Comment on: "Two-phase behaviour of financial markets"

Simple item page
dc.creatorPotters, M.
dc.creatorBouchaud, J-P
dc.date2003-04-23
dc.date.accessioned2026-07-07T02:50:55Z
dc.date.available2026-07-07T02:50:55Z
dc.descriptionIn a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the distribution of volume imbalance conditional to the local intensity of its fluctuations. We show here that this apparent phase transition is a generic consequence of the conditioning and exists even in the absence of any non trivial collective phenomenon.
dc.identifierhttps://arxiv.org/abs/cond-mat/0304514
dc.identifierhttp://arxiv.org/abs/cond-mat/0304514
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/21276
dc.subjectCondensed Matter
dc.titleComment on: "Two-phase behaviour of financial markets"
dc.typetext

Files

Collections

arXiv