Self-organization and market crashes

Journal of Economic Behavior and Organization

Volumn 49, Issue 2, 2002, Pages 241-267

  Focardi, Sergio ^a   Cincotti, Silvano ^b   Marchesi, Michele ^b  

^a The Intertek Group   (United States)

^b UNIVERSITY OF GENOA   (Italy)

Author keywords

Fat tails; Herding; Market crashes; Opinion aggregation; Percolation; Random graphs; Scaling laws

Indexed keywords

EID: 0036115914     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(02)00069-0     Document Type: Article

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