Variable diffusion in stock market fluctuations

被引：0
|
作者：
Hua, Jia-Chen [1 ]
Chen, Lijian [1 ]
Falcon, Liberty [1 ]
McCauley, Joseph L. [1 ]
Gunaratne, Gemunu H. [1 ]
机构：
[1] Department of Physics, University of Houston, Houston,TX,77204, United States
来源：
Physica A: Statistical Mechanics and its Applications | 2015年 / 419卷
关键词：
Compendex;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Diffusion
引用
收藏
页码：221 / 233
相关论文
共 50 条
  • [1] Variable diffusion in stock market fluctuations
    Hua, Jia-Chen
    Chen, Lijian
    Falcon, Liberty
    McCauley, Joseph L.
    Gunaratne, Gemunu H.
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2015, 419 : 221 - 233
  • [2] Variable diffusion in stock market fluctuations
    Hua, Jia-Chen
    Chen, Lijian
    Falcon, Liberty
    McCauley, Joseph L.
    Gunaratne, Gemunu H.
    [J]. Physica A: Statistical Mechanics and its Applications, 2015, 419 : 221 - 233
  • [3] Diffusion and aggregation in an agent based model of stock market fluctuations
    Castiglione, F
    [J]. INTERNATIONAL JOURNAL OF MODERN PHYSICS C, 2000, 11 (05): : 865 - 879
  • [4] Economists and the stock market: Speculative theories of stock market fluctuations
    Davidson, S
    [J]. ECONOMIC RECORD, 2001, 77 (239) : 419 - 421
  • [5] STOCK-MARKET FLUCTUATIONS
    VAGA, T
    [J]. PHYSICS TODAY, 1979, 32 (02) : 80 - 80
  • [6] Cryptocurrencies and stock market fluctuations
    Musholombo, Bashige
    [J]. ECONOMICS LETTERS, 2023, 233
  • [7] MONETARY SHOCKS AND STOCK MARKET FLUCTUATIONS: WITH AN APPLICATION TO THE CHINESE STOCK MARKET
    Zhang, Bo
    Hu, Jinyan
    Jiang, Mingming
    Guo, Feng
    [J]. SINGAPORE ECONOMIC REVIEW, 2017, 62 (04): : 875 - 904
  • [8] Stock ownership patterns, stock market fluctuations, and consumption
    Poterba, JM
    Samwick, AA
    [J]. BROOKINGS PAPERS ON ECONOMIC ACTIVITY, 1995, (02) : 295 - 372
  • [9] Demographics and US Stock Market Fluctuations
    Favero, Carlo A.
    Tamoni, Andrea
    [J]. CESIFO ECONOMIC STUDIES, 2011, 57 (01) : 25 - 43
  • [10] Portfolio Inertia and Stock Market Fluctuations
    Bilias, Yannis
    Georgarakos, Dimitris
    Haliassos, Michael
    [J]. JOURNAL OF MONEY CREDIT AND BANKING, 2010, 42 (04) : 715 - 742
12345