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What really causes large price changes? 

Authors: J. Doyne Farmer a;  Laacuteszloacute Gillemot ab;  Fabrizio Lillo ac;  Szabolcs Mike ab; Anindya Sen ad
Affiliations:   a Santa Fe Institute, Santa Fe, NM 87501, USA
b Budapest University of Technology and Economics, H-1111 Budapest, Hungary
c Istituto Nazionale per la Fisica della Materia, Palermo University, Italy
d Mathematics Department, University of Chicago, Chicago, IL, USA
DOI: 10.1080/14697680400008627
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 4, Issue 4 August 2004 , pages 383 - 397
Number of References: 65
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