Stock market dynamics: Before and after stock market crashes-Reference-Cited by-同舟云学术

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Stock market dynamics: Before and after stock market crashes

Published:2012-02 Issue:4 Volume:391 Page:1315-1322
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:

Siokis Fotios M.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference25 articles.

1. Rational panics and stock market crashes;Barlevy;Journal of Economic Theory,2003

2. Market liquidity, hedging and crashes;Gennotte;American Economic Review,1990

3. Market created risk;Kraus;Journal of Finance,1989

4. Market crashes and informational avalanches;Lee;Review of Economic Studies,1998

5. Informational overshooting, booms and crashes;Zeira;Journal of Monetary Economics,1999

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