Self-organized criticality in a herd behavior model of financial markets
Year of publication: |
2008
|
---|---|
Authors: | Nirei, Makoto |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 3.2008, 1, p. 89-97
|
Subject: | Kapitaleinkommen | Capital income | Herdenverhalten | Herding | Statistische Verteilung | Statistical distribution | Handelsvolumen der Börse | Trading volume | Asymmetrische Information | Asymmetric information | Nash-Gleichgewicht | Nash equilibrium | Spieltheorie | Game theory |
-
Trade clustering and power laws in financial markets
Nirei, Makoto, (2020)
-
Beauty contests and fat tails in financial markets
Nirei, Makoto, (2011)
-
Differences in herding: individual vs. institutional investors
Li, Wei, (2017)
- More ...
-
Empirical estimation of the propagation of investment spikes over the production network
Nirei, Makoto, (2024)
-
Pareto Distributions and the Evolution of Top Incomes in the U.S.
Aoki, Shuhei, (2013)
-
Zipf's Law, Pareto's Law, and the Evolution of Top Incomes in the U.S.
Aoki, Shuhei, (2016)
- More ...