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• W2029126360 endingPage "5662" @default.
• W2029126360 startingPage "5659" @default.
• W2029126360 abstract "We propose a model for stochastic formation of opinion clusters, modeled by an evolving network, and herd behavior to account for the observed fat-tail distribution in returns of financial-price data. The only parameter of the model is h, the rate of information dispersion per trade, which is a measure of herding behavior. For h below a critical h(*) the system displays a power-law distribution of the returns with exponential cutoff. However, for h>h(*) an increase in the probability of large returns is found and may be associated with the occurrence of large crashes." @default.
• W2029126360 created "2016-06-24" @default.
• W2029126360 creator A5025967818 @default.
• W2029126360 creator A5064596121 @default.
• W2029126360 date "2000-12-25" @default.
• W2029126360 modified "2023-10-15" @default.
• W2029126360 title "Transmission of Information and Herd Behavior: An Application to Financial Markets" @default.
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• W2029126360 doi "https://doi.org/10.1103/physrevlett.85.5659" @default.
• W2029126360 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/11136071" @default.
• W2029126360 hasPublicationYear "2000" @default.
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