A thermodynamical view on asset pricing
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DOI: 10.1016/j.irfa.2016.01.013
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References listed on IDEAS
- Kristoffer Glover & Hardy Hulley & Goran Peskir, 2011. "Three-Dimensional Brownian Motion and the Golden Ratio Rule," Research Paper Series 295, Quantitative Finance Research Centre, University of Technology, Sydney.
- Kate Ho & Ariel Pakes, 2014. "Physician Payment Reform and Hospital Referrals," American Economic Review, American Economic Association, vol. 104(5), pages 200-205, May.
- ., 2006. "Physical and Social Indicators," Chapters, in: Middle East Oil Exporters, chapter 5, Edward Elgar Publishing.
- McCauley, Joseph L., 2006. "Response to worrying trends in econophysics," MPRA Paper 2129, University Library of Munich, Germany.
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- Gündüz, Güngör, 2023. "Entropy, energy, and instability in music," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
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More about this item
Keywords
Stock market; Asset price; Drift; Wiener noise; Viscoelasticity; Work; Heat; Modulus; Golden ratio; Econophysics; Thermodynamics; Pattern;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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