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A lifecycle perspective of stock market performance and wellbeing
Frijters, Paul; Johnston, David; Shields, Michael; … - In: Journal of economic behavior & organization : JEBO 112 (2015), pp. 237-250
Persistent link: https://www.econbiz.de/10011399379
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Subjective well-being of corporate managers and its impact on stock market volatility and financial stability during the Covid-19 pandemic in Poland: an agent-based model perspecti...
Rzeszutek, Marcin; Andersen, Jørgen Vitting; Szyszka, Adam - 2023
Persistent link: https://www.econbiz.de/10014486445
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The Theory of Higher Order Lognormal Cascade Distribution and the Origin of Fat Tails in the Fluctuations of Stock Market
Lihn, Stephen H.T. - 2009
This working paper presents the general theory of the higher order "skew lognormal cascade distribution" as a … market index, and the market entropy of the stock market. Such study in the context of stochastic portfolio theory reveals … distribution, which is the lognormal cascade equation in our theory. This shows that the fluctuations of the market index are a …
Persistent link: https://www.econbiz.de/10013159227
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Asset values and the credibility of peace agreements
Coyne, Christopher J.; Dempster, Gregory M.; Isaacs, … - 2009
Persistent link: https://www.econbiz.de/10003879886
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Asset values and the sustainability of peace prospects
Coyne, Christopher J.; Dempster, Gregory M.; Isaacs, … - In: The quarterly review of economics and finance : journal … 50 (2010) 2, pp. 146-156
Persistent link: https://www.econbiz.de/10008688977
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Time-varying volatility and the power law distribution of stock returns
Warusawitharana, Missaka - 2016
While many studies find that the tail distribution of high frequency stock returns follow a power law, there are only a few explanations for this finding. This study presents evidence that time-varying volatility can account for the power law property of high frequency stock returns. The power...
Persistent link: https://www.econbiz.de/10011500196
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Time-Varying Volatility and the Power Law Distribution of Stock Returns
Warusawitharana, Missaka - 2016
This study examines whether a conditional normal model with a nonparametric volatility distribution can account for the power law property of high frequency stock returns. The power law coefficients from the model are estimated using simulation methods applied to the empirical distribution for...
Persistent link: https://www.econbiz.de/10013004072
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Time-Varying Volatility and the Power Law Distribution of Stock Returns
Warusawitharana, Missaka - 2016
While many studies find that the tail distribution of high frequency stock returns follow a power law, there are only a few explanations for this finding. This study presents evidence that time-varying volatility can account for the power law property of high frequency stock returns. The power...
Persistent link: https://www.econbiz.de/10013210380
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Change in Emotional State of Stock Traders Before and After Booking Loss
Raval, Vishvesh H. - 2013
India has one of the biggest capital markets in Emerging Countries. It has a large number of listed companies, brokers, financial institutions. There is also increasing stock trading community. Most of the retail players now follow Fundamental and Technical Analysis for their stock selection and...
Persistent link: https://www.econbiz.de/10013078015
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German breeds of live stock
1912
Persistent link: https://www.econbiz.de/10012874825