Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
type: Item
instance of: scholarly article
title: Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
zbMATH Open document ID: 0971.91502
DOI: 10.1016/S0378-4371(00)00496-9
published in: Physica A
publication date: 2000-12-05T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 1540982
zbMATH Keywords: price fluctuation distribution
zbMATH Keywords: elastic energy
zbMATH Keywords: volatility auto-correlation function
author: F. Castiglione
author: Ras B. Pandey
author: Dietrich Stauffer
MaRDI profile type: Publication
cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
cites work: CRASHES AS CRITICAL POINTS
Wikidata QID: Q127029395
full work available at URL: s0378-4371(00)00496-9
OpenAlex ID: W1995041446
description: scientific article; zbMATH DE number 1540982