Herd behavior and aggregate fluctuations in financial markets

Macroeconomic Dynamics

Volumn 4, Issue 2, 2000, Pages 170-196

  Cont, Rama ^a   Bouchaud, Jean Philipe ^b  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b NONE

Author keywords

Financial markets; Heavy tails; Herd behavior; Intermittency; Market organization; Percolation; Random graphs

Indexed keywords

EID: 0034388776     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100500015029     Document Type: Article

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