A behavioral approach to instability pathways in financial markets

We introduce an indicator that aims to detect the emergence of market instabilities by quantifying the intensity of self-organizing processes arising from stock returns’ co-movements. In financial markets, phenomena like imitation, herding and positive feedbacks characterize the emergence of endogen...

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Detalles Bibliográficos
Autores principales: Spelta, Alessandro, Flori, Andrea, Pecora, Nicolò, Buldyrev, Sergey, Pammolli, Fabio
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7136275/
https://www.ncbi.nlm.nih.gov/pubmed/32249781
http://dx.doi.org/10.1038/s41467-020-15356-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7136275/
https://www.ncbi.nlm.nih.gov/pubmed/32249781
http://dx.doi.org/10.1038/s41467-020-15356-z

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