Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders-Reference-Cited by-同舟云学术

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Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders

Published:2018-03 Issue: Volume:493 Page:301-310
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:

Zhong Li-Xin,Xu Wen-Juan,Chen Rong-Da,Zhong Chen-Yang,Qiu Tian,Ren Fei,He Yun-Xing

Funder

National Natural Science Foundation of China

Collegial Laboratory Project of Zhejiang Province

Humanities and Social Sciences Fund sponsored by Ministry of Education of China

Zhejiang Provincial Natural Science Foundation of China

Research Project of Generalized Virtual Economy

Jiangxi Provincial Young Scientist Training Project

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference54 articles.

1. Crashes as critical points;Johansen;Int. J. Theor. Appl. Finance,2000

2. Thermometers of speculative frenzy;Roehner;Eur. Phys. J. B,2000

3. Critical market crashes;Sornette;Phys. Rep.,2003

4. Is there a real-estate bubble in the US?;Zhou;Physica A,2006

5. Antibubble and prediction of China’s stock market and real-estate;Zhou;Physica A,2004

Cited by 2 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. Evolutionary dynamics in financial markets with heterogeneities in investment strategies and reference points;PLOS ONE;2023-07-17

2. Market impact shapes competitive advantage of investment strategies in financial markets;PLOS ONE;2022-02-03

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