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Self-referential behaviour, overreaction and conventions in financial markets

Listed author(s):
  • Wyart, Matthieu
  • Bouchaud, Jean-Philippe
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    File URL: http://www.sciencedirect.com/science/article/pii/S0167-2681(06)00057-6
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    Article provided by Elsevier in its journal Journal of Economic Behavior & Organization.

    Volume (Year): 63 (2007)
    Issue (Month): 1 (May)
    Pages: 1-24

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    Handle: RePEc:eee:jeborg:v:63:y:2007:i:1:p:1-24
    Contact details of provider: Web page: http://www.elsevier.com/locate/jebo

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    21. Yanhui Liu & Pierre Cizeau & Martin Meyer & Chung-Kang Peng & H. Eugene Stanley, 1997. "Correlations in Economic Time Series," Papers cond-mat/9706021, arXiv.org.
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    31. D. Challet & A. Chessa & M. Marsili & Y-C. Zhang, 2001. "From Minority Games to real markets," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 168-176.
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