Co-existence of trend and value in financial markets : estimating an extended Chiarella model
Year of publication: |
2020
|
---|---|
Authors: | Majewski, Adam A. ; Ciliberti, Stefano ; Bouchaud, Jean-Philippe |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 112.2020, p. 1-28
|
Subject: | Theorie | Theory | Finanzmarkt | Financial market |
-
Do financial ratios affect index constitution?
Guris, Selahattin, (2015)
-
Asymmetric returns, gradual bubbles and sudden crashes
Huang, Weihong, (2013)
-
Pascal's wager and information
Schredelseker, Klaus, (2014)
- More ...
-
Smile Dynamics -- A Theory of the Implied Leverage Effect
Ciliberti, Stefano, (2013)
-
Equity Factors : To Short Or Not To Short, That is the Question
Benaych-Georges, Florent, (2020)
-
The 'Size Premium' in Equity Markets : Where Is the Risk?
Ciliberti, Stefano, (2019)
- More ...