IDEAS home Printed from https://ideas.repec.org/p/arx/papers/nlin-0403056.html
   My bibliography  Save this paper

Majority Orienting Model for the Oscillation of Market Price

Author

Listed:
  • Hisanao Takahashi
  • Yoshiaki Itoh

Abstract

The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of our model.

Suggested Citation

  • Hisanao Takahashi & Yoshiaki Itoh, 2004. "Majority Orienting Model for the Oscillation of Market Price," Papers nlin/0403056, arXiv.org.
    • Handle: RePEc:arx:papers:nlin/0403056
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/nlin/0403056
    File Function: Latest version
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yamashita, T. & Itoh, Y., 2007. "The oscillation of stock price by majority orienting traders with investment position," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(2), pages 764-772.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:nlin/0403056. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.