Work

Avalanche Dynamics and Trading Friction Effects on Stock Market Returns

Year: 1999

Type: article

Source: International Journal of Modern Physics C

DOI: 10.1142/s0129183199000930

Author: GIULIA IORI

Institution: University of Essex

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1966690724

FWCI: 15.86

Cites: 33

Cited by: 70

Related to: 10