Dynamical mechanism of two-phase phenomena in financial markets
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference18 articles.
1. Power laws in economics and finance: some ideas from physics
2. Economic fluctuations and anomalous diffusion
3. Economic fluctuations and anomalous diffusion
4. Price fluctuations, market activity and trading volume
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1. Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis;Journal of Statistical Mechanics: Theory and Experiment;2018-03-20
2. Local Fluctuations of the Signed Traded Volumes and the Dependencies of Demands: A Copula Analysis;SSRN Electronic Journal;2017
3. Phase-shifting behaviour revisited: An alternative measure;Physica A: Statistical Mechanics and its Applications;2014-05
4. What types of investors generate the two-phase phenomenon?;Physica A: Statistical Mechanics and its Applications;2013-12
5. Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market;International Review of Financial Analysis;2010-01
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