Narrow search
Showing 1 - 10 of 2,933
Cover Image
Reporting bias and information discrepancy, and consequences for volatility in financial markets
Han, Jae Joon - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 553-577
Persistent link: https://www.econbiz.de/10009231514
Cover Image
A mind is a terrible thing to change : confirmation bias in financial markets
Pouget, Sébastien; Villeneuve, Stéphane - 2012
Persistent link: https://www.econbiz.de/10009578840
Cover Image
The effect of ambiguity on price formation and trading behavior in financial markets
Li, Wenhui; Ockenfels, Peter; Wilde, Christian - 2021
This paper sets up an experimental asset market in the laboratory to investigate the effects of ambiguity on price formation and trading behavior in financial markets. The obtained trading data is used to analyze the effect of ambiguity on various market outcomes (the price level, volatility,...
Persistent link: https://www.econbiz.de/10012663127
Cover Image
Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim - 2013
Persistent link: https://www.econbiz.de/10009707692
Cover Image
Herding and market volatility
Fei, Tianlun; Liu, Xiaoquan - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013252516
Cover Image
Financial astrology and behavioral bias : evidence from India
Mahendra, Ashish; Mohanty, Shiba Prasad; Sudalaimuthu, S. - In: Asia Pacific financial markets 28 (2021) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10012486271
Cover Image
Risk perception in financial markets : on the flip side
Bekiros, Stelios; Jlassi, Mouna; Naoui, Kamel; Uddin, … - In: International review of financial analysis 57 (2018), pp. 184-206
Persistent link: https://www.econbiz.de/10012006344
Cover Image
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki; Kawasaki, Yoshinori; Stupfler, G. - In: Quantitative finance 22 (2022) 7, pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Cover Image
Investor bias, risk and price volatility
Polat, Ali Yavuz - In: Journal of economic studies 50 (2023) 7, pp. 1317-1335
Persistent link: https://www.econbiz.de/10014428601
Cover Image
Artificial long memory effects in two agent-based asset pricing models
Franke, Reiner - 2008
This note is concerned with two recent agent-based models of speculative dynamics from the literature, one by Gaunersdorfer and Hommes and the other by He and Li. At short as well as long lags, both of them display an autocorrelation structure in absolute and squared returns that comes...
Persistent link: https://www.econbiz.de/10003738658