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Quantitative Finance Volume 12, 2012 - Issue 9
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Research Papers

Statistical signatures in times of panic: markets as a self-organizing system

Lisa Borland Evnine and Associates, Inc., 456 Montgomery Street, Suite 800, San Francisco, CA 94104, USACorrespondence[email protected]
Pages 1367-1379 | Received 18 Dec 2009, Accepted 28 Oct 2011, Published online: 15 Feb 2012

Citations (16)

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Taisei Kaizoji & Michiko Miyano. (2019) Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals. Applied Economics Letters 26:5, pages 362-369.
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John Fry. (2015) Stochastic modelling for financial bubbles and policy. Cogent Economics & Finance 3:1.
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Articles from other publishers (14)

Sergio Curilef. (2022) Derivation and analytical solutions of a non-linear diffusion equation applied to non-constant heat conductivity and ionic diffusion in glasses. Chaos: An Interdisciplinary Journal of Nonlinear Science 32:11.
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P Gagliardini, C Gourieroux & M Rubin. (2021) Positional Portfolio Management. Journal of Financial Econometrics 19:4, pages 650-706.
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Sebastian Stöckl & Lars Kaiser. (2020) Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns. Review of Financial Economics 39:4, pages 455-481.
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Lisa Borland. 2020. Synergetics. Synergetics 405 419 .
Lisa Borland. 2018. Encyclopedia of Complexity and Systems Science. Encyclopedia of Complexity and Systems Science 1 15 .
Lisa Borland. 2018. Complexity and Synergetics. Complexity and Synergetics 257 273 .
Esteban Guevara Hidalgo. (2017) Bin size independence in intra-day seasonalities for relative prices. Physica A: Statistical Mechanics and its Applications 468, pages 722-732.
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Lisa Borland. (2016) Exploring the dynamics of financial markets: from stock prices to strategy returns. Chaos, Solitons & Fractals 88, pages 59-74.
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Lisa Borland. 2016. Selforganization in Complex Systems: The Past, Present, and Future of Synergetics. Selforganization in Complex Systems: The Past, Present, and Future of Synergetics 75 90 .
A. Kononovicius & J. Ruseckas. (2015) Nonlinear GARCH model and noise . Physica A: Statistical Mechanics and its Applications 427, pages 74-81.
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J. Ruseckas. (2015) Probabilistic model of N correlated binary random variables and non-extensive statistical mechanics. Physics Letters A 379:7, pages 654-659.
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John Fry. (2014) Multivariate bubbles and antibubbles. The European Physical Journal B 87:8.
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Yuriy Mishchenko. (2014) Oscillations in Rational Economies. PLoS ONE 9:2, pages e87820.
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Frederic Abergel, Nicolas Huth & Ioane Muni Toke. (2009) Financial Bubbles Analysis with a Cross-Sectional Estimator. SSRN Electronic Journal.
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