Ising-correlated clusters in the Cont-Bouchaud stock market model

Clusters of parallel spins in the square-lattice Ising model are defined as groups of traders acting together on the Cont-Bouchaud stock market model. As in the random percolation case, we see a crossover from a power-law behaviour to a more Gaussian distribution for the market fluctuations. (C) 2001 Published by Elsevier Science B.V.