Matches in SemOpenAlex for { <https://semopenalex.org/work/W1995041446> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W1995041446 endingPage "228" @default.
- W1995041446 startingPage "223" @default.
- W1995041446 abstract "Abstract A Monte Carlo computer simulation model is presented to study the evolution of stock price and the distribution of price fluctuation. The resistance is described by an elastic energy Ee=e·x2 resulting from the price deviation x from an initial value and the momentum trading by the potential energy Ep=−b·y in a price gradient y field. The distribution of price fluctuation (P(y)) is symmetric and shows a long time tail compatible over some range with a power-law, P(y)∼y−μ with μ≃4 at e=1.0, b=5 . The volatility auto-correlation function (c(τ)) is positive for several iterations." @default.
- W1995041446 created "2016-06-24" @default.
- W1995041446 creator A5010454141 @default.
- W1995041446 creator A5042286316 @default.
- W1995041446 creator A5044276984 @default.
- W1995041446 date "2001-01-01" @default.
- W1995041446 modified "2023-10-14" @default.
- W1995041446 title "Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation" @default.
- W1995041446 cites W1537415400 @default.
- W1995041446 cites W1969092152 @default.
- W1995041446 cites W1995593202 @default.
- W1995041446 cites W2038660574 @default.
- W1995041446 cites W2071481304 @default.
- W1995041446 cites W2081664904 @default.
- W1995041446 cites W2093566982 @default.
- W1995041446 cites W2100381995 @default.
- W1995041446 cites W3100546618 @default.
- W1995041446 cites W3123880662 @default.
- W1995041446 doi "https://doi.org/10.1016/s0378-4371(00)00496-9" @default.
- W1995041446 hasPublicationYear "2001" @default.
- W1995041446 type Work @default.
- W1995041446 sameAs 1995041446 @default.
- W1995041446 citedByCount "10" @default.
- W1995041446 countsByYear W19950414462022 @default.
- W1995041446 crossrefType "journal-article" @default.
- W1995041446 hasAuthorship W1995041446A5010454141 @default.
- W1995041446 hasAuthorship W1995041446A5042286316 @default.
- W1995041446 hasAuthorship W1995041446A5044276984 @default.
- W1995041446 hasConcept C105795698 @default.
- W1995041446 hasConcept C106159729 @default.
- W1995041446 hasConcept C120665830 @default.
- W1995041446 hasConcept C121332964 @default.
- W1995041446 hasConcept C121864883 @default.
- W1995041446 hasConcept C127313418 @default.
- W1995041446 hasConcept C149782125 @default.
- W1995041446 hasConcept C151730666 @default.
- W1995041446 hasConcept C162324750 @default.
- W1995041446 hasConcept C191486275 @default.
- W1995041446 hasConcept C19499675 @default.
- W1995041446 hasConcept C2780299701 @default.
- W1995041446 hasConcept C2780708879 @default.
- W1995041446 hasConcept C2780762169 @default.
- W1995041446 hasConcept C33923547 @default.
- W1995041446 hasConcept C60718061 @default.
- W1995041446 hasConceptScore W1995041446C105795698 @default.
- W1995041446 hasConceptScore W1995041446C106159729 @default.
- W1995041446 hasConceptScore W1995041446C120665830 @default.
- W1995041446 hasConceptScore W1995041446C121332964 @default.
- W1995041446 hasConceptScore W1995041446C121864883 @default.
- W1995041446 hasConceptScore W1995041446C127313418 @default.
- W1995041446 hasConceptScore W1995041446C149782125 @default.
- W1995041446 hasConceptScore W1995041446C151730666 @default.
- W1995041446 hasConceptScore W1995041446C162324750 @default.
- W1995041446 hasConceptScore W1995041446C191486275 @default.
- W1995041446 hasConceptScore W1995041446C19499675 @default.
- W1995041446 hasConceptScore W1995041446C2780299701 @default.
- W1995041446 hasConceptScore W1995041446C2780708879 @default.
- W1995041446 hasConceptScore W1995041446C2780762169 @default.
- W1995041446 hasConceptScore W1995041446C33923547 @default.
- W1995041446 hasConceptScore W1995041446C60718061 @default.
- W1995041446 hasIssue "1-2" @default.
- W1995041446 hasLocation W19950414461 @default.
- W1995041446 hasOpenAccess W1995041446 @default.
- W1995041446 hasPrimaryLocation W19950414461 @default.
- W1995041446 hasRelatedWork W1588363710 @default.
- W1995041446 hasRelatedWork W1789481737 @default.
- W1995041446 hasRelatedWork W2057137212 @default.
- W1995041446 hasRelatedWork W2058947696 @default.
- W1995041446 hasRelatedWork W2062562925 @default.
- W1995041446 hasRelatedWork W2306621215 @default.
- W1995041446 hasRelatedWork W2953464030 @default.
- W1995041446 hasRelatedWork W2983437053 @default.
- W1995041446 hasRelatedWork W3044067392 @default.
- W1995041446 hasRelatedWork W4240542025 @default.
- W1995041446 hasVolume "289" @default.
- W1995041446 isParatext "false" @default.
- W1995041446 isRetracted "false" @default.
- W1995041446 magId "1995041446" @default.
- W1995041446 workType "article" @default.