What really causes large price changes?

Authors: J. Doyne Farmer ^a; L aacute

szl

Gillemot ^a^b; Fabrizio Lillo ^a^c; Szabolcs Mike ^a^b; Anindya Sen ^a^d

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

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Number of References: 65

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