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Bubbles and crashes in a behavioural finance model

De Grauwe, Paul; Grimaldi, Marianna - 2004

We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...

Persistent link: https://www.econbiz.de/10011401333

Speculative behavior and the dynamics of interacting stock markets

Schmitt, Noemi; Westerhoff, Frank H. - 2013

We develop a simple agent-based financial market model in which heterogeneous speculators apply technical and fundamental analysis to trade in two different stock markets. Speculators’ strategy/market selections are repeated at each time step and depend on predisposition effects, herding...

Persistent link: https://www.econbiz.de/10010204792

Bubbles and crashes in a behavioural finance model

De Grauwe, Paul; Grimaldi, Marianna - 2004

Persistent link: https://www.econbiz.de/10011585311

On the inefficient markets hypothesis : arbitrage on the forex market

Mele, Marco - In: International journal of economics 9 (2015) 2, pp. 111-122

Persistent link: https://www.econbiz.de/10011535217

Price gaps : another market anomaly?

Caporale, Guglielmo Maria; Plastun, Alex - 2016

Persistent link: https://www.econbiz.de/10011539676

The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods

Ma, Baiquan; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10012816711

Applying a combined max-min simple moving average trading strategy to market indexes

Ren, Louie; Ren, Peter - In: Economics, management and financial markets 13 (2018) 2, pp. 11-23

Persistent link: https://www.econbiz.de/10011891646

Beating the market?

Baumann, Michael - 2018

Persistent link: https://www.econbiz.de/10012183074

Eine kurze Ideengeschichte der Kapitalmarkttheorie : Fundamentaldatenanalyse, Effizienzmarkthypothese und Behavioral Finance

Will, Matthias Georg - 2012

Dieser Beitrag beschäftigt sich mit den Theoriebeiträgen der Fundamentaldatenanalyse, der Effizienzmarkthypothese und … auf volatilen Märk-ten ihre Spielzüge optimieren können. Die Effizienzmarkthypothese versucht stattdes-sen, den … die Effizienzmarkthypo-these trotz realitätsferner Annahmen die Behavioral Finance nicht nur hinsichtlich des Grades der …

Persistent link: https://www.econbiz.de/10011784112

The impact of bounded rationality on equity-linked life insurance and technical trading

Hilpert, Christian Martin - 2014

Persistent link: https://www.econbiz.de/10010423926

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