financial stylized facts ⋮ A q-spin Potts model of markets: gain-loss asymmetry in stock indices as an emergent phenomenon

Cites Work

• Fear and its implications for stock markets
• Inverse statistics in economics: the gain-loss asymmetry
• Introduction to Econophysics

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