Ji-Ping Huang
Experimental Econophysics/
- New York: Springer,
Fundamentals
Stylized Facts: Scaling Law and Clustering Behavior
Fluctuation Phenomena: Leverage Could Be Positive and Negative
Herd Behavior: Beyond the Known Ruinous Role
Contrarian Behavior: Beyond the Known Helpful Role
Hedge Behavior: Statistical Equivalence of Different Systems
Cooperation: Spontaneous Emergence of the Invisible Hand
Business Cycles: Competition Between Suppliers and Consumers
Partial Information: Equivalent to Complete Information
Risk Management: Unusual Risk-Return Relationship
Prediction: Pure Technical Analysis Might not Work Satisfactorily
Summary and Outlook
978-3-662-44234-0