Work

An empirical behavioral model of liquidity and volatility

Year: 2007

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/j.jedc.2007.01.025

Authors: Szabolcs Mike, J. Doyne Farmer

Institutions: Santa Fe Institute, Budapest University of Technology and Economics

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2067178671

FWCI: 33.14

Cites: 74

Cited by: 261

Related to: 10