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By taking into account conditional expectations and the dependence of the systematic risk of asset returns on micro …, risk-return relationships, and time varying betas when investors change their behaviour, such as the chartists acting as …
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The use of various moving average (MA) rules remains popular with financial market practitioners. These rules have recently become the focus of a number empirical studies, but there have been very few studies of financial market models where some agents employ technical trading rules of the type...
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