Time-reversal asymmetry in Cont-Bouchaud stock market model

Details Time-reversal asymmetry in Cont-Bouchaud stock market model Time-reversal asymmetry in Cont-Bouchaud stock market model

2001-05-29

arxiv.org/abs/cond-mat/0105573v1

Physics

Condensed Matter

Statistical Mechanics

2 pages text in TeX, two figures, all in one postscript file

Scientific paper

10.1016/S0378-4371(01)00270-9

The percolation model of stock market speculation allows an asymmetry (in the
return distribution) leading to fast downward crashes and slow upward recovery.
We see more small upturns and more intermediate downturns.

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