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Navigating the factor zoo around the world : an institutional investor perspective

Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703

Persistent link: https://www.econbiz.de/10012588809

Direct calibration and comparison of agent-based herding models of financial markets

Barde, Sylvain - 2015

of financial markets on the daily returns of 18 indices. The models chosen for this empirical application are the herding …, which all share a common lineage to the herding model introduced by Kirman (1993). In addition, standard ARCH processes are …

Persistent link: https://www.econbiz.de/10010517721

Gleichgerichtetes Verhalten am Aktienmarkt : eine Verbindung ökonomischer, psychologischer und soziologischer Ansätze

Hoffmann, Carsten - 2001

Persistent link: https://www.econbiz.de/10001553445

Market sentiment and heterogeneous agents in an evolutive financial model

Cavalli, F.; Naimzada, Ahmad; Pecora, N.; Pireddu, M. - In: Journal of evolutionary economics 31 (2021) 4, pp. 1189-1219

Persistent link: https://www.econbiz.de/10012663703

Dynamics of phase transitions in expectations for financial markets : an agent-based, multicomponent model

Silver, Steven D.; Raseta, Marko; Bazarova, Alina - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 92-105

Persistent link: https://www.econbiz.de/10012802019

Hat die Einführung der Abgeltungsteuer Aktienkurse beeinflusst? : empirische Ergebnisse und Implikationen für die Kapitalmarkttheorie

Eichfelder, Sebastian; Lau, Mona - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 96 (2016) 2, pp. 101-105

Kapitalmarkttheorie folgend wäre bei vollständiger Verarbeitung der bekannten Informationen zu erwarten gewesen, dass die Marktteilnehmer … beschränkten Informationen, einer Fokussierung auf wenige Handelstage und einer begrenzten Liquidität zu Herdenverhalten und …

Persistent link: https://www.econbiz.de/10011428717

Economic consequences of equity compensation disclosure

Bertomeu, Jeremy - In: Journal of accounting, auditing & finance 27 (2012) 4, pp. 471-495

Persistent link: https://www.econbiz.de/10009659118

The capital asset pricing model and the efficient markets hypothesis : the compelling fairy tale of contemporary financial economics

O'Sullivan, Patrick - In: International journal of political economy : a journal … 47 (2018) 3/4, pp. 225-252

Persistent link: https://www.econbiz.de/10012205919

Asia-pacific financial market inefficiency : evidence through behavioural models

Zghidi, Nahed - In: International journal of behavioural accounting and finance 6 (2022) 4, pp. 311-332

Persistent link: https://www.econbiz.de/10013475374

Time-varying price-volume relationship and adaptive market efficiency : a survey of the empirical literature

Patil, Ashok Chanabasangouda; Rastogi, Shailesh - In: Journal of risk and financial management : JRFM 12 (2019) 2/105, pp. 1-18

This paper conducts a review of the literature on the price–volume relationship and its relation with the implications of the adaptive market hypothesis. The literature on market efficiency is classified as efficient market hypothesis (EMH) studies or adaptive market hypothesis (AMH) studies....

Persistent link: https://www.econbiz.de/10012021910

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