Brock's work

[Trond Andresen <trond.andresen@xxxxxxxxxxx>]

Hi, David,

At 16:55 11/08/98 -0400, you wrote on pkt:

>....
>...consider Brock's work where fundamental traders come in
>when the market becomes too unstable--but if it becomes too stable, more
>noise traders come in.
>....

Is it an empirical work, or does Brock have a model where this emerges? I
ask because I have a stock market model where this property of market
dynamics pops up as a side effect of the model, something I hadn't thought of
incorporating beforehand.

I would very much lik a reference on this article. Can you help me?

Thanks beforehand,

Trond
--
Trond Andresen <trond.andresen@xxxxxxxxxxx>
http://www.itk.ntnu.no/ansatte/Andresen_Trond

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