Concepedia

Thomas Lux

TL

59

Publications

8.1K

Citations

35

H-Index

1993

Active since

Affiliations

Christian-Albrechts-Universität zu Kiel(Current)

Kiel Institute for the World Economy

University of Bonn

Universitat Jaume I

Thomas Lux is an author at Christian-Albrechts-Universität zu Kiel specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingStatisticsManagementEconometricsMarket MicrostructureFinancial Engineering

Publications per year

1993–2021

59

Publications

59

Scaling and criticality in a stochastic multi-agent model of a financial market

Thomas Lux, Michele Marchesi · Nature · 1999 · 1.5K citations

Financial Market, Econophysics, Economics +11

Herd Behaviour, Bubbles and Crashes

Thomas Lux · The Economic Journal · 1995 · 1.1K citations

Applied Economics, Economic Inquiry, Collective Behavior +20

VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

Thomas Lux, Michele Marchesi · International Journal of Theoretical and Applied Finance · 2000 · 702 citations

Market Microstructure, Volatility Modeling, Economics +15

The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Thomas Lux · Journal of Economic Behavior & Organization · 1998 · 653 citations

Market Microstructure, Econophysics, Economics +9

THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION

David Colander, Michael Goldberg, Armin Haas et al. · Critical Review · 2009 · 420 citations

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