EconPapers    
Economics at your fingertips  
 

Stock market dynamics created by interacting agents

Mohamed Riad Remita and Karl-Theodor Eisele

International Journal of Stochastic Analysis, 2006, vol. 2006, 1-11

Abstract:

We study a stock market model, consisting in a large number of agents, going eventually to infinity, and evaluate the stock price under the influence of opinions of different agents. Next we study the behavior of prices when the market is very nervous; there appear discontinuities (phase transitions) which can be interpreted as stock market crashes.

Date: 2006
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/2006/086412.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/2006/086412.xml (text/xml)

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:hin:jnijsa:086412

DOI: 10.1155/JAMSA/2006/86412

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-19
Handle: RePEc:hin:jnijsa:086412