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Patterns of Speculation

Citations

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Cited by:

  1. Peter Richmond & Bertrand M. Roehner, 2016. "Property bubble in Hong Kong: A predicted decade-long slump (2016-2025)," Papers 1608.03985, arXiv.org.
  2. Slanina, Frantisek, 2013. "Essentials of Econophysics Modelling," OUP Catalogue, Oxford University Press, number 9780199299683.
  3. Ataullah, Ali & Tippett, Mark, 2007. "Equity prices as a simple harmonic oscillator with noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(2), pages 557-564.
  4. Stanley, H.E. & Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki, 2007. "Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 286-301.
  5. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: II. Agent-based models," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1013-1041.
  6. Peter Richmond & Bertrand M. Roehner, 2017. "Property bubble in Hong Kong: A predicted decade-long slump (2016–2025)," Evolutionary and Institutional Economics Review, Springer, vol. 14(1), pages 79-99, June.
  7. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics review: I. Empirical facts," Post-Print hal-00621058, HAL.
  8. Florin Turcaș & Florin Cornel Dumiter & Marius Boiță, 2022. "Econophysics Techniques and Their Applications on the Stock Market," Mathematics, MDPI, vol. 10(6), pages 1-25, March.
  9. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: I. Empirical facts," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 991-1012.
  10. Maslov, Sergei & Roehner, Bertrand M, 2004. "The conundrum of stock versus bond prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 164-182.
  11. Herrmann-Pillath, Carsten, 2008. "The naturalistic turn in economics: implications for the theory of finance," Frankfurt School - Working Paper Series 105, Frankfurt School of Finance and Management.
  12. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
  13. Geoffrey Poitras & John Heaney, 2015. "Classical Ergodicity and Modern Portfolio Theory," Post-Print hal-03680380, HAL.
  14. Stanley, H. Eugene & Plerou, Vasiliki & Gabaix, Xavier, 2008. "A statistical physics view of financial fluctuations: Evidence for scaling and universality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3967-3981.
  15. Marcelo M. de Oliveira & Alexandre C. L. Almeida, 2014. "Testing for rational speculative bubbles in the Brazilian residential real-estate market," Papers 1401.7615, arXiv.org.
  16. Bertrand M. Roehner, 2004. "Stock markets are not what we think they are: the key roles of cross-ownership and corporate treasury stock," Papers cond-mat/0406704, arXiv.org.
  17. Kozłowska, M. & Denys, M. & Wiliński, M. & Link, G. & Gubiec, T. & Werner, T.R. & Kutner, R. & Struzik, Z.R., 2016. "Dynamic bifurcations on financial markets," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 126-142.
  18. Roehner, Bertrand M., 2005. "Stock markets are not what we think they are: the key roles of cross-ownership and corporate treasury stock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 347(C), pages 613-625.
  19. R. Kitt & J. Kalda, 2006. "Leptokurtic portfolio theory," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(1), pages 141-145, March.
  20. N. J. Moura & M. B. Ribeiro, 2009. "Evidence for the Gompertz curve in the income distribution of Brazil 1978–2005," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(1), pages 101-120, January.
  21. B. M. Roehner & D. Sornette & J. V. Andersen, 2004. "Response Functions To Critical Shocks In Social Sciences: An Empirical And Numerical Study," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 809-834.
  22. Schinckus, Christophe, 2018. "Ising model, econophysics and analogies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 95-103.
  23. Olkhov, Victor, 2016. "On Economic Space notion," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 372-381.
  24. H. F. Coronel-Brizio & A. R. Hernandez-Montoya, 2003. "Asymptotic behavior of the Daily Increment Distribution of the IPC, the Mexican Stock Market Index," Papers cond-mat/0312413, arXiv.org, revised Oct 2004.
  25. T. Kaizoji, 2006. "A precursor of market crashes: Empirical laws of Japan's internet bubble," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(1), pages 123-127, March.
  26. Poitras, Geoffrey, 2018. "The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 89-98.
  27. Bertrand M. Roehner, 2010. "Fifteen years of econophysics: worries, hopes and prospects," Papers 1004.3229, arXiv.org.
  28. Marzena Kozłowska & Andrzej Kasprzak & Ryszard Kutner, 2008. "Fractional Market Model And Its Verification On The Warsaw Stock Exchange," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 453-469.
  29. Christophe Schinckus, 2011. "What can econophysics contribute to financial economics?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 58(2), pages 147-163, June.
  30. Bouri, Elie & Lucey, Brian & Saeed, Tareq & Vo, Xuan Vinh, 2021. "The realized volatility of commodity futures: Interconnectedness and determinants#," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 139-151.
  31. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
  32. Herrmann-Pillath, Carsten, 2008. "Neuroeconomics, naturalism and language," Frankfurt School - Working Paper Series 108, Frankfurt School of Finance and Management.
  33. Maciej Jagielski & Ryszard Kutner, 2013. "Modelling the income distribution in the European Union: An application for the initial analysis of the recent worldwide financial crisis," Papers 1312.2362, arXiv.org.
  34. Yan, C. & Zhang, J.W. & Zhang, Y. & Tang, Y.N., 2005. "Power–law properties of Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 425-432.
  35. Haven, Emmanuel & Sozzo, Sandro, 2016. "A generalized probability framework to model economic agents' decisions under uncertainty," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 297-303.
  36. Vicente, Renato & de Toledo, Charles M. & Leite, Vitor B.P. & Caticha, Nestor, 2006. "Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 361(1), pages 272-288.
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