Non-universal scaling and dynamical feedback in generalized models of financial markets

DOI10.1016/S0378-4371(01)00426-5zbMath1017.91028arXivcond-mat/0108399MaRDI QIDQ5951392

Da Fang Zheng, P. M. Hui, G. J. Rodgers, R. D'Hulst

Publication date: 6 January 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0108399

zbMATH Keywords

information transmissioncoagulation probabilitiessize-dependent fragmentation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

A model for the size distribution of customer groups and businesses ⋮ Self-segregation and enhanced cooperation in an evolving population through local information transmission

Cites Work

• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• EXACT SOLUTION OF A MODEL FOR CROWDING AND INFORMATION TRANSMISSION IN FINANCIAL MARKETS
• The Economics of Rumours
• Introduction to Econophysics
• Unnamed Item

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