Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes-Reference-Cited by-同舟云学术

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Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes

Published:2004-04 Issue:2 Volume:4 Page:176-190
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Bouchaud Jean-Philippe,Gefen Yuval,Potters Marc,Wyart Matthieu

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/14697680400000022

Reference25 articles.

1. Efficient Capital Markets: A Review of Theory and Empirical Work

2. Shiller R J 2000 Irrational Exuberance (Princeton, NJ: Princeton University Press)

3. Inefficient Markets

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