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What really causes large price changes? 

Authors: J. Doyne Farmer ^a;  Lszl 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: Quantitative Finance, Volume 4, Issue 4 August 2004 , pages 383 - 397

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

Number of References: 65

Formats available: HTML (English) : PDF (English)

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