Mapping markets to the statistical mechanics: the derivatives act against the self-regulation of stock market

David B. Saakian

Papers from arXiv.org

Abstract: Mapping the economy to the some statistical physics models we get strong indications that, in contrary to the pure stock market, the stock market with derivatives could not self-regulate.

Date: 2009-03
References: Add references at CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/0903.3254 Latest version (application/pdf)

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:arx:papers:0903.3254

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().