Market panic on different time-scales
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References listed on IDEAS
- Taisei Kaizoji, 2006. "Power laws and market crashes," Papers physics/0603138, arXiv.org.
- Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng, 2001.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Reigneron, Pierre-Alain & Allez, Romain & Bouchaud, Jean-Philippe, 2011. "Principal regression analysis and the index leverage effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(17), pages 3026-3035.
- Matthias Raddant & Friedrich Wagner, 2016. "Phase transition in the S&P stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(2), pages 229-246, October.
- Esteban Guevara Hidalgo, 2015. "Bin Size Independence in Intra-day Seasonalities for Relative Prices," Papers 1501.05176, arXiv.org, revised Dec 2016.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-06 (All new papers)
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