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An overreaction implementation of the coherent market hypothesis and option pricing
Schöbel, Rainer (contributor); Veith, Jochen (contributor) - 2006
Inspired by the theory of social imitation (Weidlich 1970) and its adaptation to financial markets by the Coherent Market Hypothesis (Vaga 1990), we present a behavioral model of stock prices that supports the overreaction hypothesis. Using our dynamic stock price model, we develop a two factor...
Persistent link: https://www.econbiz.de/10003636657
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The Federal Reserve and the bull markets : from Benjamin Strong to Alan Greenspan
Spencer, Roger W.; Huston, John H. - 2006
Persistent link: https://www.econbiz.de/10003321134
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Problematik, Relevanz und Ursachen übermäßiger Aktienkursbewegungen
Hense, Andreas; Fissahn, Juliane; Tücking, Ebbo - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 97-118). 2005
Persistent link: https://www.econbiz.de/10003345103
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Trading catalysts : how events move markets and create trading opportunities
Webb, Robert I. - 2007
Persistent link: https://www.econbiz.de/10003333068
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"Sell in May and go away" on the Russian stock market
Moskalenko, Elena; Reichling, Peter - In: Transformation in der Ökonomie : Festschrift für …, (pp. 257-267). 2008
Persistent link: https://www.econbiz.de/10003710834
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Investor behavior under changing market volatility
Daviou, Agustín; Paraschiv, Florentina - In: The journal of investing 23 (2014) 2, pp. 96-113
Persistent link: https://www.econbiz.de/10011313422
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How do heterogeneous beliefs influence asset volatility?
Ho, Hwai-chung; Lin, Chien-chih - In: Pacific economic review 17 (2012) 4, pp. 601-616
Persistent link: https://www.econbiz.de/10009692151
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The bull and bear market model of Huang and Day :some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - 2012
as bull and bear market dynamics and excess volatility. -- Heterogeneous interacting agents ; Bull and bear market …
Persistent link: https://www.econbiz.de/10009668409
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The bull and bear market model of Huang and Day : some extensions and new results
Tramontana, Fabio; Westerhoff, Frank H.; Gardini, Laura - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2351-2370
Persistent link: https://www.econbiz.de/10010196878
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Investors' behavior under changing market volatility
Daviou, Agustin; Paraschiv, Florentina - 2013
Persistent link: https://www.econbiz.de/10010410046