English, Article edition: A COMMENT ON TWO-PHASE BEHAVIOR OF FINANCIAL MARKETS ANTHONY E. KRZESINSKI; ANDRE COSTA; MAYA RAMAKRISHNAN; ...

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Bookmark: http://trove.nla.gov.au/version/82877
Physical Description
  • article
Language
  • English

Edition details

Title
  • A COMMENT ON TWO-PHASE BEHAVIOR OF FINANCIAL MARKETS
Author
  • ANTHONY E. KRZESINSKI
  • ANDRE COSTA
  • MAYA RAMAKRISHNAN
  • PETER G. TAYLOR
Physical Description
  • article
Notes
  • A recent study linked the behavior of buying and selling in financial markets to the phenomenon of phase transitions that occur in physical systems with many interacting components. We urge caution with such findings. In particular, we show that the statistical technique employed in the study referred to above to analyze stock trading data also produces evidence of two-phase behavior when used to analyze a simple sequence of independent and identically distributed random variables.
  • Phase transitions, two-phase behavior
  • RePEc:wsi:ijtafx:v:10:y:2007:i:01:p:89-93
Language
  • English
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