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Time-series prosperties of the dividend-price ratio with social dynamics
Lawrenz, Jochen, (2013)
Return predictability and social dynamics
Hule, Richard, (2013)
A mathematical approach to order book modeling
Abergel, Frédéric, (2013)
Equilibrium borrowing and lending with bankruptcy
Lee, In-ho, (1991)
Market crashes and informational avalanches
Lee, In-ho, (1998)
On the convergence of informational cascades
Lee, In-ho, (1993)