Stock market crashes, precursors and replicas

Journal de Physique I

Volumn 6, Issue 1, 1996, Pages 167-175

  Sornette, Didier ^a,c   Johansen, Anders ^a,c   Bouchaud, Jean Philippe ^b,c  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

^b SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ   (France)

^c Science and Finance   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748848380     PISSN: 11554304     EISSN: None     Source Type: Journal    
DOI: 10.1051/jp1:1996135     Document Type: Article

References (21)

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2. Autralia, Austria, Belgium, Canada, Denmark, France, Germany, Hong Kong, Ireland, Italy, Japan, Malaysia, Mexico, Netherland, New Zealand, Norway, Singapore, South Africa, Spain, Sweden, Swizerland, United Kingdom, United States.
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19. Among the features that have been suggested to be relevant are the computerized trading, the auction system itself, the presence or absence of limits on price movements, regulated margin requirements, off-market and off-hours trading (continuous auction and automated quotations), the presence or absence of floor brokers who conduct trades but are not permitted to invest on their own account, the extend of trading in the cash market versus the forward market, futures and options trading, the identity of traders (i.e. institutions such as banks or specialized trading firms), the significance of transaction taxes.
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