-
1
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama E F 1970 Efficient capital markets: a review of theory and empirical work J. Finance 25 383
-
(1970)
J. Finance
, vol.25
, pp. 383
-
-
Fama, E.F.1
-
3
-
-
0000893807
-
Do Stock Prices move too much to be justified by subsequent changes in dividends
-
Shiller R J 1981 Do Stock Prices move too much to be justified by subsequent changes in dividends? Am. Econ. Rev. 71 421
-
(1981)
Am. Econ. Rev
, vol.71
, pp. 421
-
-
Shiller, R.J.1
-
4
-
-
0004179594
-
-
Princeton, NJ: Princeton University Press)
-
Shiller R J 2000 Irrational Exuberance (Princeton, NJ: Princeton University Press)
-
(2000)
Irrational Exuberance
-
-
Shiller, R.J.1
-
7
-
-
0006775331
-
-
Paris: Jacob) Orlean A 2001 A quoi servent les marches financiers? Qu’est-ce que la Culture? (Paris: Jacob
-
Orlean A 1999 Le Pouvoir de la Finance (Paris: Jacob) Orlean A 2001 A quoi servent les marches financiers? Qu’est-ce que la Culture? (Paris: Jacob)
-
(1999)
Le Pouvoir De La Finance
-
-
Orlean, A.1
-
8
-
-
2442587611
-
Are supply and demand driving stock prices?
-
Hopman C 2002 Are supply and demand driving stock prices? MIT Working Paper
-
(2002)
MIT Working Paper
-
-
Hopman, C.1
-
10
-
-
0033880410
-
Simple modeLof a limit order-driven market 2000
-
Maslov S 2000 Simple modeLof a limit order-driven market 2000 Physica A 278 571
-
(2000)
Physica A
, vol.278
, pp. 571
-
-
Maslov, S.1
-
13
-
-
0035510471
-
Mean-field approximation for a limit order driven market model Phys
-
056136
-
Slanina F 2001 Mean-field approximation for a limit order driven market model Phys. Rev. E 64 056136
-
(2001)
Rev. E
, vol.64
-
-
Slanina, F.1
-
14
-
-
85008847824
-
-
Demand storage, market liquidity, and price volatilty SFI Working Paper 02-01-001 This paper appeared in final, but truncated form as
-
Daniels M, Farmer J D, Iori G and Smith E 2002 Demand storage, market liquidity, and price volatilty SFI Working Paper 02-01-001 This paper appeared in final, but truncated form as
-
(2002)
-
-
Daniels, M.1
Farmer, J.D.2
Iori, G.3
Smith, E.4
-
15
-
-
0038303122
-
Quantitative model of price diffusion and market friction based on trading as a mechanistic random process Phys
-
108102
-
Daniels M G, Farmer J D, Iori G and Smith E 2003 Quantitative model of price diffusion and market friction based on trading as a mechanistic random process Phys. Rev. Lett. 90 108102
-
(2003)
Rev. Lett
, vol.90
-
-
Daniels, M.G.1
Farmer, J.D.2
Iori, G.3
Smith, E.4
-
16
-
-
85008814948
-
Statistical properties of stock order books: Empirical results and models Quant
-
Bouchaud J P, Mezard M and Potters M 2002 Statistical properties of stock order books: empirical results and models Quant. Finance 2 251
-
(2002)
Finance
, vol.2
, pp. 251
-
-
Bouchaud, J.P.1
Mezard, M.2
Potters, M.3
-
19
-
-
0346895487
-
Non-constant rates and over-diffusive prices in a simple model of limit order markets Quant
-
Challet D and Stinchcombe R 2003 Non-constant rates and over-diffusive prices in a simple model of limit order markets Quant. Finance 3 155
-
(2003)
Finance
, vol.3
, pp. 155
-
-
Challet, D.1
Stinchcombe, R.2
-
21
-
-
85008764555
-
-
The long memory of efficient markets Preprint cond-mat/0311053
-
F Lillo and J D Farmer 2003 The long memory of efficient markets Preprint cond-mat/0311053
-
(2003)
-
-
Lillo, F.1
Farmer, J.D.2
-
22
-
-
85008758869
-
-
The predictive power of zero intelligence models in financial markets Preprint cond-mat/0309233
-
Farmer J D, Patelli P and Zovko I 2003 The predictive power of zero intelligence models in financial markets Preprint cond-mat/0309233
-
(2003)
-
-
Farmer, J.D.1
Patelli, P.2
Zovko, I.3
-
23
-
-
0027572659
-
Long-range anticorrelations and non-Gaussian behavior of the heartbeat Phys
-
Peng C K, Mietus J, Hausdorff J, Havlin S, Stanley H E and Goldberger A L 1993 Long-range anticorrelations and non-Gaussian behavior of the heartbeat Phys. Rev. Lett. 70 1343-6
-
(1993)
Rev. Lett
, vol.70
, pp. 1343-1346
-
-
Peng, C.K.1
Mietus, J.2
Hausdorff, J.3
Havlin, S.4
Stanley, H.E.5
Goldberger, A.L.6
-
24
-
-
37649029852
-
Scale invariance in the nonstationarity of human heart rate
-
87 168105 The qualitative analogy with financial markets was recently discussed in
-
Bemaola-Galvan P, Ivanov P Ch, Amaral LAN and Stanley H E 2001 Scale invariance in the nonstationarity of human heart rate Phys. Rev. Lett. 87 168105 The qualitative analogy with financial markets was recently discussed in
-
(2001)
Phys. Rev. Lett
-
-
Bemaola-Galvan, P.1
Ivanov, P.C.2
Amaral, L.3
Stanley, H.E.4
-
25
-
-
0347526244
-
Taking the pulse of the economy Quant
-
Struzik Z 2003 Taking the pulse of the economy Quant. Finance 3 78
-
(2003)
Finance
, vol.3
, pp. 78
-
-
Struzik, Z.1
-
26
-
-
4344708566
-
On-off intermittency in a human balancing task Phys
-
158702
-
Cabrera J L and Milton J G 2002 On-off intermittency in a human balancing task Phys. Rev. Lett. 89 158702
-
(2002)
Rev. Lett
, vol.89
-
-
Cabrera, J.L.1
Milton, J.G.2
-
27
-
-
0001198488
-
The stable Paretian hypothesis and the frequency of large returns: An examination of major German stocks Appl
-
Lux T 1996 The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks Appl. Financial Economics 6 463
-
(1996)
Financial Economics
, vol.6
, pp. 463
-
-
Lux, T.1
-
28
-
-
0242290729
-
Scaling of the distribution of price fluctuations of individual companies Phys
-
Plerou V, Gopikrishnan P, Amaral L A, Meyer M and Stanley H E 1999 Scaling of the distribution of price fluctuations of individual companies Phys. Rev. E 60 6519
-
(1999)
Rev. E
, vol.60
, pp. 6519
-
-
Plerou, V.1
Gopikrishnan, P.2
Amaral, L.A.3
Meyer, M.4
Stanley, H.E.5
-
29
-
-
0000248001
-
Scaling of the distribution of fluctuations of financial market indices Phys
-
Gopikrishnan P, Plerou V, Amaral L A, Meyer M and Stanley H E 1999 Scaling of the distribution of fluctuations of financial market indices Phys. Rev. E 60 5305
-
(1999)
Rev. E
, vol.60
, pp. 5305
-
-
Gopikrishnan, P.1
Plerou, V.2
Amaral, L.A.3
Meyer, M.4
Stanley, H.E.5
-
30
-
-
0034272241
-
Diffusion and economic fluctuations Phys
-
Plerou V, Gopikrishnan P, Amaral LAN, Gabaix X and Stanley H E 2000 Diffusion and economic fluctuations Phys. Rev. E 62 3023
-
(2000)
Rev. E
, vol.62
, pp. 3023
-
-
Plerou, V.1
Gopikrishnan, P.2
Amaral, L.3
Gabaix, X.4
Stanley, H.E.5
|