Work

Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.507322

Authors: Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters, Matthieu Wyart

Institutions: Capital Fund Management (France), Weizmann Institute of Science, Commissariat à l'Énergie Atomique et aux Énergies Alternatives, CEA Paris-Saclay - Etablissement de Saclay, Service de Physique de l'État Condensé

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: W2158595275

Cites: 49

Cited by: 78

Related to: 10