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Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.; Veld, Daan in 't - In: Journal of economic dynamics & control 80 (2017), pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret; Fieberg, Christian; Metko, Daniel; … - In: Journal of economic dynamics & control 155 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
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Learning from experience in the stock market
Nakov, Anton; Nuño, Galo - In: Journal of economic dynamics & control 52 (2015), pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
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Market stability with machine learning agents
Georges, Christophre; Pereira, Javier - In: Journal of economic dynamics & control 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
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The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul - In: Journal of economic dynamics & control 122 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
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High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan; Nolte, Ingmar; Nolte, Sandra - In: Journal of economic dynamics & control 124 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
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Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino - In: Journal of economic dynamics & control 125 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
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Stock prices and the risk-free rate : An internal rationality approach
Zhang, Tongbin - In: Journal of economic dynamics & control 127 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012668505
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The distribution of information and the price efficiency of markets
Corgnet, Brice; DeSantis, Mark; Porter, David P. - In: Journal of economic dynamics & control 110 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012501298