Effects of regulation on a self-organized market

Quantitative Finance

Volumn 1, Issue 3, 2001, Pages 318-331

  Cuniberti, Gianaurelio ^a   Valleriani, Angelo ^b   Luis Vega, Jośe ^c  

^a MAX PLANCK INSTITUT FÜR PHYSIK KOMPLEXER SYSTEME   (Germany)

^b MAX PLANCK INSTITUTE OF COLLOIDS AND INTERFACES   (Germany)

^c BBVA University Institute for Economic and Social Analysis University of Alcalá   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85024046321     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/3/303     Document Type: Article

References (23)

1. Carlson J M and Langer J S 1989 Properties of earthquakes generated by fault dynamics Phys. Rev. Lett. 62 2632-5
2. Maritan A, Colaiori F, Flammini A, Cieplak M and Banavar J R 1996 Universality classes of optimal channel networks Science 272 984-6
3. Bak P and Sneppen K 1993 Punctuated equilibrium and criticality in a simple model of evolution Phys. Rev. Lett. 71 4083-6
4. Bak P, Tang C and Wiesenfeld K 1987 Self-organized criticality: an explanation of 1 /f noise Phys. Rev. Lett. 59 381-4
5. Bak P, Tang C and Wiesenfeld K 1988 Self-organized criticality Phys. Rev. A 38 364-74
6. Lucas R 1987 Models of Business Cycles (Oxford: Blackwell)
7. Raup M D 1986 Biological extinction in Earth history Science 231 1528-33
8. Eldredge N and Gould S J 1972 Punctuated equilibria: an alternative to phyletic gradualism Models in Paleobiology(San Francisco, CA: Freeman)
9. Eldredge N and Gould S J 1988 Punctuated equilibrium prevails Nature 332 211-12
10. Lux T and Marchesi M 1999 Scaling and criticality in a stochastic multi-agent model of a financial market Nature397 498-500
11. Mantegna R N and Stanley H E 1995 Scaling behavior of an economic index Nature 376 46-9
12. Bak P, Chen K, Scheinkman J A and Woodford M 1993
13. Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics Ricerche Economiche 47 3-30
14. Stanley M H R, Amaral LAN, Buldyrev S V, Havlin S, Leschhorn H, Maass P, Salinger M A and Stanley H E 1996 Scaling behaviour in the growth of companies Nature 379 804-6
15. Mandelbrot B B 1997 Fractal and Scaling in Finance (New York: Springer)
16. Bouchaud J-P and Potters M 2000 Theory ofFinancial Risk: From Statisical Physics to Risk Management (Cambridge: Cambridge University Press)
17. Mantegna R N and Stanley H E 2001 An Introduction to Econophysics (Cambridge: Cambridge University Press)
18. Bryant R C 1988 Empirical Macroeconomics for Interdependent Economies (Washington, DC: The Brookings institution)
19. Maslov S, Paczuski M and Bak P 1994 Avalanches and 1/f noise in evolution and growth models Phys. Rev. Lett. 73 2162-5
20. Paczuski M, Maslov S and Bak P 1996 Avalanche dynamics in evolution, growth and depinning models Phys. Rev. E53 414-43
21. De Los Rios P, Valleriani A and Vega J L 1997 Self-organized criticality driven by deterministic rules Phys. Rev. E56 4876-9
22. De Los Rios P, Valleriani A and Vega J L1998 Self-organized criticality in deterministic systems with disorder Phys. Rev.E 57 6451-9
23. Cootner P H 1964 The Random Character of Stock Market Prices (Cambridge, MA: MiT Press)