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Investment strategies used as spectroscopy of financial markets reveal new stylized facts
Zhou, Wei-Xing; Mu, Guo-Hua; Chen, Wei; Sornette, Didier - 2011
financial and economic markets. We study the detailed order flow on the Shenzhen Stock Exchange of China for the whole year of … China, investment performance, illusion of control, trading frequency, arbitrage opportunities …
Persistent link: https://www.econbiz.de/10009273136
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The short-term impact of director trading in UK closed-end funds
Andriosopoulos, Dimitris; Steliaros, Michael; Thomas, … - In: The European journal of finance 21 (2015) 7/9, pp. 672-690
Persistent link: https://www.econbiz.de/10011302054
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Pump up the volume: income risk and counter-cyclical asset trading
Sarolli, Gian Domenico - In: Eastern economic journal 42 (2016) 4, pp. 594-610
Persistent link: https://www.econbiz.de/10012238615
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Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul - 1994
Persistent link: https://www.econbiz.de/10000895343
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Return-volume nexus in financial markets : a survey of research
Yamani, Ehab - In: Research in international business and finance 65 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014432473
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Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
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Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247
Persistent link: https://www.econbiz.de/10012136879
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Momentum and reversal in financial markets with persistent heterogeneity
Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - 2018
This paper investigates whether short-term momentum and long-term reversal may emerge from the wealth reallocation process taking place in speculative markets. We assume that there are two classes of investors who trade long-lived assets by holding constantly rebalanced portfolios based on their...
Persistent link: https://www.econbiz.de/10011790528
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Debt and financial sentiment : early Keynes on balance sheet effects of asset price changes
Ertürk, Korkut A.; Jennings, Jake - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 1, pp. 45-58
, neither asset price speculation nor shifting financial sentiment over the business cycle received in his work the kind of …
Persistent link: https://www.econbiz.de/10012507210
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Momentum and reversal in financial markets with persistent heterogeneity
Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - 2018
Persistent link: https://www.econbiz.de/10011868976