Feedback Trading and Intermittent Market Turbulence

Authors
Tambakis, Demosthenes N 
DOI
https://doi.org/10.17863/CAM.5619
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Files
0847.pdf (1.49 MB)
Type
Working Paper
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Description
Date
2008-08-01
Keywords
Feedback trading, Price impact, Financial stability, Intermittence, Power law
Publisher
Faculty of Economics
Rights
All Rights Reserved
Collections
Cambridge Working Papers in Economics (CWPE)