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Panel Statement: The endogenous dynamics of markets: price impact and feedback loops

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  • Jean-Philippe Bouchaud

    (Capital Fund Management and École Polytechnique)

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  • Marek Jarocinski & Frank Smets & Christian Thimann (ed.), 2011. "Approaches to monetary policy revisited - lessons from the crisis, 6th ECB Central Banking Conference, 18-19 November 2010," Books, European Central Bank, number cbc6, October.
    This item is provided by European Central Bank in its series Chapters with number cbc6-13.

    Handle: RePEc:ecb:chaptr:cbc6-13

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    40. Wyart, Matthieu & Bouchaud, Jean-Philippe, 2007. "Self-referential behaviour, overreaction and conventions in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 1-24, May.
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