2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/73867In this short note we investigate the natur of the phase transitions in a spin market model as a function of the interaction strength between local and global effects. We find that the stochastic dynamics of this stylized market model exhibit a periodicity whose dependence on the coupling constant in the Ising-like Hamiltonian is robust to changes in the temperature and the size of the market.4 pages, 6 figures, submitted to the 4th International Workshop on Computational Intelligence in Economics and Finance, 2005Probability62P05; 91B26; 60K35text