da Silva, L.R; Stauffer, D - In: Physica A: Statistical Mechanics and its Applications 294 (2001) 1, pp. 235-238
Clusters of parallel spins in the square-lattice Ising model are defined as groups of traders acting together on the Cont-Bouchaud stock market model. As in the random percolation case, we see a crossover from a power-law behaviour to a more Gaussian distribution for the market fluctuations.