Physica A Statistical Mechanics and its Applications · 2005 · 15 citations · 11 references
Social SciencesEconomicsFinanceFinancial EconomicsFinancial MarketsFinancial ModelingCapital MarketsEconomic DynamicsFinancial MathematicsInformation AsymmetryInformation EconomicsMarket MicrostructureAgent-based Market SimulationContinuous-time Economic ModelsDiscrete-time Economic ModelsIncomplete Markets ModelsMarket Microstructure ModelsMarket Reaction To InformationTime Scales
11
A Langevin approach to stock market fluctuations and crashes
J. P. Bouchaud, Rama Cont · The European Physical Journal B · 1998 · 387 citations · Full text
From Efficient Market Theory to Behavioral Finance
Robert J. Shiller · SSRN Electronic Journal · 2002 · 267 citations · Full text
Jørgen Vitting Andersen, Didier Sornette · The European Physical Journal B · 2003 · 99 citations · Full text