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Normative inference in efficient markets
Weretka, Marek - In: Economic theory : official journal of the Society for … 68 (2019) 4, pp. 787-810
Persistent link: https://www.econbiz.de/10012213126
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas (contributor) - 2008
High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...
Persistent link: https://www.econbiz.de/10003715066
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Local interaction, incomplete information and properties of asset prices
Hule, Richard; Lawrenz, Jochen - In: Complexity and artificial markets, (pp. 91-105). 2008
Persistent link: https://www.econbiz.de/10003763024
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Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas - In: Handbook of financial markets : dynamics and evolution, (pp. 161-215). 2009
Persistent link: https://www.econbiz.de/10003820630
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Market polarization in presence of individual choice volatility
Sinha, Sitabhra; Raghavendra, Srinivas - In: Advances in artificial economics : the economy as a …, (pp. 177-190). 2006
Persistent link: https://www.econbiz.de/10003481529
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas - 2008
Persistent link: https://www.econbiz.de/10008856295
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas (contributor) - 2008
High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...
Persistent link: https://www.econbiz.de/10003721495
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Essays on financial economics
Pinheiro, Marcelo de Albuquerque - 2003
Persistent link: https://www.econbiz.de/10003628557
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Gleichgerichtetes Verhalten am Aktienmarkt : eine Verbindung ökonomischer, psychologischer und soziologischer Ansätze
Hoffmann, Carsten - 2001
Persistent link: https://www.econbiz.de/10001553445
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Asset Pricing : Herding vs. Individual Social Interaction
König, Frederik - 2010
The existence of influence among participants on financial markets is affirmed by the theory of behavioural finance …
Persistent link: https://www.econbiz.de/10013137950