At the dated check, the references listed below either did not resolve in
Crossref or DataCite, or carried a retraction notice. Each one is shown with the
registry record that put it there.
The 253 checked references that resolve
resolves10.1086/261849A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades
resolves10.1086/260062The Pricing of Options and Corporate Liabilities
resolves10.1142/s0129183101001845EXPECTATION BUBBLES IN A SPIN MODEL OF MARKETS: INTERMITTENCY FROM FRUSTRATION ACROSS SCALES
resolves10.1080/713665538Power laws in economics and finance: some ideas from physics
resolves10.1051/jp1:1994233The Black-Scholes option pricing problem in mathematical
finance: generalization and extensions for a large class
of stochastic processes
resolves10.2139/ssrn.258559Stylized Facts of Financial Markets and Market Crashes in Minority Games
resolves10.1073/pnas.0803685105Robust dynamic classes revealed by measuring the response function of a social system
resolves10.2307/2325486Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.1002/cplx.20261The virtues and vices of equilibrium and the future of financial economics
resolves10.2139/ssrn.2237392Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets
resolves10.1038/nature01624A theory of power-law distributions in financial market fluctuations
resolves10.1080/0022250x.1982.9989929Sociophysics: A new approach of sociological collective behaviour. I. mean‐behaviour description of a strike
resolves10.1016/j.jebo.2003.10.012A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility
resolves10.2139/ssrn.2289226Early Dynamics of a Major Scientific Project: Testing the Social Bubble Hypothesis
resolves10.2307/3212693A cluster process representation of a self-exciting process
resolves10.1111/0022-1082.00184A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1073/pnas.79.8.2554Neural networks and physical systems with emergent collective computational abilities.
resolves10.1007/s100510050276Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales
resolves10.2307/1911512The Present-Value Relation: Tests Based on Implied Variance Bounds
resolves10.1093/rfs/1.1.41Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1038/17290Scaling and criticality in a stochastic multi-agent model of a financial market
resolves10.1080/14697680500151343Empirical distributions of stock returns: between the stretched exponential and the power law?
resolves10.1103/physreve.83.036111Testing the Pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities
resolves10.1103/physreve.87.012804Financial price dynamics and pedestrian counterflows: A comparison of statistical stylized facts
resolves10.2139/ssrn.290140Agent-Based Models of Financial Markets: A Comparison with Experimental Markets
resolves10.1063/1.1768674Conversations on Nonequilibrium Physics With an Extraterrestrial
resolves10.1103/PhysRevE.70.046123Anomalous power law distribution of total lifetimes of branching processes: Application to earthquake aftershock sequences
resolves10.2307/2329897Efficient Portfolio Selection for Pareto-Levy Investments
resolves10.2307/3003046Proof That Properly Discounted Present Values of Assets Vibrate Randomly
resolves10.3386/w0456Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
resolves10.3386/w0565The Use of Volatility Measures in Assessing Market Efficiency
resolves10.1080/135048698334727General Black-Scholes models accounting for increased market volatility from hedging strategies
resolves10.1051/jp1:1994133Sweeping of an instability : an alternative to self-organized
criticality to get powerlaws without parameter tuning
resolves10.1051/jp1:1997169Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws
resolves10.2139/ssrn.692302Importance of Positive Feedbacks and Over-Confidence in a Self-Fulfilling Ising Model of Financial Markets
resolves10.1142/s0129183105008102RESHUFFLING SPINS WITH SHORT RANGE INTERACTIONS: WHEN SOCIOPHYSICS PRODUCES PHYSICAL RESULTS
resolves10.1007/s10614-011-9312-9Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms
The 58 references without a DOI — listed, not checked
no DOI — not checkedInductive Reasoning and Bounded Rationality
no DOI — not checkedThe Economy as an Evolving Complex System II
no DOI — not checkedAgent-based modelling as a bridge between disciplines
no DOI — not checkedref12
no DOI — not checkedThorie des probabilits continues
no DOI — not checkedref23
no DOI — not checkedref38
no DOI — not checkedref45
no DOI — not checkedref54
no DOI — not checkedThe Hour Between Dog and Wolf: Risk Taking
no DOI — not checkedref59
no DOI — not checkedSummers (1990) peculative Dynamics and the Role of
no DOI — not checkedref63
no DOI — not checkedref64
no DOI — not checkedPredictability and control of extreme events in complex systems
no DOI — not checkedref67
no DOI — not checkedref71
no DOI — not checkedAgent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited
no DOI — not checkedOn the Motion of Small Particles Suspended in Liquids at Rest Required by the Molecular-Kinetic Theory of Heat
no DOI — not checkedref76
no DOI — not checkedLinking agent-based models and stochastic models of financial markets, Proceedings of the National Academy of Sciences of the United States of
no DOI — not checkedref106
no DOI — not checkedBubble Diagnosis and Prediction of the
no DOI — not checkedShocks, Crashes and Bubbles in Financial Markets
no DOI — not checkedref139
no DOI — not checkedEndogenous bubbles in an equilibrium model of rational and noise traders without strategy switching
no DOI — not checkedEpidemics of opinion and speculative bubbles in financial markets
no DOI — not checkedref151
no DOI — not checkedref162
no DOI — not checkedThe Adaptive Market Hypothesis: Market Efficiency from an Evolutionary Perspective
no DOI — not checkedReconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
no DOI — not checkedref169
no DOI — not checkedref170
no DOI — not checkedref172
no DOI — not checkedThe Science of Surprise
no DOI — not checkedref183
no DOI — not checkedref184
no DOI — not checkedref186
no DOI — not checkedref188
no DOI — not checkedConditional Logit Analysis of Qualitative Choice Behavior
no DOI — not checkedref195
no DOI — not checkedref200
no DOI — not checkedref201
no DOI — not checkedref213
no DOI — not checkedref216
no DOI — not checkedAnomalous Scaling of Offspring and Generation Numbers in Branching Processes
no DOI — not checkedref240
no DOI — not checkedSelf-Organized Criticality and Economic Fluctuations
no DOI — not checkedref243
no DOI — not checkedCritical Phenomena in Natural Sciences
no DOI — not checkedref261
no DOI — not checkedWhat causes craches
no DOI — not checkedref280
no DOI — not checkedref282
no DOI — not checkedref287
no DOI — not checkedEmpirical Validation of Agent-Based Models: Alternatives and Prospects
no DOI — not checkedSelf-organization in nature and society as decision making
no DOI — not checkedref312
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