Specialization and herding behavior of trading firms in a financial market

New Journal of Physics

Volumn 10, Issue , 2008, Pages

  Lillo, Fabrizio ^a,b,c   Moro, Esteban ^d   Vaglica, Gabriella ^a,c   Mantegna, Rosario N ^a,c  

^a UNIVERSITY OF PALERMO   (Italy)

^b SANTA FE INSTITUTE   (United States)

^c INFM   (Italy)

^d UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; FINANCIAL DATA PROCESSING; KETONES; MARKETING;

(PL) PROPERTIES; AGENT BASED MODELS (ABM); FINANCIAL MARKETS; GRANGER CAUSALITY; LONG TERM; NEGATIVE CORRELATIONS; SECOND GROUP; SPANISH; SPECIALIZATION (ORDER); STOCK EXCHANGES; UNCORRELATED;

ADMINISTRATIVE DATA PROCESSING;

EID: 46449120340     PISSN: 13672630     EISSN: None     Source Type: Journal    
DOI: 10.1088/1367-2630/10/4/043019     Document Type: Article

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