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Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents

Physica A: Statistical Mechanics and its Applications, 316(1-4): 441--452, 2002.
Authors: Taisei Kaizoji and Stefan Bornholdt and Yoshi Fujiwara
URL: http://www.sciencedirect.com/science/article/B6TVG-46B6W0R-B/1/eb04f73cccc76ac542677f9c9e412d72
Description: Physica A
Tags: Econophysics
| URL | BibTeX  
@article{Kaizoji2002,
title = {Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents},
author = {Taisei Kaizoji and Stefan Bornholdt and Yoshi Fujiwara},
day = {15},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Dec},
number = {1-4},
pages = {441--452},
url = {http://www.sciencedirect.com/science/article/B6TVG-46B6W0R-B/1/eb04f73cccc76ac542677f9c9e412d72},
volume = {316},
year = {2002},
description = {Physica A},
keywords = {Econophysics }
}