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Why is equity order flow so persistent?
Tóth, Bence; Palit, Imon; Lillo, Fabrizio; Farmer, J. Doyne - In: Journal of economic dynamics & control 51 (2015), pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
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Thin trading and its impact upon herding : the case of Israel
Andronikidi, Aikaterini; Kallinterakis, Vasileios - In: Applied economics letters 17 (2010) 16/18, pp. 1805-1810
Persistent link: https://www.econbiz.de/10009232140
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Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Alfarano, Simone; Lux, Thomas; Wagner, Friedrich - In: Journal of economic dynamics & control 32 (2008) 1, pp. 101-136
Persistent link: https://www.econbiz.de/10003622727
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The disposition effect and underreaction to private information
Janssen, Dirk-Jan; Li, Jiangyan; Qiu, Jianying; Weitzel, Utz - In: Journal of economic dynamics & control 113 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012502461
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The high frequency trade off between speed and sophistication
Ladley, Dan - In: Journal of economic dynamics & control 116 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012503226
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
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Intraday disposition effect of day traders and its relationship with investment performance : evidence from the KOSPI 200 futures market
Eom, Yunsung - In: Applied economics letters 27 (2020) 14, pp. 1194-1199
Persistent link: https://www.econbiz.de/10012267083
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Momentum and reversal : the role of short selling
Zhu, Zhaobo; Duan, Xinrui; Sun, Licheng; Tu, Jun - In: Journal of economic dynamics & control 104 (2019), pp. 95-110
Persistent link: https://www.econbiz.de/10012131100
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Why investors do not buy cheaper securities : evidence from a natural experiment
Chan, Kalok; Wang, Baolian; Zhishu Yang - In: Journal of banking & finance 101 (2019), pp. 59-76
Persistent link: https://www.econbiz.de/10012162623