A microscopic model of the stock market-Reference-Cited by-同舟云学术

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A microscopic model of the stock market

Published:1994-05 Issue:1 Volume:45 Page:103-111
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Levy Moshe,Levy Haim,Solomon Sorin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference3 articles.

1. Market liquidity, hedging, and crashes;Gennote;American Economic Review,1990

2. Chaos and order in the capital markets;Peters,1991

3. Long-run risk tolerance when equity returns are mean regressing: Pseudo-paradoxes and vindication of business-man's risk;Samuelson,1991

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