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Volumn 33, Issue 1, 2000, Pages

Gauge geometry of financial markets

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EID: 0034645706     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/33/1/102     Document Type: Article
Times cited : (20)

References (20)
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  • 3
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    • Split information, stock returns and market efficiency: I
    • Charest G 1978 Split information, stock returns and market efficiency: I J. Financ. Econ. 6 265-96
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  • 4
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    • The effects of splits on bid-ask spreads
    • Conroy R M, Harris, R S and Benet B A 1990 The effects of splits on bid-ask spreads J. Finance 45 1285-95
    • (1990) J. Finance , vol.45 , pp. 1285-1295
    • Conroy, R.M.1    Harris, R.S.2    Benet, B.A.3
  • 5
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    • Liquidity changes following stock splits
    • Copeland T 1979 Liquidity changes following stock splits J. Finance 34 115-41
    • (1979) J. Finance , vol.34 , pp. 115-141
    • Copeland, T.1
  • 7
    • 84968282200 scopus 로고
    • Gravitation, gauge theories and differential geometry
    • Eguchi T, Gilkey P B and Hanson A J 1980 Gravitation, gauge theories and differential geometry Phys. Rep. 66 213-393
    • (1980) Phys. Rep. , vol.66 , pp. 213-393
    • Eguchi, T.1    Gilkey, P.B.2    Hanson, A.J.3
  • 9
  • 12
    • 0040186542 scopus 로고    scopus 로고
    • How to reconcile technical analysis and market efficiency
    • Ilinskaia A and Ilinski K 1998 How to Reconcile Technical Analysis and Market Efficiency IPHYS Group working paper webpage available at http://xxx.lanl.gov/abs/cond-mat/9902044
    • (1998) IPHYS Group Working Paper
    • Ilinskaia, A.1    Ilinski, K.2
  • 13
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    • Physics of finance
    • ed J Kertesz and I Kondor Dordrecht: Kluwer
    • Ilinski K 1997 Physics of finance ed J Kertesz and I Kondor Econophysics: An Emerging Science (Dordrecht: Kluwer) webpage http://xxx.lanl.gov/abs/hep-th/9710148
    • (1997) Econophysics: An Emerging Science
    • Ilinski, K.1
  • 16
    • 0039002610 scopus 로고    scopus 로고
    • Electrodynamical model of quasi-efficient financial market
    • Ilinski K and Stepanenko A 1998 Electrodynamical model of quasi-efficient financial market J. Complex Syst. 1 143-8 webpage available at http://xxx.lanl.gov/ahs/cond-mat/9806138
    • (1998) J. Complex Syst. , vol.1 , pp. 143-148
    • Ilinski, K.1    Stepanenko, A.2
  • 17
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    • Trading cost: The critical link between investment information and results
    • Loeb T F 1983 Trading cost: the critical link between investment information and results Financ. Anal. J. 39 41-2
    • (1983) Financ. Anal. J. , vol.39 , pp. 41-42
    • Loeb, T.F.1
  • 19
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    • Eine neue erweiterung der relativitatstheorie
    • Weyl H 1919 Eine neue erweiterung der relativitatstheorie Ann. Phys. 59 101-33
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    • Weyl, H.1
  • 20
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    • Foreign exchange market as a lattice gauge theory
    • Young K 1999 Foreign exchange market as a lattice gauge theory Am. J. Phys. 67 862-8
    • (1999) Am. J. Phys. , vol.67 , pp. 862-868
    • Young, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.