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Technical trading rules in Australian financial markets
Park, Jung Soo; Heaton, Christopher - In: International journal of economics and finance 6 (2014) 10, pp. 67-75
Persistent link: https://www.econbiz.de/10010421595
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Does gender and family income impact stock trading of b-school students? : findings from a stock simulation exercise
Prakash, Nisha; Alagarsamy, Subburaj - In: Vision : the journal of business perspective 26 (2022) 4, pp. 454-460
Persistent link: https://www.econbiz.de/10014229668
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The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad; Ghulam, Younis Ahmed - In: American journal of finance and accounting 7 (2023) 3/4, pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
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From low resource slack to inflexibility : the share price effect of operational efficiency
Yousefi, Hamed; Yung, Kenneth K.; Najand, Mohammad - In: International review of financial analysis 90 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014470519
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Growth Options and Related Stock Market Anomalies : Profitability, Distress, Lotteryness, and Volatility
Bali, Turan G. - 2019
profitability, distress, lotteryness, and volatility anomalies, influencing their returns via the channel of idiosyncratic skewness …
Persistent link: https://www.econbiz.de/10012901824
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Complex model of market price development and its simulation
Stádník, Bohumil; Miečinskiene, Algita - In: Journal of business economics and management 16 (2015) 4, pp. 786-807
Persistent link: https://www.econbiz.de/10011384542
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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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Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten
Webel, Karsten - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003806560
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Assessing the impact of algorithmic trading on markets : a simulation approach
Gsell, Markus - 2008
impact of such concepts, e.g. effects on the price formation or the volatility of prices, a simulation environment is … market prices. On the other hand, lower latency appears to lower market volatility. -- Algorithmic Trading ; Simulation … conducted by comparing different simulation runs including and excluding a trader constituting an algorithmic trading model in …
Persistent link: https://www.econbiz.de/10003863919