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The influence of positive feedback trading on return autocorrelation: evidence for the German stock market
Bohl, Martin T.; Reitz, Stefan - In: Aktuelle Entwicklungen im Finanzdienstleistungsbereich …, (pp. 221-233). 2004
Persistent link: https://www.econbiz.de/10002033848
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Application of feed-forward neural networks smoothing transition autoregressive models in stock returns forecasting
Giovanis, Eleftherios - In: Computational optimization in economics and finance …, (pp. 27-47). 2013
Persistent link: https://www.econbiz.de/10009734441
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A minimal noise trader model with realistic time series properties
Alfarano, Simone; Lux, Thomas - In: Long memory in economics : with 50 tables, (pp. 345-361). 2006
Persistent link: https://www.econbiz.de/10003357267
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Asset return dynamics under alternative learning schemes
Catanese, Elena; Consiglio, Andrea; Lacagnina, Valerio; … - In: Artificial economics : the generative method in …, (pp. 211-222). 2009
Persistent link: https://www.econbiz.de/10003889507
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The 9/11 terrorist attacks and emerging stock markets
Mun, Kyung-chun - 2009
Persistent link: https://www.econbiz.de/10003896644
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"Vertrauen Sie niemandem, der Ihnen erzählt, er wisse, wie sich die Kurse entwickeln" : die Börse als Spiegel des wahren Lebens: Aktienkurse und Aktienrenditen
Glaser, Markus; Weber, Martin - In: Kredit und Vertrauen, (pp. 87-104). 2010
Persistent link: https://www.econbiz.de/10008806761
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Herding Behavior : Evidence from Southeast Asian Stock Markets
Muharam, Harjum; Dharmawan, Aditya; Najmudin, Najmudin; … - In: Recent developments in Asian economics : international …, (pp. 207-220). 2021
Persistent link: https://www.econbiz.de/10012804477
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Financial behavior of investors : long-run overreaction phenomenon in Euronext stock exchange
Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020
The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk adjustment with the CAPM. Robustness was checked with t-test...
Persistent link: https://www.econbiz.de/10012793028
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Extreme dependence in investor attention to bank stocks
Scheffer, Marcus - In: Essays on univariate and multivariate modeling of …, (pp. 151-204). 2015
Persistent link: https://www.econbiz.de/10011648291
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The impact of economic sentiment, consumer, producer and investor's confidence indices on stock returns of the listed companies in FTSE-20 in Greece
Cantzos, Constantine; Kalantonis, Petros; … - In: Perspectives, trends, and applications in corporate …, (pp. 162-209). 2018
Persistent link: https://www.econbiz.de/10011876937