Ising-correlated clusters in the Cont-Bouchaud stock market model

L.r da Silva and D Stauffer

Physica A: Statistical Mechanics and its Applications, 2001, vol. 294, issue 1, 235-238

Abstract: Clusters of parallel spins in the square-lattice Ising model are defined as groups of traders acting together on the Cont-Bouchaud stock market model. As in the random percolation case, we see a crossover from a power-law behaviour to a more Gaussian distribution for the market fluctuations.

Keywords: Cont-Bouchaud stock market model; Financial markets; Market organization; Percolation; Random graphs (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437101001182
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:294:y:2001:i:1:p:235-238

DOI: 10.1016/S0378-4371(01)00118-2

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().