Cargando…
Universal Behavior of Extreme Price Movements in Stock Markets
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using a large collection of data from three different stock marke...
Autores principales: | Fuentes, Miguel A., Gerig, Austin, Vicente, Javier |
---|---|
Formato: | Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2009
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2793428/ https://www.ncbi.nlm.nih.gov/pubmed/20041178 http://dx.doi.org/10.1371/journal.pone.0008243 |
Ejemplares similares
-
Collective Behavior of Market Participants during Abrupt Stock Price Changes
por: Maskawa, Jun-ichi
Publicado: (2016) -
Are Price Limits Effective? An Examination of an Artificial Stock Market
por: Zhang, Xiaotao, et al.
Publicado: (2016) -
Financial price dynamics and phase transitions in the stock markets
por: Zhang, Ditian, et al.
Publicado: (2023) -
Market Confidence Predicts Stock Price: Beyond Supply and Demand
por: Sun, Xiao-Qian, et al.
Publicado: (2016) -
Impact of Stock Market Structure on Intertrade Time and Price Dynamics
por: Ivanov, Plamen Ch., et al.
Publicado: (2014)