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Toward an understanding of market resilience : market liquidity and heterogeneity in the investor decision cycle

Bookstaber, Richard M.; Foley, Michael D.; Tivnan, Brian F. - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 205-227

Persistent link: https://www.econbiz.de/10011700963

On the evolutionary stability of the sentiment investor

Antico, Andrea; Bottazzi, Giulio; Giachini, Daniele - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 155-173). 2023

Persistent link: https://www.econbiz.de/10014282554

The competitions of time-varying and constant loadings in asset pricing models : empirical evidence and agent-based simulations

Lin, Hung-Wen; Huang, Jing-Bo; Lin, Kun-Ben; Chen, Shu-Heng - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 577-612

Persistent link: https://www.econbiz.de/10013271952

Efficient market hypothesis in China stock markets

Yuan, Kechen - In: Proceedings of the 5th International Conference on …, (pp. 788-800). 2022

Persistent link: https://www.econbiz.de/10013355174

Erosion der Bankenregulierung als Folge einer "falschen" ökonomischen Theorie

Neuberger, Doris - In: Ökonomie in der Krise : Analyse - Kritik - Umgestaltung, (pp. 11-24). 2020

Persistent link: https://www.econbiz.de/10012212787

The financial strength anomaly in the UK : information uncertainty or liquidity?

Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957

Persistent link: https://www.econbiz.de/10012207343

How much should an investor trust the startup entrepreneur? : a network model

Klabunde, Anna - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 293-312

Persistent link: https://www.econbiz.de/10011700969

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

Market efficiency in real time : evidence from low latency activity around earnings announcements

Chordia, Tarun; Miao, Bin - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10012494835

Investors' limited attention : evidence from REITs

Chen, Honghui; Harrison, David M.; Khoshnoud, Mahsa - In: The journal of real estate finance and economics 61 (2020) 3, pp. 408-442

Persistent link: https://www.econbiz.de/10012293194

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