Modeling stock market dynamics based on conservation principles

Physica A: Statistical Mechanics and its Applications

Volumn 301, Issue 1-4, 2001, Pages 493-511

  Alvarez Ramirez, J ^a   Ibarra Valdez, C ^a  

^a DEPARTAMENTO DE QUÍMICA   (Mexico)

Author keywords

Econophysics; Oscillations; Price dynamics; Stock market; Trading

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; FINANCE; SYSTEM THEORY;

STOCK MARKET DYNAMICS;

INDUSTRIAL ECONOMICS;

EID: 0035575822     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00410-1     Document Type: Article

References (26)

1. Theorie de la Especulation
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4. Proof that properly anticipated prices fluctuate randomly
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7. Dynamics of the number of trades of financial securities
8. Methodological issues in asset pricing: Random walk or chaotic dynamics
9. Fractal structure in the capital markets
10. Can a central bank achieve price stability?
11. Positive feedback investment strategies and destabilizing rational speculation
12. Differential interpretation of public signals and trade in speculative markets
13. Ants, rationality and recruitment
14. Does the stock market overreact?
15. Noise
16. Bulls, bears and market sheep