| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481493 | Physica A: Statistical Mechanics and its Applications | 2012 | 7 Pages |
Abstract
⺠In the paper the influence of the time delay of information flow on the stocks market is discussed. ⺠It is shown the time delay of information flow can lead to collective behaviour of players. ⺠The presence of the time delay leads to periodic behaviour of the system. ⺠The influence of the time delay on the complexity of the return time series is discussed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Janusz MiÅkiewicz,