Price drops, fluctuations, and correlation in a multi-agent model of stock markets
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DOI: 10.1016/S0378-4371(02)01213-X
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- Adam Zawadowski & Gyorgy Andor & Janos Kertesz, 2006. "Short-term market reaction after extreme price changes of liquid stocks," Quantitative Finance, Taylor & Francis Journals, vol. 6(4), pages 283-295.
- Xiaoguang Gong & Renbin Xiao, 2007. "Research on Multi-Agent Simulation of Epidemic News Spread Characteristics," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 10(3), pages 1-1.
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