co nd - m at / 9 71 23 18 v 2 6 J an 1 99 8 Herd behavior and aggregate fluctuations in financial markets 1

ar X iv : c on d - m at / 9 80 60 82 v 1 [ co nd - m at . m tr l - sc i ] 5 J un 1 99 8 Magnetic Particles

Herd behavior and aggregate fluctuations in financial markets 1

We present a simple model of a stock market where a random communication structure between agents generically gives rise to a heavy tails in the distribution of stock price variations in the form of an exponentially truncated power-law, similar to distributions observed in recent empirical studies of high frequency market data. Our model provides a link between two well-known market phenomena: ...

co nd - m at / 9 91 23 36 17 D ec 1 99 9 Jamming and Fluctuations in Granular Drag

We investigate the dynamic evolution of jamming in granular media through fluctuations in the granular drag force. The successive collapse and formation of jammed states give a stick-slip nature to the fluctuations which is independent of the contact surface between the grains and the dragged object – thus implying that the stress-induced collapse is nucleated in the bulk of the granular sample...

Investigating the Transmission of Financial Stress Index Fluctuations on Macroeconomic Indicators of Selected Opec Member Countries

Stress in financial markets is defined as the force influencing the behavior of economic agents in the form of uncertainty and changing expectations, the critical values ​​of which are called financial crisis. Increasing oil revenues may have positive effects on aggregate supply through increased investments, especially public sector investment, as well as the import of capital and intermediate...

Folate deficiency in rat pups during weaning causes learning and memory deficits.

Folate is essential for fetal development, and its deficiency during gestation causes behavioural deficits in the offspring. The present study investigated its influence during weaning on brain function in the pups of rats that were put on a folate-deficient (FD) diet on postnatal day (PND) 1. Systemic folate deficiency in pups on the FD diet (n 15) was evident from the dramatically lower hepat...