?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=Herding+to+A+Side+of+Order+Book+Balance&rft.creator=Situngkir%2C+Hokky&rft.creator=Surya%2C+Yohanes&rft.subject=Statistical+Models&rft.subject=Dynamical+Systems&rft.subject=Complexity+Theory&rft.description=In+the+growing+econophysics%2C+it+is+quite+rare+that+the+presented+analyses+approach+the+interesting+properties+of+order+book.+However%2C+a+lot+of+data+are+available+in+the+order+book%2C+and+analysis+on+this+object+will+bring+us+to+further+understanding+of+the+market.+We+analyze+some+order+book+of+stocks+traded+in+Jakarta+Stock+Exchange+and+see+interesting+properties+there+by+looking+at+the+balance+of+the+order+book.+We+also+build+a+model+based+on+the+work+of+Chiarella+and+Iori+%5B1%5D+with+some+modi%C2%AFcations+to+explain+the+herding+pattern+of+traders+through+the+order+book.&rft.date=2005-12&rft.type=Departmental+Technical+Report&rft.type=PeerReviewed&rft.format=application%2Fpdf&rft.identifier=http%3A%2F%2Fcogprints.org%2F4677%2F1%2F2005o.pdf&rft.identifier=++Situngkir%2C+Hokky+and+Surya%2C+Yohanes++(2005)+Herding+to+A+Side+of+Order+Book+Balance.++%5BDepartmental+Technical+Report%5D+++++&rft.relation=http%3A%2F%2Fcogprints.org%2F4677%2F