Beauty Contests and Fat Tails in Financial Markets
Year of publication: |
2014-06
|
---|---|
Authors: | Nirei, Makoto ; Watanabe, Tsutomu |
Institutions: | Faculty of Economics, University of Tokyo |
Subject: | Herd behavior | transaction volume | stock return | fat tail | power law |
-
Trade clustering and power laws in financial markets
Nirei, Makoto, (2020)
-
Trade clustering and power laws in financial markets
Nirei, Makoto, (2020)
-
Herd Behavior and Fat Tails in Financial Markets
Nirei, Makoto, (2006)
- More ...
-
Zipf’s Law, Pareto’s Law, and the Evolution of Top Incomes in the U.S.
Aoki Author-Workplace- Faculty of Economics, Hitotsubashi University, Shuhei Aoki, (2014)
-
Time-Varying Employment Risks, Consumption Composition, and Fiscal Policy
Nirei, Makoto, (2014)
-
Aging and Real Estate Prices:Evidence from Japanese and US Regional Data
Saita Author-Workplace-Hitotsubashi University, Yumi Saita, (2013)
- More ...