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Convergence of fundamentalists and chartists’ expectations: An alarm for stock market crash
Bolgorian, Meysam; Raei, Reza - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 18, pp. 3822-3827
fundamentalists and chartists. In order to investigate the dynamics of expectations of fundamentalists and chartists over time we …, chartists in comparison with fundamentalists more strongly believe the stocks’ co-movements. We also found that in a bull market … (booming period), the optimism of fundamentalists and chartists about the similarity of stocks’ performance diverge from each …
Persistent link: https://www.econbiz.de/10010871926
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Behavioral heterogeneity in the stock market revisited : what factors drive investors as fundamentalists or chartists?
Li, Leon; Miu, Peter - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10012802016
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Forecaster rationality and expectation formation in foreign exchange markets : do emerging countries differ from industrialized economies?
Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: International economic journal 33 (2019) 3, pp. 383-407
Persistent link: https://www.econbiz.de/10012201641
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Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach
Jongen, Ron; Verschoor, Willem F.C.; Wolff, Christian C.P. - In: Journal of Economic Dynamics and Control 36 (2012) 5, pp. 719-735
This paper combines survey forecasts with a heterogeneous agent model to examine the dispersion of expectations of participants in the foreign exchange market. We find distinct variations in the level of dispersion and document that dispersion arises because of the combined effect of market...
Persistent link: https://www.econbiz.de/10010871040
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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-Zhong; Li, Kai - In: Journal of Economic Dynamics and Control 36 (2012) 7, pp. 973-987
adaptive behaviour of heterogeneous agents and market stability impact of lagged price used by chartists to form their … used by the chartists on market stability. For the stochastic model, we demonstrate that the interaction and boundedly …
Persistent link: https://www.econbiz.de/10010574003
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Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? : a panel VAR approach
Shank, Corey A.; Vianna, Andre C. - In: Research in international business and finance 38 (2016), pp. 430-438
Persistent link: https://www.econbiz.de/10011640678
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Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Ze...
Frenkel, Michael; Stadtmann, Georg - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 653-672
Summary The paper examines the relationship between central bank interventions in the dollar-deutschmark market and the profitability of technical trading for the period 1979-1992. While previous work on this topic focused on the interventions of the Fed, we include data on Bundesbank...
Persistent link: https://www.econbiz.de/10014608993
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Speculative trading in the gold market
Baur, Dirk G.; Glover, Kristoffer J. - In: International review of financial analysis 39 (2015), pp. 63-71
Persistent link: https://www.econbiz.de/10011573069
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Does monetary policy have any relationship with the expectations of stock market participants?
Hung, Kuo-Che; Ma, Tai - In: Journal of multinational financial management 39 (2017), pp. 100-117
Persistent link: https://www.econbiz.de/10011927795
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Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders
Kaizoji, Taisei; Leiss, Matthias; Saichev, Alexander; … - In: Journal of Economic Behavior & Organization 112 (2015) C, pp. 289-310
fundamentalist and chartist traders co-exist. Fundamentalists form expectations on the return and risk of a risky asset and maximize …-free asset. Chartists are subjected to social imitation and follow momentum trading. Allowing for random time-varying herding …
Persistent link: https://www.econbiz.de/10011263924