Criticality and market efficiency in a simple realistic model of the stock market

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 68, Issue 3 2, 2003, Pages 361321-361324

  Challet, Damien ^a   Marsili, Matteo ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b SISSA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; FINANCE; GAME THEORY; MARKETING; SIGNAL TO NOISE RATIO; THERMODYNAMICS;

FINITE SIZE SYSTEMS; TRANSITION LINES;

PHASE TRANSITIONS;

EID: 0242663578     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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