EXACT SOLUTION OF A MODEL FOR CROWDING AND INFORMATION TRANSMISSION IN FINANCIAL MARKETS

• 1 October 2000
• journal article
• research article
• Published by World Scientific Pub Co Pte Ltd in International Journal of Theoretical and Applied Finance
• Vol. 03  (04) , 609-616
• https://doi.org/10.1142/s0219024900000784

Abstract

Keywords

• HERDING
• ECONOMY
• MARKET ORGANIZATION
• STATISTICS

All Related Versions

• Version 1, 1999-08-31, ArXiv (Unconfirmed version)