On possible origins of trends in financial market price changes-Reference-Cited by-同舟云学术

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On possible origins of trends in financial market price changes

Published:2015-02 Issue: Volume:420 Page:179-189
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Murakami Ryo,Nakamura Tomomichi,Kimura Shin,Manabe Masashi,Tanizawa Toshihiro

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference13 articles.

1. Scaling behaviour in the dynamics of an economic index;Mantegna;Nature,1995

2. Predictability of currency market exchange;Ohira;Physica A,2007

3. Tests of the random walk hypothesis for financial data;Nakamura;Physica A,2007

4. Statistical properties of deterministic threshold elements—the case of market price;Takayasu;Physica A,1992

5. Dynamic numerical models of stock market price: from microscopic determinism to macroscopic randomness;Sato;Physica A,1998

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Herding and zero-intelligence agents in the order book dynamics of an artificial double auction market;Chinese Journal of Physics;2018-08

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