  Modifications of the Cont-Bouchaud percolation model for price fluctuations
give an asymmetry for time-reversal, an asymmetry between high and low prices,
volatility clustering, effective multifractality, correlations between
volatility and traded volume, and a power law tail with exponent near 3 for the
cumulative distribution of price changes. Combining them together still gives
the same power law. Using Ising-correlated percolation does not change these
results. Different modifications give log-periodic oscillations before a crash,
arising from nonlinear feedback between random fluctuations.
