Fluctuations and response in financial markets: The subtle nature of ‘random’ price changes

Keyphrases

• Anti-persistence 50%
• Average Response 50%
• Correlated Markets 50%
• Financial Markets 100%
• Fluctuation-response Relation 50%
• Limit Orders 50%
• Market Order 100%
• Mean-reverting 50%
• Paris 50%
• Price Change 100%
• Random Walk 50%
• Response Function 50%
• Stock Market 50%
• Subdiffusion 50%
• Superdiffusion 50%

Mathematics

• Critical Point 100%
• Propagator 100%
• Random Walk 100%
• Response Function 100%
• Stock Market 100%

Economics, Econometrics and Finance

• Financial Market 100%