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Dynamics of markets : the new financial economics

McCauley, Joseph L. - 2009 - 2. ed.

Persistent link: https://www.econbiz.de/10003825557

Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006

This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...

Persistent link: https://www.econbiz.de/10003392155

Ökonophysik : die Physik des Finanzmarktes

Preis, Tobias - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008658990

Econophysics and financial economics : an emerging dialogue

Jovanovic, Franck; Schinckus, Christophe - 2017

dedicated to econophysics, this book is written by two financial economists and it situates econophysics in the evolution of … between financial economists and econophysicists. This book details the recent results in econophysics that bring it closer to …"Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from …

Persistent link: https://www.econbiz.de/10011606074

Ökonophysik : Die Physik des Finanzmarktes

Preis, Tobias - 2011

Mit der Finanzkrise ist auch die klassische ökonomische Theoriebildung in eine Krise geraten: In effizienten Märkten sollte es eigentlich keine Asset-Blasen und Börsencrashs geben. Als interdisziplinärer Ansatz der Wirtschaftswissenschaften und der Physik besteht der Anspruch der...

Persistent link: https://www.econbiz.de/10014425139

Econophysics and sociophysics : trends and perspectives

Chakrabarti, Bikas K. (ed.) - 2006

Persistent link: https://www.econbiz.de/10014005532

A new method for measuring tail exponents of firm size distributions

Fujimoto, Shouji; Ishikawa, Atushi; Mizuno, Takayuki; … - In: Economics: The Open-Access, Open-Assessment E-Journal 5 (2011) 2011-20, pp. 1-20

The authors propose a new method for estimating the power-law exponents of firm size variables. Their focus is on how to empirically identify a range in which a firm size variable follows a power-law distribution. On the one hand, as is well known a firm size variable follows a power-law...

Persistent link: https://www.econbiz.de/10010307564

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

Learning curve for collective behavior of zero-intelligence agents in successive job-hunting processes with a diversity of Jaynes–Shannon’s MaxEnt principle

Chen, He; Inoue, Jun-ichi - In: Evolutionary and institutional economics review 10 (2013) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10010240569

Quantification of the evolution of firm size distributions due to mergers and acquisitions

Lera, Sandro Claudio; Sornette, Didier - 2016

The distribution of firm sizes is known to be heavy tailed. In order to account for this stylized fact, previous studies have focused mainly on growth through investments in a company's own operations (internal growth). Thereby, the impact of mergers and acquisitions (M&A) on the firm size...

Persistent link: https://www.econbiz.de/10011518770

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